Rigorous foundations: Lebesgue integration, Hilbert spaces, and RKHS for kernel methods.
6 concepts
A Ο-algebra is a collection of subsets that is closed under complements and countable unions, giving us a stable universe of sets where measure makes sense.
Lebesgue integration measures how much time a function spends near each value and adds up value Γ size of the set where it occurs.
A Hilbert space is an inner product space that is complete, meaning Cauchy sequences converge to points inside the space.
A Banach space is a vector space with a norm where every Cauchy sequence actually converges within the space.
An RKHS is a space of functions where evaluating a function at a point equals taking an inner product with a kernel section, which enables the βkernel trick.β