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If we map the
input vectors into a very high-dimensional
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feature space,
surely the task of finding the maximum-
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margin separator
becomes computationally intractable?
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The
mathematics is all linear, which is good, but the
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vectors
have a huge number of components.
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So
taking the scalar product of two vectors is very
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expensive.
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The way to keep
things tractable is to use
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“the
kernel trick”
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The kernel trick
makes your brain hurt when you first
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learn about it,
but its actually very simple.
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