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We give near-tight lower bounds for the sparsity required in several dimensionality reducing linear maps. First, consider the JL lemma which states that for any set of n vectors in R there is a matrix A in R^{m x d} with m = O(eps^{-2}log…

Data Structures and Algorithms · Computer Science 2012-11-07 Jelani Nelson , Huy L. Nguyen

The seminal Fast Johnson-Lindenstrauss (Fast JL) transform by Ailon and Chazelle (SICOMP'09) embeds a set of $n$ points in $d$-dimensional Euclidean space into optimal $k=O(\varepsilon^{-2} \ln n)$ dimensions, while preserving all pairwise…

Data Structures and Algorithms · Computer Science 2022-04-06 Ora Nova Fandina , Mikael Møller Høgsgaard , Kasper Green Larsen

We provide a simple proof of the Johnson-Lindenstrauss lemma for sub-Gaussian variables. We extend the analysis to identify how sparse projections can be, and what the cost of sparsity is on the target dimension.The Johnson-Lindenstrauss…

Statistics Theory · Mathematics 2024-09-25 Aurélien Garivier , Emmanuel Pilliat

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

Machine Learning · Computer Science 2021-04-13 Maciej Skorski

The Johnson-Lindenstrauss lemma is one of the corner stone results in dimensionality reduction. It says that given $N$, for any set of $N$ vectors $X \subset \mathbb{R}^n$, there exists a mapping $f : X \to \mathbb{R}^m$ such that $f(X)$…

Functional Analysis · Mathematics 2017-11-09 Casper Benjamin Freksen , Kasper Green Larsen

Random projections are random linear maps, sampled from appropriate distributions, that approx- imately preserve certain geometrical invariants so that the approximation improves as the dimension of the space grows. The well-known…

Optimization and Control · Mathematics 2017-06-12 Ky Vu , Pierre-Louis Poirion , Leo Liberti

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

A classical result of Johnson and Lindenstrauss states that a set of $n$ high dimensional data points can be projected down to $O(\log n/\epsilon^2)$ dimensions such that the square of their pairwise distances is preserved up to a small…

Data Structures and Algorithms · Computer Science 2023-06-02 Aleksandros Sobczyk , Mathieu Luisier

This paper investigates theoretical properties of subsampling and hashing as tools for approximate Euclidean norm-preserving embeddings for vectors with (unknown) additive Gaussian noises. Such embeddings are sometimes called…

Data Structures and Algorithms · Computer Science 2022-09-05 Zhen Shao

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

Straggler nodes are well-known bottlenecks of distributed matrix computations which induce reductions in computation/communication speeds. A common strategy for mitigating such stragglers is to incorporate Reed-Solomon based MDS (maximum…

Information Theory · Computer Science 2023-08-24 Anindya Bijoy Das , Aditya Ramamoorthy , David J. Love , Christopher G. Brinton

The $l_2$ flattening lemma of Johnson and Lindenstrauss [JL84] is a powerful tool for dimension reduction. It has been conjectured that the target dimension bounds can be refined and bounded in terms of the intrinsic dimensionality of the…

Computational Geometry · Computer Science 2015-06-09 Lee-Ad Gottlieb , Robert Krauthgamer

Fr\'echet regression has received considerable attention to model metric-space valued responses that are complex and non-Euclidean data, such as probability distributions and vectors on the unit sphere. However, existing Fr\'echet…

Methodology · Statistics 2025-04-08 Jiaying Weng , Kai Tan , Cheng Wang , Zhou Yu

For a set $X$ of $N$ points in $\mathbb{R}^D$, the Johnson-Lindenstrauss lemma provides random linear maps that approximately preserve all pairwise distances in $X$ -- up to multiplicative error $(1\pm \epsilon)$ with high probability --…

Probability · Mathematics 2023-07-18 Michael P. Casey

Probabilistic proofs of the Johnson-Lindenstrauss lemma imply that random projection can reduce the dimension of a data set and approximately preserve pairwise distances. If a distance being approximately preserved is called a success, and…

Statistics Theory · Mathematics 2024-07-15 Jason Bernstein , Alec M. Dunton , Benjamin W. Priest

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

Machine Learning · Statistics 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…

Optimization and Control · Mathematics 2022-11-21 Coralia Cartis , Jaroslav Fowkes , Zhen Shao

The Johnson-Lindenstrauss (JL) Lemma introduced the concept of dimension reduction via a random linear map, which has become a fundamental technique in many computational settings. For a set of $n$ points in $\mathbb{R}^d$ and any fixed…

Data Structures and Algorithms · Computer Science 2026-02-23 Shaofeng H. -C. Jiang , Robert Krauthgamer , Shay Sapir

We study the effect of Johnson-Lindenstrauss transforms in various projective clustering problems, generalizing recent results which only applied to center-based clustering [MMR19]. We ask the general question: for a Euclidean optimization…

Data Structures and Algorithms · Computer Science 2023-07-11 Moses Charikar , Erik Waingarten