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Canonical feature space of a positive-semidefinite kernel (ϕ(x)=[ex​])

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Positive-semidefinite kernel Feature map
2026-10-06  0 By others on same topic  0 Discussions Create my own version
On the finite formal span of symbols ex​, define B(ex​,ey​)=k(x,y) and extend bilinearly. For a positive-semidefinite kernel, the null vectors of this positive semidefinite bilinear form form its radical of a bilinear form. Quotienting by that linear subspace gives an inner-product space and feature map x↦[ex​] with ⟨[ex​],[ey​]⟩=k(x,y). This construction works for degenerate and zero kernels.

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  1. Feature map
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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 205 / 2 / Solution

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