Open Problem: Kernel methods on manifolds and metric spaces. What is the probability of a positive definite geodesic exponential kernel?


Aasa Feragen, Søren Hauberg ;
29th Annual Conference on Learning Theory, PMLR 49:1647-1650, 2016.


Radial kernels are well-suited for machine learning over general geodesic metric spaces, where pairwise distances are often the only computable quantity available. We have recently shown that geodesic exponential kernels are only positive definite for all bandwidths when the input space has strong linear properties. This negative result hints that radial kernel are perhaps not suitable over geodesic metric spaces after all. Here, however, we present evidence that large intervals of bandwidths exist where geodesic exponential kernels have high probability of being positive definite over finite datasets, while still having significant predictive power. From this we formulate conjectures on the probability of a positive definite kernel matrix for a finite random sample, depending on the geometry of the data space and the spread of the sample.

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