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1 Reproducing Kernel Hilbert Spaces - People

CS281B/Stat241B (Spring 2008) Statistical Learning TheoryLecture: 7 Reproducing Kernel Hilbert SpacesLecturer: Peter BartlettScribe: Chunhui Gu1 Reproducing Kernel Hilbert Hilbert Space and KernelAn inner product u,v can be1. a usual dot product : u,v =v w= iviwi2. a Kernel product : u,v =k(v,w) = (v) (w) (where (u) may have infinite dimensions)However, an inner product , must satisfy the following conditions:1. Symmetry u,v = v,u u,v X2. Bilinearity u+ v,w = u,w + v,w u,v,w X, , R3. Positive definiteness u,u 0, u X u,u = 0 u= 0 Now we can define the notion of a Hilbert Spaceis an inner product space that is complete and separable with respect to thenorm defined by the inner of Hilbert Spaces include:1. The vector spaceRnwith a,b =a b, the vector dot product The spacel2of square summable sequences, with inner product x,y = i=1xiyi3.

Definition. A Hilbert Space is an inner product space that is complete and separable with respect to the norm defined by the inner product. Examples of Hilbert spaces include: 1. The vector space Rn with ha,bi = a0b, the vector dot product of aand b. 2. The space l 2 of square summable sequences, with inner product hx,yi = P ∞ i=1 x iy i 3 ...

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