Solved – Is this a valid kernel

kernel trickmachine learningregression

I just wanted to know whether a kernel could be defined as follows:
$$ k(\mathrm{x}, \mathrm{x}') = x_1 + x_2 \quad \mbox{OR} \quad k(\mathrm{x}, \mathrm{x}') = \left<\begin{bmatrix}x_1\\ x_2 \end{bmatrix},\begin{bmatrix}1 \\ 1\end{bmatrix}\right>$$
where $\mathrm{x} = \left[ \begin{matrix}x_1 \\x_2 \end{matrix} \right]$ and $\mathrm{x}' = \left[ \begin{matrix}x'_1 \\x'_2 \end{matrix} \right]$

Thanks

Best Answer

All function of two arguments from similar spaces are kernels, but introduced kernels lack two important properties that kernels typically have.

For the first definition consider two points $x_1$, $x_2$ and a kernel matrix for these points: $$ \begin{pmatrix} 2 x_1 & x_1 + x_2 \\ x_1 + x_2 & 2 x_2 \\ \end{pmatrix} $$ Determinant is $-(x_1 - x_2)^2 < 0$ if $x_1 \neq x_2$. So, the kernel matrix is not nonnegative-definite for this kernel.

For another definition of kernel you have the function that is not symmetric, so it is a rather strange kernel.

Consequently, introduced kernels cannot be used for example as covariance functions.

Related Question