Data Science, Kernel Trick, Nonlinear Models, Machine Learning, Data Transformation.
define the kernel function, which is the RBF kernel. This kernel has one parameter which is gamma and is usually set as 1/(2𝜎²) with 𝜎² being the variance of 𝑋. Now, the Nyström mapping is applied to 𝑋 with 𝑘=100. The result is Φ̃ with 𝑘 dimensions. For the purpose of visualization, we use PCA to