Package smile.math.kernel


package smile.math.kernel
Mercer kernels. A Mercer kernel is a kernel that is positive semi-definite. When a kernel is positive semi-definite, one may exploit the kernel trick, the idea of implicitly mapping data to a high-dimensional feature space where some linear algorithm is applied that works exclusively with inner products. Assume we have some mapping Φ from an input space X to a feature space H, then a kernel k(u, v) = <&#934;(u), &#934;(v)> may be used to define the inner product in feature space H.

Positive definiteness in the context of kernel functions also implies that a kernel matrix created using a particular kernel is positive semi-definite. A matrix is positive semi-definite if its associated eigenvalues are non-negative.