Dual prediction with a kernel 2026-10-14
If the weight vector lies in the linear span of the training feature map outputs, write . ThenThis is a dual representation: coefficients weight training examples rather than feature coordinates. They need not be positive, and need not be unique when the kernel matrix is singular. Some kernel methods instead write with under their own optimization constraints.[ref]
The kernel trick by Ryan Giordano. Kernelizing classification with support vector machines: displayed prediction as a sum of label-weighted kernel evaluations
The formula is an algebraic conversion for a weight vector in this linear span, not a claim about every possible weight vector. The representer theorem gives a broader reason this form appears in regularized kernel methods.For the XOR separation by a product feature, let have rows . The Gram matrix of those rows, equivalently the kernel matrix, isIts eigenvalues are , so it is a positive semidefinite matrix of rank two, not an invertible matrix. More generally, for any real coefficient vector and any finite set of inputs,This proves the positive-semidefinite kernel condition for the displayed polynomial kernel on all of , rather than checking only this square.
Here , so the explicit choice gives and . ConsequentlyFor the new input , the four polynomial kernel evaluations are . Their weighted sum is , and the sign function predicts . No explicit feature map is needed for this calculation. These coefficients were constructed to reproduce the chosen separator; no fitting algorithm or generalization guarantee is being asserted.
Kernel trick Created 2026-09-24 Updated 2026-10-14
The kernel trick evaluates inner products of feature map outputs through without explicitly constructing those vectors. An algorithm expressed entirely through these inner products can therefore operate on nonlinear derived coordinates using only evaluations of a positive-semidefinite kernel on the original inputs. A classifier linear in the derived coordinates can have a nonlinear boundary in the original coordinates.
The polynomial kernel gives a finite, fully visible example: corresponds to . The XOR separation by a product feature below makes the interaction coordinate useful, while dual prediction with a kernel shows how to predict without calculating it explicitly.
An arbitrary score called a similarity need not be a positive-semidefinite kernel. Symmetry alone, even with nonnegative entries, is insufficient: the symmetric matrixhas for , so it cannot be a Gram matrix of real inner products. A positive-semidefinite kernel requires a positive semidefinite matrix for every finite choice of inputs, not just the observed training data.[ref]
Gaussian Processes for Machine Learning by Carl Edward Rasmussen and Christopher K. I. Williams. Section 4.1, p. 80: Gram matrices, quadratic-form definition of positive semidefiniteness, and nonnegative eigenvalues
The existing Moore-Aronszajn theorem connects this requirement to a Reproducing kernel Hilbert space; this example needs only finite linear algebra.