Representer Theorem and its Derivation - Python and Machine Learning for Integrated Circuits - - An Online Book - |
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Python and Machine Learning for Integrated Circuits http://www.globalsino.com/ICs/ | ||||||||
Chapter/Index: Introduction | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z | Appendix | ||||||||
================================================================================= The Representer Theorem is an important in the field of machine learning, particularly in kernel methods, which are widely used in support vector machines (SVMs) and other supervised learning algorithms. The Representer Theorem, in its basic form, states that for a broad class of empirical risk minimization problems in high-dimensional feature spaces, the solution can be expressed as a linear combination of the training data points (also known as the "representers") weighted by coefficients, where the coefficients determine the contribution of each training data point to the solution. This representation simplifies the computation of the solution and is valuable in reducing the complexity of optimization problems. Assuming you have an empirical risk minimization problem given by: where:
the Representer Theorem is typically applied when the Hilbert space is a reproducing kernel Hilbert space (RKHS), and the regularization term has a particular form: To derive the Representer Theorem, we first define the optimization problem in terms of the inner product in the RKHS: we introduce a decomposition of the function in the RKHS with respect to the data points: where:
ubstituting this decomposition into our optimization problem, we get: Now, the Representer Theorem states that the solution to this problem has a specific form. It tells us that the optimal � can be expressed as a linear combination of the kernel functions : The Representer Theorem provides a powerful insight into the structure of solutions in the context of kernel methods. It reduces the optimization problem from a potentially high-dimensional problem to a problem of finding coefficients for the kernel functions. This makes it computationally efficient and facilitates the use of kernel methods for various machine learning tasks.The Representer Theorem states that under certain conditions:
The Representer Theorem is a key idea when working with high-dimensional feature spaces, such as 100,000-dimensional or even infinite-dimensional spaces. The Representer Theorem provides a mechanism for simplifying the representation and computation of solutions in these high-dimensional spaces, making it a valuable tool in machine learning for the following reasons:
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