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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
)
,φ
(
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
,φ
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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