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y
(x) = (
y
,
x
)
H
, for x, y .
And then using the rst one,
(x, y) = (
y
,
x
)
H
= (
x
,
y
)
H
, for x, y . (1.1.1)
This is called symmetric property of a reproducing kernel .
Denition 1.2. A Hilbert space H is called a reproducing kernel Hilbert space (RKHS) if there exists a
reproducing kernel of H. And its norm is symbolized by .
H
.
Moreover, for all f H in the form of f =
N
k=1
x
k
with x
k
,
k
R, its norm is dened by
f
2
H
=
N
k=1
N
j=1
j
(x
k
, x
j
) . (1.1.2)
The following theorem formally establishes the relationship between the RKHS and a reproducing
kernel.
Theorem 1.3 (Moore - Aronszajn). The reproducing kernel of a RKHS is uniquely determined. Con-
versely, a symmetric positive denite reproducing kernel denes a unique RKHS.
2
CHAPTER 1. REPRODUCING KERNEL HILBERT SPACES 3
Proof. To prove the rst statement, we assume that there exists
x
and
x
are simultaneously
determined on a RKHS H.
At this point, using the second of (1.1), we have
(f,
x
)
H
= (f,
x
)
H
, for f H.
It means that
(f,
x
x
)
H
= 0, for f H.
Choosing f =
x
x
, we obtain
x
H
= 0. Hence, the reproducing kernel is unique.
For the second statement, given we can construct the RKHS H
0
as the completion of space of
functions spanned by the set {
x
|x } with an inner product dened as follows:
Given two functions f and g in {
x
|x }, we set
f (x) =
N
k=1
x
k
(x) , (1.1.3)
g (x) =
N
k=1
k
(x) , (1.1.4)
we dene their inner product to be
(f, g)
H
0
=
N
k=1
N
j=1
j
_
x
k
,
x
j
_
H
0
=
N
k=1
N
j=1
_
x
k
, x
j
_
. (1.1.5)
Thus for all x , we have
(f,
x
)
H
0
=
N
k=1
k
(
x
k
,
x
)
H
0
=
N
k=1
k
(x
k
, x) = f (x) . (1.1.6)
This means that H
0
has the reproducing property. So the denition of the inner product above does
not depend on the representations of the functions f and g in H
0
. Since is positive denite, (f, f)
H
0
0
for all f H
0
and we obtain the Cauchy - Schwartz for (f, f)
H
0
. In addition, if (f, f)
H
0
= 0 and then
by (1.1.6), for all x ,
|f (x)| f
H
0
H
0
= 0,
which implies that f 0. Thus,
_
H
0
, (., .)
H
0
_
is a pre - Hilbert space.
(continue)
According to Mercers theorem that can be found in [1], we obtain the following theorem.
Theorem 1.4. Let be in L
2
() with a compact metric space , we dene
T
() (x) =
j=1
j
e
j
(x) e
j
(y) , (1.1.8)
and the convergence of the sum is uniform on , and absolute for each pair (x, y) .
Proof. Firstly, we show that the operator T
() is a continuous function
for all L
2
(). Indeed, for all x, y , we have
|T
() (x) T
() (t)| =
= |(
x
t
, )
L
2
|
x
L
2
L
2
L
2
max
y
|(x, y) (t, y)|
L
2
.
Since is a continuous function on a compact domain and is in L
2
(), we obtain T
() is a
continuous function on .
Secondly, ...
Theorem 1.5. Let be a compact metric space and H
1
dened by
H
1
=
_
_
_
f L
2
() :
j=1
1
j
(f, e
j
)
L
2
()
2
<
_
_
_
, (1.1.9)
and the inner product can be written as
(f, g)
H1
=
j=1
1
j
(f, e
j
)
L
2
()
(g, e
j
)
L
2
()
, f, g H
1
. (1.1.10)
Then H
1
= H (they are the same spaces of functions with the same inner product).
Proof. Firstly, we show that (1.1.10) denes an inner product. Indeed, we easily realize that it is
linear, symmetric and (f, f)
H
1
0 since
j
are non - negative. Moreover, (f, f)
H
1
= 0 if and only if
f 0.
For the second step, by (1.1.8), we have
x
=
j=1
j
e
j
(x) e
j
. Thus we see that
i=1
1
i
(
x
, e
i
)
L
2
()
2
=
i=1
1
i
j=1
j
e
j
(x) (e
j
, e
i
)
L
2
()
2
=
i=1
i
|e
i
(x)|
2
< ,
which implies that
x
H
1
for all x .
Furthermore, since f L
2
(), we probably have the form f =
i=1
a
i
e
i
with a
i
R. Then, by the
denition of its inner product,
CHAPTER 1. REPRODUCING KERNEL HILBERT SPACES 5
(f,
x
)
H
1
=
j=1
1
j
_
i=1
a
i
e
i
, e
j
_
L
2
()
_
k=1
k
e
k
(x) e
k
, e
j
_
L
2
()
=
j=1
1
j
a
j
e
j
j
e
j
(x)
= f (x) .
Thus, H
1
is a Hilbert space of functions with a reproducing kernel , so it must be equal to the
original H by the uniqueness of RKHS.
Conclusion. The outcome of the above theorem is that although space H
1
is dened using the integral
operator T
xy
2
2
, > 0,
Polynomial kernel
(x, y) = (x y + 1)
n
, n N.
Chapter 2
TIKHONOV REGULARIZATION
AND THE REPRESENTER
THEOREM
2.1 TIKHONOV REGULARIZATION.
The goal of regularization is to restore the well - posedness (specically, making the result depend
smoothly on the data) of the empirical risk minimization technique by eectively restricting the hypoth-
esis space H.
Let E be an arbitrary set, and let H
Kf b
H
, (2.1.1)
for a vector b in H.
6
Bibliography
[1] Holger Wendland, Scattered Data Approximation, Cambridge University Press, 2005.
[2] Y. C. Hon, Tomoya Takeuchi, Discretized Tikhonov regularization by reproducing kernel Hilbert space
for backward heat conduction problem, Adv Comput Math (2011) 34 : 167 - 183.
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