Let be the standard orthonormal basis of and define
Then
Thus is a positive-semidefinite kernel.
Periodic covariance function Created 2026-10-05 Updated 2026-10-06
This covariance function is periodic with period . Map time to the circle and pull back a Gaussian kernel; since , this proves positive semidefiniteness. A Gaussian process with this kernel has and therefore repeats at every fixed phase. Replacing the inner by changes the actual period to .
A zero-mean Gaussian process need not have zero average in each realization. For the periodic covariance function, the constant Fourier component is
where is a modified Bessel function. Replacing by gives a Gaussian process with kernel . This is a positive-semidefinite kernel because it is a covariance after a linear transformation, and each sample has zero period average. The real integral representation of the modified Bessel function I0 yields the displayed constant.
Polynomial kernel 2026-10-14
For , a polynomial kernel is the positive-semidefinite kernel , where is a positive integer and . The case uses monomials of total degree ; also includes lower degrees. The feature map weights matter: listing each distinct monomial once with coefficient one generally gives a different inner product.[ref]
For the homogeneous quadratic case in two dimensions, take the scaled quadratic feature map
The inner product identity is explicit:
The factor accounts for the two equal cross terms in the square. Thus an inner product of three derived coordinates can be obtained from an inner product of the two input coordinates followed by squaring. The kernel trick uses this equality inside an algorithm; the feature map explains which nonlinear functions the algorithm can represent.
Positive-semidefinite kernel Created 2026-09-24 Updated 2026-10-18
A symmetric function is a positive-semidefinite kernel when every finite Gram matrix is positive semidefinite.
Product of positive-semidefinite kernels Created 2026-09-24 Updated 2026-10-18
The pointwise product of two positive-semidefinite kernels is positive semidefinite because its finite kernel matrix is the entrywise product of two positive-semidefinite matrices, to which the Schur product theorem applies.
Random Fourier features Created 2026-09-28 Updated 2026-10-03
Random Fourier features represent a translation-invariant positive-semidefinite kernel by sampling frequencies from its spectral distribution and using sine and cosine features. They replace an implicit infinite-dimensional feature map by a finite random approximation.
Representer theorem Created 2026-09-24 Updated 2026-09-24
The representer theorem reduces regularized optimization over a reproducing-kernel Hilbert space to the span of kernel sections at the observed points.
Reproducing kernel Hilbert space Created 2026-09-24 Updated 2026-10-14
A reproducing-kernel Hilbert space is a Hilbert space of functions in which point evaluation is continuous and satisfies .
Reproducing-kernel Hilbert space of a stationary Gaussian process Created 2026-09-24 Updated 2026-09-24
If a stationary Gaussian process has covariance spectral density , its reproducing-kernel Hilbert space has norm
on the functions for which this integral is finite.
The squared-slack support vector machine uses constraints . With an unpenalized intercept, its Lagrangian dual problem maximizes subject to and . The square adds a diagonal penalty in the dual rather than a finite upper box constraint. The Karush-Kuhn-Tucker conditions give and for a feature map realizing the positive-semidefinite kernel .
Sum of reproducing-kernel Hilbert spaces Created 2026-10-05 Updated 2026-10-18
For positive-semidefinite kernels with Reproducing kernel Hilbert spaces , the Reproducing kernel Hilbert space of consists of sums , with
The minimum is attained uniquely. Indeed, in the Hilbert space direct sum , the tuples summing to zero form a closed subspace : they are the intersection, over inputs , of the kernels of the continuous maps . Every affine fibre has a unique representative in by orthogonal decomposition by a closed subspace. The vector lies in and represents evaluation in the quotient; its evaluation at is , identifying the positive-semidefinite kernel with .