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3. (10 pts) (Constructing Kernels) One convenient property of kernels is that they can be combined together to build new kernels. In this questions,
3. (10 pts) (Constructing Kernels) One convenient property of kernels is that they can be combined together to build new kernels. In this questions, we consider building a kernel K(u, v), u, vE R, using existing kernels G(u, v) and H(u, v). Remember that a function K(u, v) is a (Mercer) kernel if and only if it satisfies the following two conditions: Symmetry K(u, v) = K (v, u) Positive semi-definiteness: E,E-1 a;a;K(x;, L;) > 0, for any data points r1,..., Ln and any values a1, .. ., an E R. And, under such conditions, there exists a mapping o such that K(u, v) = (u)T(v). 2 Conversely, if one can show such a mapping o exists such that K(u, v) = (u)T(v), then this also shows it is a valid kernel. Show that the following are valid kernels: (a) (2 pts) (Scaling) K(u, v) = c. G(u, v), with c> 0 = C: (b) (3 pts) (Sum) K(u, v) = G(u, v) + H(u, v) (c) (3 pts) (Product) K(u, v) = G(u, v) H(u, v) (d) (2 pts) (Polynomial) K(u, v) = E, a;G(u, v)', with a; 20
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