论文标题
稳定RKHSS的数学基础
Mathematical foundations of stable RKHSs
论文作者
论文摘要
复制内核希尔伯特空间(RKHSS)是机器学习的关键空间,在线性系统识别方面也变得流行。特别是,所谓的稳定RKHS可用于建模绝对可总结的脉冲响应。组合,例如使用正规化的最小二乘正方形,可以将其用于从输入输出数据重建动态系统。在本文中,我们提供了稳定RKHSS的新结构特性。阐明了稳定内核与其他基本类之间的关系,例如包含绝对可总结或有限轨迹内核的核心。然后将这些见解带入特征空间上下文中。首先,事实证明,任何稳定的内核都允许L2中正交特征向量的基础引起的特征图。还提供了与经典系统识别方法的确切连接,以利用这种功能来建模脉冲响应。然后,获得了通过制定内核特征向量和特征值设计的RKHS的必要稳定性条件。总体而言,我们的新结果为稳定的RKHS提供了新的数学基础,并影响了稳定性测试,脉冲响应建模和正则化方案对线性系统识别的计算效率。
Reproducing kernel Hilbert spaces (RKHSs) are key spaces for machine learning that are becoming popular also for linear system identification. In particular, the so-called stable RKHSs can be used to model absolutely summable impulse responses. In combination e.g. with regularized least squares they can then be used to reconstruct dynamic systems from input-output data. In this paper we provide new structural properties of stable RKHSs. The relation between stable kernels and other fundamental classes, like those containing absolutely summable or finite-trace kernels, is elucidated. These insights are then brought into the feature space context. First, it is proved that any stable kernel admits feature maps induced by a basis of orthogonal eigenvectors in l2. The exact connection with classical system identification approaches that exploit such kind of functions to model impulse responses is also provided. Then, the necessary and sufficient stability condition for RKHSs designed by formulating kernel eigenvectors and eigenvalues is obtained. Overall, our new results provide novel mathematical foundations of stable RKHSs with impact on stability tests, impulse responses modeling and computational efficiency of regularized schemes for linear system identification.