Basic Math Concepts – Kernel in Regression
Mathematical Explanation
Let’s go from the farmer’s story to the real math.
1. Linear Regression Recap:
We model the prediction as:
y = w^T x + b
where:
- x: input features (e.g., fertilizer),
- w: weights,
- b: bias/intercept.
We try to minimize the error between predicted and actual values.
2. Nonlinear Relationship:
When the relation is not linear, we map input x to a higher-dimensional space using a function ϕ(x):
y=w^Tϕ(x)+b
But computing ϕ(x) for all x is expensive.
3. Kernel Function:
A kernel function K(xi,xj) computes:
K(xi,xj)=⟨ϕ(xi),ϕ(xj)⟩
This gives us the dot product in high-dimensional space without computing ϕ(x) directly!
Some popular kernels:
- Linear Kernel: K(x,x′)=x^Tx′
- Polynomial Kernel: K(x,x′)=(x^Tx′+c)^d
- RBF / Gaussian Kernel:
Basic Math Knowledge Required
To understand and implement kernel regression, here’s what you should know:
Topic | Why It’s Needed |
---|---|
Vectors and Dot Product | To understand similarity and projections |
Functions and Graphs | To visualize mappings like x → x2 |
Linear Algebra (Matrix Multiplication) | Core to regression models |
Calculus (Gradients) | For optimization, though not always necessary to start |
Distance metrics (like Euclidean distance) | Required for RBF kernel |
Basic Probability | For interpreting predictions statistically |
Kernel in Regression – Summary