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In mathematics a radial basis function (RBF) is a real-valued function whose value depends only on the distance between the input and some fixed point, either the origin, so that , or some other fixed point , called a center, so that . Any function that satisfies the property is a radial function. The distance is usually Euclidean distance, although other metrics are sometimes used. They are often used as a collection which forms a basis for some function space of interest, hence the name.
Sums of radial basis functions are typically used to approximate given functions. This approximation process can also be interpreted as a simple kind of neural network; this was the context in which they were originally applied to machine learning, in work by David Broomhead and David Lowe in 1988,[1][2] which stemmed from Michael J. D. Powell's seminal research from 1977.[3][4][5] RBFs are also used as a kernel in support vector classification.[6] The technique has proven effective and flexible enough that radial basis functions are now applied in a variety of engineering applications.[7][8]
Definition
A radial function is a function . When paired with a metric on a vector space a function is said to be a radial kernel centered at . A Radial function and the associated radial kernels are said to be radial basis functions if, for any set of nodes
- The kernels are linearly independent (for example in is not a radial basis function)
- The kernels form a basis for a Haar Space, meaning that the interpolation matrix
(1)
Examplesedit
Commonly used types of radial basis functions include (writing and using to indicate a shape parameter that can be used to scale the input of the radial kernel[11]):
- Infinitely Smooth RBFs
These radial basis functions are from and are strictly positive definite functions[12] that require tuning a shape parameter
- Gaussian:
(2)
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- Gaussian: