The Radial Basis Function (RBF) kernel is a popular kernel function used in kernelized learning algorithms.
Problem Statement
Given a set X of n feature vectors x 1= (x 11,…,x 1p ), ..., x n = (x n1,…,x np ) of dimension p and a set Y of m feature vectors y 1= (y 11,…,y1p ), ..., y n = (y m1,…,y mp ), the problem is to compute the RBF kernel function K (x i , y i ) for any pair of input vectors:
