Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/iii/paper-205/3/1/solution

A positive-semidefinite kernel on is a symmetric function such that, for every and ,
If for a feature map into an inner-product space, then
Thus every feature-map inner product is a kernel. If , then each finite quadratic form for is the corresponding nonnegative linear combination, so nonnegative linear combinations of kernels are kernels.

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