The Bias-variance Tradeoff, SVMs and Kernel Methods

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Questions Please finish the programming part first. 1. RBF Kernel (2 points) As discussed in class, the RBF kernel is defined as K(x, x′) = e−γ∥x−x′ ∥22 (1) Hopefully, from the programming part, you have already gotten a sense about how the hyper-parameter γ impact the model performance. Based on your observation and Equation 1,…

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Questions

Please finish the programming part first.

1. RBF Kernel (2 points) As discussed in class, the RBF kernel is defined as

K(x, x) = e−γx−x 22

(1)

Hopefully, from the programming part, you have already gotten a sense about how the hyper-parameter γ impact the model performance. Based on your observation and Equation 1, please give an intuitive explanation about how γ could impact model complexity. Your answer should cover

    • Whether higher or lower values leads to more flexible models, and

    • Why?

  1. Polynomial Kernels (3 points) In our lecture on kernel methods, we show that a special case of the polynomial kernels

K(x, x) = ( x, x + c)d

(2)

with d = 2 and x, x R2. On our lecture slides, we show how this special case can be decomposed as a dot product with a nonlinear mapping Φ(·)

K(x, x) = Φ(x), Φ(x) .

(3)

In this problem, consider d = 3 with x, x R2 and show how the Φ(x) is defined in this case. Note that, before splitting the kernel function to be a dot product of two high-dimensional vectors, make sure merge the same items as much as you can, as we demonstrated in class.

1

The Bias-variance Tradeoff, SVMs and Kernel Methods
$24.99 $18.99