Data Science, Kernel Trick, Nonlinear Models, Machine Learning, Data Transformation.
XS be the subset of X containing just these samples so that Let the (𝑘×𝑘) matrix 𝑊 be the overlap of C and C transposed in K, then the approximated kernel can be expressed as The derivation and a more detailed description of this formula can be seen in [1][2]. So, the whole approximated kernel can