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機器學習導論(張志華):正定核應用

前言

這個筆記是北大那位老師課程的學習筆記,講的概念淺顯易懂,非常有利於我們掌握基本的概念,從而掌握相關的技術。

basic concepts

If a function is positive definite,then matrix is P.S.D. x1,,,,xnX=>K0(xi,xj)=g(xi)g(xj){x_1,,,,x_n} \subset X => K_0(x_i,x_j)=g(x_i)g(x_j) =>k0=[g(x1),..,g(xn)][g(

x1),...,g(xn)]=> k_0 =[g(x_1),..,g(x_n)]' *[g(x_1 ),..., g(x_n)]

Thm:

Let F be a probalility measure on the half low Pat such that 0<0sdF(s)<0< \int _0^{\infin} s dF(s)<\infin and l(F,u)=0exp

(tsϕ)dF\int_0^{\infin} exp(-ts\phi)dF is P.D for all t>0; example: polynomial kernel. RBF Gauss kernel. two advantages:1.lowdimension>dimension 1.low dimension-> \infin dimension 2.normalize.2.normalize.

Levy distribution

(B/2

pi)1/2exp(sqrt(2B))f(s)=sqrt(t/2pi)u3/2exp(t/2u)du(B/2*pi)^1/2 exp(sqrt(2B))| f(s)=sqrt(t/2*pi)u^-{3/2}exp(-t/2u)du if ϕ(x)=K+1/2\phi (x)=K^{+1/2} K12K12=KTK^{\frac{1}{2}}* K^{\frac{1}{2}}=K^T

Thm

let kXX>Rk X*X -> R be a P.D kernel then exists a HILBERT space H and from x->H such that ϕ(H)\phi(H) x,yx,K(x,y)=<ϕ(x),ϕ(y)>\forall x,y \subset x,K(x,y)=<\phi(x),\phi(y)> three kernels.