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Related papers: Optimal Bounds for Johnson-Lindenstrauss Transform…

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Johnson and Lindenstrauss (Contemporary Mathematics, 1984) showed that for $n > m$, a scaled random projection $\mathbf{A}$ from $\mathbb{R}^n$ to $\mathbb{R}^m$ is an approximate isometry on any set $S$ of size at most exponential in $m$.…

Computation · Statistics 2025-04-15 Andrej Bogdanov , Alon Rosen , Neekon Vafa , Vinod Vaikuntanathan

It is well known that the Johnson-Lindenstrauss dimensionality reduction method is optimal for worst case distortion. While in practice many other methods and heuristics are used, not much is known in terms of bounds on their performance.…

Data Structures and Algorithms · Computer Science 2022-03-17 Yair Bartal , Ora Nova Fandina , Kasper Green Larsen

We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…

Machine Learning · Statistics 2016-04-21 Khai X. Chiong , Matthew Shum

The merit of projecting data onto linear subspaces is well known from, e.g., dimension reduction. One key aspect of subspace projections, the maximum preservation of variance (principal component analysis), has been thoroughly researched…

Machine Learning · Computer Science 2022-09-27 Erik Thordsen , Erich Schubert

For any $n>1$ and $0<\varepsilon<1/2$, we show the existence of an $n^{O(1)}$-point subset $X$ of $\mathbb{R}^n$ such that any linear map from $(X,\ell_2)$ to $\ell_2^m$ with distortion at most $1+\varepsilon$ must have $m = \Omega(\min\{n,…

Information Theory · Computer Science 2014-11-11 Kasper Green Larsen , Jelani Nelson

We show an analog to the Fast Johnson-Lindenstrauss Transform for Nearest Neighbor Preserving Embeddings in $\ell_2$. These are sparse, randomized embeddings that preserve the (approximate) nearest neighbors. The dimensionality of the…

Data Structures and Algorithms · Computer Science 2017-07-24 Johan Sivertsen

The sparse Johnson-Lindenstrauss transform is one of the central techniques in dimensionality reduction. It supports embedding a set of $n$ points in $\mathbb{R}^d$ into $m=O(\varepsilon^{-2} \lg n)$ dimensions while preserving all pairwise…

Data Structures and Algorithms · Computer Science 2023-02-14 Mikael Møller Høgsgaard , Lion Kamma , Kasper Green Larsen , Jelani Nelson , Chris Schwiegelshohn

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

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

Johnson-Lindenstrauss embeddings are widely used to reduce the dimension and thus the processing time of data. To reduce the total complexity, also fast algorithms for applying these embeddings are necessary. To date, such fast algorithms…

Data Structures and Algorithms · Computer Science 2020-04-30 Stefan Bamberger , Felix Krahmer

We consider the problem of encoding a set of vectors into a minimal number of bits while preserving information on their Euclidean geometry. We show that this task can be accomplished by applying a Johnson-Lindenstrauss embedding and…

Information Theory · Computer Science 2022-04-12 Sjoerd Dirksen , Alexander Stollenwerk

The Johnson-Lindenstrauss (JL) theorem states that a set of points in high-dimensional space can be embedded into a lower-dimensional space while approximately preserving pairwise distances with high probability Johnson and Lindenstrauss…

Data Structures and Algorithms · Computer Science 2026-01-01 Pierre Mackenzie

Dimension reduction plays an essential role when decreasing the complexity of solving large-scale problems. The well-known Johnson-Lindenstrauss (JL) Lemma and Restricted Isometry Property (RIP) admit the use of random projection to reduce…

Information Theory · Computer Science 2018-03-14 Gen Li , Yuantao Gu

Statistical distance measures have found wide applicability in information retrieval tasks that typically involve high dimensional datasets. In order to reduce the storage space and ensure efficient performance of queries, dimensionality…

Computational Geometry · Computer Science 2010-03-09 Arnab Bhattacharya , Purushottam Kar , Manjish Pal

Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…

Machine Learning · Statistics 2016-09-13 Subhaneil Lahiri , Peiran Gao , Surya Ganguli

The problems of random projections and sparse reconstruction have much in common and individually received much attention. Surprisingly, until now they progressed in parallel and remained mostly separate. Here, we employ new tools from…

Data Structures and Algorithms · Computer Science 2010-06-01 Nir Ailon , Edo Liberty

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

Motivated by the manifold hypothesis, which states that data with a high extrinsic dimension may yet have a low intrinsic dimension, we develop refined statistical bounds for entropic optimal transport that are sensitive to the intrinsic…

Statistics Theory · Mathematics 2023-08-25 Austin J. Stromme

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

In this paper we give a lower bound for the least distortion embedding of a distance regular graph into Euclidean space. We use the lower bound for finding the least distortion for Hamming graphs, Johnson graphs, and all strongly regular…

Combinatorics · Mathematics 2007-11-14 Frank Vallentin