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Hi. I want to understand RKHS and its applications in machine learning. Where should I start? |
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Hal Daume has a tutorial. It's quite easy to read and has good references for more advanced concepts. |
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I highly recommend An Introduction to Hilbert Spaces. I read it as a math undergrad for a functional analysis course before the whole kernel craze. It is more mathematical than a lot of what you might get recommended, but I think its some of the best exposition on Hilbert Space. |
