What is a kernel?
A Kernels is a function of two original vectors (x, y) that computes the dot product of the expansion of those vectors according to a certain basis function without ever having to compute the actual expansion.
Why are kernels useful?
This reduces the amount of computation required which increases speed of calcualtions.
What is the kernel for polynomials?
k(x,y) = (1 + x^Ty)^s
What is the kernel for Gaussian?
k(x,y) = exp(-||x-y||^2 / 2σ)
What is the kernel for sigmoid?
k(x,y) = tanh(Kx^Ty - δ)
How do we apply kernels to maximisation of L(λ)?
max L(λ) = ∑(n=1)^N λ_n - 0.5 ∑(n=1)^N ∑_(m=1)^N (λ_n λ_m t_n t_m k(x_n,x_m))