Exercise 3: Regularized kernel regression
The goal of this exercise to find the coefficients of regularized kernel regression model. Given m training
samples (xi, Yi) ∈ Rd x R for all i = 1,..., m and a positive semidefinite kernel function K(x,x') :
Rdx Rd R. Follow our lecture notes to solve the following regularized optimization problem
$$
\underset{\mathbf{w} \in \mathbb{R}^D}{\text{minimize}} \sum_{i=1}^m (y_i - \mathbf{w}^\top \phi(\mathbf{x}_i))^2 + \lambda ||\mathbf{w}||^2.
$$
Then write down the kernel regression model and explain how to make prediction for new data x ∈ Rd.
Hint: Representer Theorm still holds.