ELI5: Explain Like I'm 5

Kernel embedding of distributions

Okay, so imagine you have a lot of different colored jelly beans. You could put them into groups based on their colors - all the red ones together, all the green ones together, and so on. But what if you wanted to group them based on how similar they were in terms of their colors? That's where kernel embedding comes in.

Kernel embedding is a way of turning a distribution - which is just a fancy way of saying a bunch of numbers that describe how likely different things are to happen - into a mathematical object that you can use to compare it to other distributions. It's kind of like putting all your jelly beans into a big blender and blending them up so you have a jelly bean smoothie. Instead of looking at each individual jelly bean, you're looking at the overall flavor of the smoothie.

The way kernel embedding works is by using something called a kernel, which is basically just a rule that tells you how to compare two things. In the jelly bean example, the kernel might be "how similar are the overall flavors of two smoothies?" In mathematical terms, a kernel takes two inputs - let's call them x and y - and gives you a number that tells you how similar they are. So if x and y are very similar, the kernel will give you a big number; if they're very different, it will give you a small number.

Once you have a kernel, you can use it to turn a distribution into a mathematical object called a feature map. The feature map is just a big list of numbers that describe the distribution in terms of how likely different values are to occur. For example, if you had a distribution of jelly beans and you used a kernel that compared them based on their sweetness, the feature map might include numbers like "the average sweetness of the jelly beans," "the total amount of sugar in the jelly beans," and so on.

So why would you want to do all this? Well, one use of kernel embedding is in machine learning. If you have a bunch of different distributions - say, a bunch of different types of jelly beans - and you want to be able to tell them apart or group them based on how similar they are, you can use kernel embedding to turn each distribution into a feature vector (which is just a fancy way of saying a big list of numbers). Then you can use standard machine learning techniques to classify them or group them based on their similarities and differences.

So that's kernel embedding in a nutshell - it's a way of comparing different distributions by turning them into mathematical objects called feature vectors, using a kernel to measure their similarities and differences. And now you know how to group jelly beans like a pro!