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Suppose we have 2 kernel functions $K_1(x,y)$ and $K_2(x,y)$. We know, that the dataset ($(x_1,y_1),\ldots,(x_l,y_l),$ $y_i \in \{-1,1\}$ ) is separated with the first one (that is, there are $w,$ $w_0$: $$y_i(K_1(w,x_i)-w_0)>0 $$ for all $i=1,\ldots,l$ ), and not separated with the second kernel function. What we can say about kernel function $K_1(x,y)+K_2(x,y)$ ? How I can show that the same dataset is separated with it?

Danica
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Max
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1 Answers1

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Old question, but:

I'll assume first that the kernels correspond to finite feature maps. Say that $K_1(x, y) = \varphi_1(x)^T \varphi_1(y)$, $K_2(x, y) = \varphi_2(x)^T \varphi_2(y)$. Then $$K_1(x, y) + K_2(x, y) = \begin{bmatrix}\varphi_1(x) \\ \varphi_2(x)\end{bmatrix}^T \begin{bmatrix}\varphi_1(y) \\ \varphi_2(y)\end{bmatrix}.$$ Thus, if a hyperplane defined by $(w_1, b_1)$ separates the dataset under the $\varphi_1$ map, the hyperplane defined by $\left(\begin{bmatrix}w_1 \\ 0\end{bmatrix}, b_1 \right)$ will separate the points in the same way under the combined mapping.

You can generalize this feature maps in any Hilbert space, since the space defined by $K_1 + K_2$ is the product of the spaces defined by $K_1$ and $K_2$ similar to vector concatenation in the finite case.

Danica
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