Add proof section for the uniqueness of reproducing kernel Hilbert spaces in RKHS document
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RKHS.md
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RKHS.md
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@ -48,3 +48,15 @@ Soit $k$ un noyau défini positif sur $\mathcal{X}$.
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2. **Unicité :** Il existe un unique espace de Hilbert $H_k$ tel que $k$ soit son noyau reproduisant. Cet espace possède les propriétés :
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* $\forall x \in \mathcal{X}, k(\cdot, x) \in H_k$
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* $\forall f \in H_k, \forall x \in \mathcal{X}, f(x) = \langle f, k(\cdot, x) \rangle_{H_k}$
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### Proof
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$$ H_{0} = \left \{ f : \mathbb{X} \to \mathbb{R}, (\alpha_{1}, \dots, \alpha_{n}) \in \mathbb{R}^{n}, f(x) = \sum_{i=1}^{n} \alpha_{i} k(x, x_{i}) \right \} $$
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Let $ g(x) = \sum_{i=1}^{m} \beta_{i} k(x, z_{i}) $
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$$
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\langle f, g \rangle_{H_0} = \sum_{i=1}^{n} \sum_{j=1}^{m} \alpha_{i} \beta_{j} k(x_{i}, z_{j})
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$$
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