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Hw2 Kernel Trick 2021

The document discusses two exercises related to kernel methods in machine learning. The first exercise asks to show that a given function K is a positive definite kernel and describe its reproducing kernel Hilbert space. The second exercise asks to prove that a function belongs to a reproducing kernel Hilbert space if and only if subtracting it from the positive definite kernel results in another positive definite kernel.

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18 views

Hw2 Kernel Trick 2021

The document discusses two exercises related to kernel methods in machine learning. The first exercise asks to show that a given function K is a positive definite kernel and describe its reproducing kernel Hilbert space. The second exercise asks to prove that a function belongs to a reproducing kernel Hilbert space if and only if subtracting it from the positive definite kernel results in another positive definite kernel.

Uploaded by

aymasrayman
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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”Kernel methods in machine learning”

Homework 2
Due February 3, 2021, 3pm
Julien Mairal and Jean-Philippe Vert

Exercice 1.
Let X be a set and F be a Hilbert space. Let Ψ : X → F, and K : X ×X → R
be:
∀x, x0 ∈ X , K(x, x0 ) = hΨ(x), Ψ(x0 )iF .
Show that K is a positive definite kernel on X , and describe its RKHS H.
(Hint: Show that any function of the form fw (x) = hΨ(x), wiF is in H, for
w ∈ F, and explicit its norm.)

Exercice 2.
Prove that for any p.d. kernel K on a space X , a function f : X → R belongs
to the RKHS H with kernel K if and only if there exists λ > 0 such that
K(x, x0 ) − λf (x)f (x0 ) is p.d.
(Hint: you can use the result of Exercice 5.1. that we discussed in the course.)

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