Reproducing Kernel Hilbert Space

Week 11: Nov 3 – Nov 7

Weekly Objectives

• Understand the definition of Reproducing Kernel Hilbert Space (RKHS)
• Derive the Representer Theorem
• Demonstrate a use case of RKHS in Kernel Ridge Regression
• Understand the spline method as using functional basis
• Understand the smoothing spline as an example of the Representer Theorem

Lecture Notes and R Examples

• RKHS Basics and the Representer Theorem
• Kernel Ridge Regression
• Smoothing Spline