Welcome to Reproducing Kernel Hilbert Space
We’ll start with the “classic” example. Consider the data plotted in figure 1. Each data point has 3 “properties”: an coordinate, an
coordinate and a colour (red or blue). Suppose we want to be able to separate all data points into two groups: red points and blue points. Furthermore, we want to be able to do this linearly, i.e. we want to be able to draw a line (or plane or hyperplane) such that all points on one side are blue, all points on the other are red. This is called linear classification.

Figure 1: A scatter of data with three properties: an x_1 coordinate, an x_2 coordinate and a colour.
Suppose for each data point we generate a representation of the data point .…