Beruflich Dokumente
Kultur Dokumente
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Tikonov’s regularization theory
Other examples
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Should depend on geometric properties of the
approximating function
Say,
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Space
A set satisfying certain axioms
Metric Space
(𝑋𝑋, 𝑑𝑑)
A set with a metric defined on its elements
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Complete Metric Space
Every Cauchy sequence in the underlying set converges
to an element in the set
Limit point
𝑑𝑑 𝑥𝑥𝑚𝑚 , 𝑥𝑥𝑛𝑛 < 𝜀𝜀, ∀𝜀𝜀 > 0, 𝑚𝑚, 𝑛𝑛 > 𝑁𝑁
𝑑𝑑 𝑥𝑥𝑛𝑛 , 𝑥𝑥 → 0 𝑛𝑛 → ∞
Vector Space
A set with vectors as elements, and vector addition and
scalar multiplication on vectors are defined.
- Linear independence of vectors
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Dimension of a vector space
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A complete normed vector space is Banach space
Norm induced metric: 𝑑𝑑 𝑥𝑥, 𝑦𝑦 = 𝑥𝑥 − 𝑦𝑦
Not all normed space are inner product spaces, must satisfy
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More.. Hilbert Space
Vector space with inner product structure defined
A vector
if
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Orthonormal
Cauchy!
Square
summability
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Reproducing Kernel Hilbert Space
Kernel:
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Mercer’s theorem:
Eigen
decomposition
Positive semi-
definite
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Mercer’s theorem (repeat):
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If
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Two of them
Kernel matrix
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Reproducing property
Reproducing kernel of
If completed:
Reproducing kernel Hilbert space.
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Uniqueness
RKHS Kernel
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