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    <title>Yuan Lu — Notes</title>
    <subtitle>Notes on machine learning, reinforcement learning and approxiamte inference back in school.</subtitle>
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    <updated>2026-07-17T00:00:00+00:00</updated>
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    <entry xml:lang="en">
        <title>Reproducing Kernel Hilbert Space Basics</title>
        <published>2026-07-17T00:00:00+00:00</published>
        <updated>2026-07-17T00:00:00+00:00</updated>
        
        <author>
          <name>
            Yuan Lu
          </name>
        </author>
        
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        <content type="html" xml:base="https://edluyuan.github.io/notes/rkhs-theory/">&lt;p&gt;&lt;img src=&quot;https:&#x2F;&#x2F;edluyuan.github.io&#x2F;notes&#x2F;rkhs-theory&#x2F;rkhs_cover.png&quot; alt=&quot;&quot; &#x2F;&gt;
RKHS beginners guide.&lt;&#x2F;p&gt;
&lt;h2 id=&quot;basic-hilbert-space-theory&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#basic-hilbert-space-theory&quot; aria-label=&quot;Anchor link for: basic-hilbert-space-theory&quot;&gt;Basic Hilbert Space Theory&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
&lt;h3 id=&quot;normed-vector-space&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#normed-vector-space&quot; aria-label=&quot;Anchor link for: normed-vector-space&quot;&gt;Normed Vector Space&lt;&#x2F;a&gt;&lt;&#x2F;h3&gt;
&lt;p&gt;let $\mathcal{F}$ be a vector space over the field $\mathbb{R}$ of real numbers (or $\mathbb{C}$). A
function $\lVert \cdot \rVert_{\mathcal{F}}: \space\rightarrow [0, \infty)$ is said to be &lt;em&gt;a norm&lt;&#x2F;em&gt; on $\mathcal{F}$ if:&lt;&#x2F;p&gt;
&lt;ul&gt;
&lt;li&gt;$\lVert f \rVert_{\mathcal{F}} = 0$ .iff $f = 0$ (norm separates points),&lt;&#x2F;li&gt;
&lt;li&gt;$\lVert \lambda f \rVert_{\mathcal{F}} = \lvert \lambda \rvert \space \lVert f \rVert_{\mathcal{F}},\space\forall\lambda\in\mathbb{R},\space\forall f \in \mathcal{F}$  (positive homogeneity),&lt;&#x2F;li&gt;
&lt;li&gt;$\lVert f + g \rVert_{\mathcal{F}} \leq \lVert f \rVert_{\mathcal{F}} + \lVert g \rVert_{\mathcal{F}},\space\forall f, g \in \mathcal{F}$ (triangle inequality).&lt;&#x2F;li&gt;
&lt;&#x2F;ul&gt;
&lt;p&gt;In every normed vector space, one can dene a metric induced by the norm:
$$
d(f, g)=\lVert f - g \rVert_{\mathcal{F}}.
$$&lt;&#x2F;p&gt;
&lt;p&gt;For Example:&lt;&#x2F;p&gt;
&lt;h3 id=&quot;inner-product&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#inner-product&quot; aria-label=&quot;Anchor link for: inner-product&quot;&gt;Inner Product&lt;&#x2F;a&gt;&lt;&#x2F;h3&gt;
&lt;h2 id=&quot;definitions&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#definitions&quot; aria-label=&quot;Anchor link for: definitions&quot;&gt;Definitions&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
&lt;h2 id=&quot;intuition&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#intuition&quot; aria-label=&quot;Anchor link for: intuition&quot;&gt;Intuition&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
&lt;h2 id=&quot;derivation&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#derivation&quot; aria-label=&quot;Anchor link for: derivation&quot;&gt;Derivation&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
&lt;h2 id=&quot;examples&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#examples&quot; aria-label=&quot;Anchor link for: examples&quot;&gt;Examples&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
&lt;h2 id=&quot;connections&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#connections&quot; aria-label=&quot;Anchor link for: connections&quot;&gt;Connections&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
&lt;h2 id=&quot;references&quot;&gt;&lt;a class=&quot;zola-anchor&quot; href=&quot;#references&quot; aria-label=&quot;Anchor link for: references&quot;&gt;References&lt;&#x2F;a&gt;&lt;&#x2F;h2&gt;
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