From 265401d85c8414a13cedc8c08ccc4205014efd35 Mon Sep 17 00:00:00 2001 From: Alexis BAYLET Date: Fri, 27 Mar 2026 14:37:36 +0100 Subject: [PATCH] Add RKHS document with kernel definition and reproducing kernel explanation --- RKHS.md | 27 +++++++++++++++++++++++++++ 1 file changed, 27 insertions(+) create mode 100644 RKHS.md diff --git a/RKHS.md b/RKHS.md new file mode 100644 index 0000000..34c39c0 --- /dev/null +++ b/RKHS.md @@ -0,0 +1,27 @@ +# RKHS + +## Kernel definition + +Let `X` be a non empty set. Let $k: \mathbb{X} \times \mathbb{X} \to \mathbb{R}$ symetric and positive definite. + + +$$ +\forall (x_{1}, ..., x_{n}) \in \mathbb{X}^{n}, +\forall c \in \mathbb{R}^{n}, + +\sum_{i=1}^{n} \sum_{j=1}^{n} c_{i} c_{j} k(x_{i}, x_{j}) \geq 0 +$$ + +$ K_{i, j} = k(x_{i}, x_{j}) $ + +### 1.2 Reproducing Kernel + +Let `H` be a Hilbert space of functions of real value functions $ f: \mathbb{X} \to \mathbb{R} $ endowed with the inner product $ \langle ., . \rangle_{H} $ k is a reproducing kernel if : + +- $ \forall x \in \mathbb{X}, k(., x) \in H $ +- $ \forall f \in H, \forall x \in \mathbb{X}, f(x) = \langle f, k(., x) \rangle_{H} $ + +`H` is called the Reproducing Kernel Hilbert Space (RKHS) associated to `k`. + + +**remark:** $ f = K(., x) then k $ \ No newline at end of file