I want to know whether I can customize the kernel function?
For example, the polynomial kernel is defined as:
K(x,y) = (x^Ty+c)^d
Could I modify it to the following:
K(x,y) = (||x-y||_2)^d
By Kantorovich-Rubinstein duality the Earth Movers Distance (EMD)/Wasserstein Metric is equivalent to Maximum Mean Discrepancy (MMD) correct? See here for a more thorough explanation. Why then does ...