Last modified: Thu Nov 10 14:41:33 EST 2005 by Dean Foster

Statistical Data mining: RKHS


Hilbert spaces, what are they good for?

Building a Hilbert space up by hand

Example 1: quadradic kernel

Example 2: radial basis functions

Difficult to describe phi, easy to describe K

Which K work?

Theorem: If K is a Mercer kernel, then there exists a phi and a H such that K(x,w) = < phi(x),phi(w) > .