机器学习导论(张志华):正定核应用
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,非常有利于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,,,,xn?X=>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)x1?,,,,xn??X=>K0?(xi?,xj?)=g(xi?)g(xj?)
=>k0=[g(x1),..,g(xn)]′?[g(x1),...,g(xn)]=> k_0 =[g(x_1),..,g(x_n)]' *[g(x_1 ),..., g(x_n)]=>k0?=[g(x1?),..,g(xn?)]′?[g(x1?),...,g(xn?)]
Thm:
Let F be a probalility measure on the half low Pat such that 0<∫0∞sdF(s)<∞0< \int _0^{\infin} s dF(s)<\infin 0<∫0∞?sdF(s)<∞
and l(F,u)=∫0∞exp(?ts?)dF\int_0^{\infin} exp(-ts\phi)dF∫0∞?exp(?ts?)dF is P.D for all t>0;
example:
polynomial kernel.
RBF Gauss kernel.
two advantages:1.lowdimension?>∞dimension1.low dimension-> \infin dimension1.lowdimension?>∞dimension
2.normalize.2.normalize.2.normalize.
Levy distribution
(B/2?pi)1/2exp(sqrt(2B))∣f(s)=sqrt(t/2?pi)u?3/2exp(?t/2u)du(B/2*pi)^1/2 exp(sqrt(2B))| f(s)=sqrt(t/2*pi)u^-{3/2}exp(-t/2u)du(B/2?pi)1/2exp(sqrt(2B))∣f(s)=sqrt(t/2?pi)u?3/2exp(?t/2u)du
if ?(x)=K+1/2\phi (x)=K^{+1/2}?(x)=K+1/2
K12?K12=KTK^{\frac{1}{2}}* K^{\frac{1}{2}}=K^TK21??K21?=KT
Thm
let kX?X?>Rk X*X -> RkX?X?>R be a P.D kernel then exists a HILBERT space H and from x->H such that ?(H)\phi(H)?(H)
?x,y?x,K(x,y)=<?(x),?(y)>\forall x,y \subset x,K(x,y)=<\phi(x),\phi(y)>?x,y?x,K(x,y)=<?(x),?(y)> three kernels.
總結
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