The Machine Learning “Advent Calendar” Day 16: Kernel Trick in Excel

Source: Towards Data Science

Kernel SVM and the Kernel Trick

Kernel SVM often feels abstract, with kernels, dual formulations, and support vectors. In this article, we take a different path. Starting from Kernel Density Estimation, we build Kernel SVM step by step as a sum of local bells, weighted and selected by hinge loss, until only the essential data points remain.