Data Science, Kernel Trick, Machine Learning, Machine Learning Theory.
in abbreviation). 2.1. Kernel-induced Function Space Instead of going through the definition to understand RKHS, let’s try to construct it from scratch. Consider a kernel function K: 𝒳 × 𝒳 → ℝ satisfying inner product properties. For every x∈𝒳, we further define Kₓ(.) ≡ K(.,x), i.e., K(.,.) with