Timeline for Are Matérn class kernels universal kernels or not?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Jun 28, 2018 at 21:17 | comment | added | Wei-Cheng Lee | I borrowed Berlinet's book from our school library last week. It is indeed a very great book, I read 1.1-1.3 and finally understood the construction of RKHS. Thanks you so much for providing useful information. | |
| Jun 28, 2018 at 20:56 | comment | added | Danica | Sorry, I didn't mean that it's a research gap, just that I'm not aware of a book that is detailed but not too hardcore mathy. Berlinet-Thomas/Agnan and Steinwart/Christmann are excellent detailed mathematical books about the topic. | |
| Jun 28, 2018 at 20:53 | comment | added | Wei-Cheng Lee | Could you further explain the last sentence, what is the current interest in kernel method right now? I am a CS master student. I am a layman of kernel method, I study it because I try to understand Bayesian Optimization and since they often use GP as a prior, kernel is everywhere. I only treat kernel as a tool to control smoothness (Kridging and kernel correspond to mean square differentibility) it will be good to know what kernel method specialist actually cares about right now. | |
| Jun 28, 2018 at 19:55 | comment | added | Danica | GPML has a decent basic overview. I don't know of a good more-detail-than-that-but-not-mega-technical source; it's a significant gap in kernel methods right now imo.... | |
| Jun 28, 2018 at 17:37 | comment | added | Wei-Cheng Lee | I think that I need to study more math. If I want to understand the story between Gaussian Process and RKHS space, what reference would you recommend me to study? | |
| Jun 28, 2018 at 17:34 | comment | added | Wei-Cheng Lee | Thank you so much for your self-contained and clear answer. To be honest, I do find Sriperumbudur's paper and find that Matern class is cc-universal. But I just read the introduction so I don't realize that they are equivalent. And I also have Gaussian Processes in Machine Learning at hand. So I guess the reason why we often use Matern 3/2 and Matern 5/2 is because that they have simple form and is 1/2-times differentiable. | |
| Jun 28, 2018 at 17:25 | vote | accept | Wei-Cheng Lee | ||
| Jun 28, 2018 at 16:18 | history | answered | Danica | CC BY-SA 4.0 |