Reproducing Kernel Hilbert Space

A **Reproducing Kernel Hilbert Space (RKHS)** is a Hilbert space of functions where evaluating a function at any point can be done via an inner product with a special function called the **kernel**. This kernel encodes similarity between inputs and ensures all evaluation functionals are continuous. RKHSs are central to kernel methods (e.g., SVMs, Gaussian processes) because they let algorithms operate implicitly in high-dimensional feature spaces.