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The finitely positive semi-definite property completely characterizes ker-
nels because it is possible to construct the feature space assuming only this
property. The result is stated in the form of a theorem.
THEOREM 1.1 Characterization of kernels
Afunction
κ : X
×
X
−→ R
can be decomposed
intoafeaturemapφ into a Hilbert space F applied to both its arguments
followed by the evaluation of the inner product in F if and only if it satisfies
the finitely positive semi-definite property.
κ ( x , z )=
φ ( x ) ( z )
A preliminary concept useful to outline the Mercer's Theorem is the follow-
ing.
Let L 2 ( X ) be the vector space of square integrable functions on a compact
subset X of
R
n
with the definitions of addition and scalar multiplication;
formally
L 2 ( X )= f :
X
.
f ( x ) 2 dx <
For mathematical details see ( 27 ).
THEOREM 1.2 Mercer
Let X be a compact subset of
n .Supposeκ is a continuous symmetric
function such that the integral operator T κ : L 2 ( X )
R
L 2 ( X ) ,
( T κ f )( · )=
κ ( ·, x ) f ( x ) d x
X
is positive, that is
κ ( x , z ) f ( x ) f ( z ) d x d z
0
X×X
for all f
L 2 ( X ) . Then we can expand κ ( x , z ) in a uniformly convergent
series (on X
×
X) in terms of functions φ j , satisfying
φ i j
= δ ij :
κ ( x , z )=
φ j ( x ) φ j ( z ) .
j =1
Furthermore, the series i =1
2
φ i
L 2 ( X ) is convergent.
The conditions of Mercer's Theorem are equivalent to requiring that for
every finite subset of X , the corresponding matrix is positive semi-definite
(6).
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