Understanding the rbf cost code

[mhbl3]

Hello,

I hope this question is not because I am rusty in linear algebra but I have been struggling to understand how $c(y_{I}) = \sum_{t \in I}||\Phi(y_{t})- \overline{\mu}{t}| |^2{H}$ became this in the code:

sub_gram = self.gram[start:end, start:end]
val = np.diagonal(sub_gram).sum()
val -= sub_gram.sum() / (end - start)

Thank you!

[deepcharles]

Hi, sorry for the late reply.
You can refer to Remark 2 in this article and note that the Gram matrix contains the values of $k(y_{i}, y_{j})$ at the position $(i,j)$.

hope this is clear enough.