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Dimension reduction is the process of embedding high-dimensional data into a lower dimensional space to facilitate its analysis. In the Euclidean setting, one fundamental technique for dimension reduction is to apply a random linear map to…

Probability · Mathematics 2017-09-19 Samet Oymak , Joel A. Tropp

Random embeddings project high-dimensional spaces to low-dimensional ones; they are careful constructions which allow the approximate preservation of key properties, such as the pair-wise distances between points. Often in the field of…

Optimization and Control · Mathematics 2022-06-08 Zhen Shao

Randomized dimensionality reduction has been recognized as one of the fundamental techniques in handling high-dimensional data. Starting with the celebrated Johnson-Lindenstrauss Lemma, such reductions have been studied in depth for the…

Computational Geometry · Computer Science 2019-09-10 Ioannis Z. Emiris , Vasilis Margonis , Ioannis Psarros

Metric embeddings are a widely used method in algorithm design, where generally a ``complex'' metric is embedded into a simpler, lower-dimensional one. Historically, the theoretical computer science community has focused on bi-Lipschitz…

Data Structures and Algorithms · Computer Science 2025-05-19 Ainesh Bakshi , Vincent Cohen-Addad , Samuel B. Hopkins , Rajesh Jayaram , Silvio Lattanzi

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding…

Machine Learning · Computer Science 2021-11-30 Michaël Fanuel , Antoine Aspeel , Jean-Charles Delvenne , Johan A. K. Suykens

For a given metric measure space $(X,d,\mu)$ we consider finite samples of points, calculate the matrix of distances between them and then reconstruct the points in some finite-dimensional space using the multidimensional scaling (MDS)…

Metric Geometry · Mathematics 2022-08-02 Alexey Kroshnin , Eugene Stepanov , Dario Trevisan

The Johnson-Lindenstrauss (JL) lemma is a fundamental result in dimensionality reduction, ensuring that any finite set $X \subseteq \mathbb{R}^d$ can be embedded into a lower-dimensional space $\mathbb{R}^k$ while approximately preserving…

Probability · Mathematics 2025-10-30 Rafael Chiclana , Mark Iwen

Metric embedding has become a common technique in the design of algorithms. Its applicability is often dependent on how high the embedding's distortion is. For example, embedding finite metric space into trees may require linear distortion…

Data Structures and Algorithms · Computer Science 2007-05-23 Yair Bartal , Manor Mendel

In this note we discuss a common misconception, namely that embeddings are always used to reduce the dimensionality of the item space. We show that when we measure dimensionality in terms of information entropy then the embedding of sparse…

Machine Learning · Computer Science 2019-01-09 Maxim Naumov

We give a dimensionality reduction procedure to approximate the sum of distances of a given set of $n$ points in $R^d$ to any "shape" that lies in a $k$-dimensional subspace. Here, by "shape" we mean any set of points in $R^d$. Our…

Data Structures and Algorithms · Computer Science 2021-06-25 Zhili Feng , Praneeth Kacham , David P. Woodruff

Many geometric optimization problems can be reduced to finding points in space (centers) minimizing an objective function which continuously depends on the distances from the centers to given input points. Examples are $k$-Means, Geometric…

Computational Geometry · Computer Science 2021-08-26 Vladimir Shenmaier

Dimension reduction algorithms are a crucial part of many data science pipelines, including data exploration, feature creation and selection, and denoising. Despite their wide utilization, many non-linear dimension reduction algorithms are…

Machine Learning · Statistics 2024-08-06 Ryan Murray , Adam Pickarski

This paper considers the approximate reconstruction of points, x \in R^D, which are close to a given compact d-dimensional submanifold, M, of R^D using a small number of linear measurements of x. In particular, it is shown that a number of…

Information Theory · Computer Science 2012-04-17 Mark A. Iwen , Mauro Maggioni

Recently, many works have focused on the characterization of non-linear dimensionality reduction methods obtained by quantizing linear embeddings, e.g., to reach fast processing time, efficient data compression procedures, novel…

Information Theory · Computer Science 2016-12-30 Laurent Jacques , Valerio Cambareri

Multidimensional scaling (MDS) is the act of embedding proximity information about a set of $n$ objects in $d$-dimensional Euclidean space. As originally conceived by the psychometric community, MDS was concerned with embedding a fixed set…

Machine Learning · Statistics 2024-12-12 Michael W. Trosset , Carey E. Priebe

Low-dimensional embeddings for data from disparate sources play critical roles in multi-modal machine learning, multimedia information retrieval, and bioinformatics. In this paper, we propose a supervised dimensionality reduction method…

Machine Learning · Computer Science 2021-01-15 Yanjun Li , Bihan Wen , Hao Cheng , Yoram Bresler

Under which conditions and with which distortions can we preserve the pairwise-distances of low-complexity vectors, e.g., for structured sets such as the set of sparse vectors or the one of low-rank matrices, when these are mapped in a…

Information Theory · Computer Science 2016-11-15 Laurent Jacques

The Johnson-Lindenstrauss (JL) lemma allows subsets of a high-dimensional space to be embedded into a lower-dimensional space while approximately preserving all pairwise Euclidean distances. This important result has inspired an extensive…

Data Structures and Algorithms · Computer Science 2025-01-27 Edem Boahen , March T. Boedihardjo , Rafael Chiclana , Mark Iwen

The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…

Machine Learning · Statistics 2016-06-24 Lalit Jain , Kevin Jamieson , Robert Nowak

We introduce the Linearized Diffusion Map (LDM), a novel linear dimensionality reduction method constructed via a linear approximation of the diffusion-map kernel. LDM integrates the geometric intuition of diffusion-based nonlinear methods…

Machine Learning · Computer Science 2025-07-22 Julio Candanedo
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