Kernel functions are used in support vector machines (SVM) to compute inner product in a higher dimensional feature space. SVM classification performance depends on the chosen kernel. The radial basis function (RBF) kernel is a distance-based kernel that has been successfully applied in many tasks. This paper focuses on improving the accuracy of SVM by proposing a non-linear combination of multiple RBF kernels to obtain more flexible kernel functions. Multi-scale RBF kernels are weighted and combined. The proposed kernel allows better discrimination in the feature space. This new kernel is proved to be a Mercer’s kernel. Furthermore, evolutionary strategies (ESs) are used for adjusting the hyperparameters of SVM. Training accuracy, the bound of generalization error, and subset cross-validation on training accuracy are considered to be objective functions in the evolutionary process. The experimental results show that the accuracy of multi-scale RBF kernels is better than that of a single RBF kernel. Moreover, the subset cross-validation on training accuracy is more suitable and it yields the good results on benchmark datasets.