From 59df0efc20b51756b33c3197d32f9209c8414bea Mon Sep 17 00:00:00 2001 From: Alexis BAYLET Date: Fri, 27 Mar 2026 14:50:40 +0100 Subject: [PATCH] Enhance RKHS document by adding Moore-Aronszajn theorem and clarifying kernel examples --- RKHS.md | 14 +++++++++++++- 1 file changed, 13 insertions(+), 1 deletion(-) diff --git a/RKHS.md b/RKHS.md index 6a9980b..1bd989d 100644 --- a/RKHS.md +++ b/RKHS.md @@ -21,10 +21,22 @@ Let `H` be a Hilbert space of functions of real value functions $ f: \mathbb{X} **remark:** $ f = K(., x), k(x, x') = \langle k(., x'), k(., x) \rangle_{H} $ -## Examples of kernels +**Examples of kernels:** ### kernel PDS - $k(x, x') = \exp(-\gamma \|x - x'\|^2) $ with $ x, x' \in \mathbb{X} $ - $k(x, x') = (1 + \langle x, x' \rangle)^{p} $ with $ x, x' \in \mathbb{X} $ +## Moore Aronszajn Theorem (1943) + +Let `k` be a PDS kernel over $ \mathbb{X} $. + +There exists a Hilbert space `H` and a map $ \Phi: \mathbb{X} \to H $ such that $ \forall x, x' \in \mathbb{X}, k(x, x') = \langle \Phi(x), \Phi(x') \rangle_{H} $ + +Moreover, there is a unique Hilbert space such that k is a reproducing kernel of `H`. + +Let's call `H` : `H_{k}` + +- $ \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} $ \ No newline at end of file