Note on Kernel Ridge Regression
TOC {:toc} Motivation Understand the use of kernel in regression problems. For usage in unsupervised learning / dimension reduction, see notes on Kernel PCA.
Kernel in Classification Kernel is usually introduced in SVM classification problems. The rationale is that a linearly non-separable dataset could be separable in a high-dimensional feature space using the mapping $\phi:\mathcal X\to\mathcal F$ .
Dec 17, 2021