How to prove that for the radial basis function $k(x, y) = exp(-frac{||x-y||^2)}{2sigma^2})$ there is no finite-dimensional feature space $H$ such that for some $Phi: text{R}^n to H$ we have $k(x, y) = langle Phi(x), Phi(y)rangle$?

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#### Best Answer

The Moore-Aronszajn theorem guarantees that a symmetric positive definite kernel is associated to a unique reproducing kernel Hilbert space. (Note that while the RKHS is unique, the mapping itself is not.)

Therefore, your question can be answered by exhibiting an infinite-dimensional RKHS corresponding to the Gaussian kernel (or RBF). You can find an in-depth study of this in "An explicit description of the reproducing kernel Hilbert spaces of Gaussian RBF kernels", Steinwart et al.

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