Question-10

PCA

\(\displaystyle k:\mathbb{R}^{2} \times \mathbb{R}^{2}\rightarrow \mathbb{R}\) is a kernel defined as:

\[\begin{equation*} k(\mathbf{x} ,\mathbf{y}) =\left( 1+\mathbf{x}^{T}\mathbf{y}\right)^{2} \end{equation*}\]

\(\displaystyle \phi :\mathbb{R}^{2}\rightarrow \mathbb{R}^{D}\) is a transformation corresponding to this kernel such that:

\[\begin{equation*} k(\mathbf{x} ,\mathbf{y}) =\phi (\mathbf{x})^{T} \phi (\mathbf{y}) \end{equation*}\] Find \(\displaystyle D\).

Expand the kernel’s output and separate the terms into those that belong to \(\mathbf{x}\) and those that belong to \(\mathbf{y}\).

\(6\)

Expanding the action of the kernel on \(\displaystyle \mathbf{x} =( x_{1} ,x_{2}) ,\mathbf{y} =( y_{1} ,y_{2})\):

\[\begin{equation*} \begin{aligned} k(\mathbf{x} ,\mathbf{y}) & =( 1+x_{1} y_{1} +x_{2} y_{2})^{2}\\ & \\ & =1+x_{1}^{2} y_{1}^{2} +x_{2}^{2} y_{2}^{2} +2x_{1} x_{2} y_{1} y_{2} +2x_{1} y_{1} +2x_{2} y_{2}\\ & \\ & =\phi (\mathbf{x})^{T} \phi (\mathbf{y}) \end{aligned} \end{equation*}\]

Here:

\[\begin{equation*} \phi (\mathbf{x}) =\begin{bmatrix} 1\\ x_{1}^{2}\\ x_{2}^{2}\\ \sqrt{2} x_{1} x_{2}\\ \sqrt{2} x_{1}\\ \sqrt{2} x_{2} \end{bmatrix} \end{equation*}\] We see that \(\displaystyle D=6\).