Week11-1 -- Kernel methods II

Lecture 19 slides

Goal of Lecture 19

  • Kernel ridge regression
  • Reproducing kernel Hilbert Spaces (RKHS)
  • kernel SVM and kernel PCA

Required reading

  • kernel SVM: Chapter 9.3 in ISL (or Chapter 12.3 in ESL)
  • RKHS: Chapter 5.8 in ESL
  • Examples of kernels: Chapter 5.8.2 in ESL
  • kernel PCA: Chapter 14.5.4 in ESL

Suggested reading

STA 521
STA 521
Yuansi Chen

Assistant professor at Department of Statistical Sciences of Duke University