Web Reference: Lecture 15 of 18 of Caltech's Machine Learning Course - CS 156 by Professor Yaser Abu-Mostafa. We summarize the kernelized version of SGD in Alg. 1 together with the guarantees in Thm. 15.6 (whose proof is along the lines above to show that indeed the algoirthm implements SGD in a high dimensional space). When reading this lecture note (except for Section 5 and 6), you should focus on un-derstanding concepts instead of being obsessed with the technical details. To help you understand concepts, ask yourself the following questions:
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Machine Learning | 15 | Kernel Methods
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