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Dimensionality reduction techniques play important roles in the analysis of big data. Traditional dimensionality reduction approaches, such as principal component analysis (PCA) and linear discriminant analysis (LDA), have been studied…

Machine Learning · Computer Science 2018-05-31 Haozhe Xie , Jie Li , Hanqing Xue

As a typical dimensionality reduction technique, random projection can be simply implemented with linear projection, while maintaining the pairwise distances of high-dimensional data with high probability. Considering this technique is…

Machine Learning · Computer Science 2014-10-14 Weizhi Lu , Weiyu Li , Kidiyo Kpalma , Joseph Ronsin

Random Projection (RP) technique has been widely applied in many scenarios because it can reduce high-dimensional features into low-dimensional space within short time and meet the need of real-time analysis of massive data. There is an…

Machine Learning · Computer Science 2017-06-20 Haozhe Xie , Jie Li , Qiaosheng Zhang , Yadong Wang

Random projections offer an appealing and flexible approach to a wide range of large-scale statistical problems. They are particularly useful in high-dimensional settings, where we have many covariates recorded for each observation. In…

Methodology · Statistics 2019-11-26 Timothy I. Cannings

Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…

Information Theory · Computer Science 2014-04-30 Mert Pilanci , Martin J. Wainwright

Random Projection is a foundational research topic that connects a bunch of machine learning algorithms under a similar mathematical basis. It is used to reduce the dimensionality of the dataset by projecting the data points efficiently to…

Machine Learning · Computer Science 2017-10-10 Mahmoud Nabil

Random projections reduce the dimension of a set of vectors while preserving structural information, such as distances between vectors in the set. This paper proposes a novel use of row-product random matrices in random projection, where we…

Numerical Analysis · Mathematics 2021-05-04 Yiming Sun , Yang Guo , Joel A. Tropp , Madeleine Udell

Random projection (RP) is a powerful dimension reduction technique widely used in the analysis of high dimensional data. We demonstrate how this technique can be used to improve the computational efficiency of gravitational wave searches…

General Relativity and Quantum Cosmology · Physics 2019-06-11 Sumeet Kulkarni , Khun Sang Phukon , Amit Reza , Sukanta Bose , Anirban Dasgupta , Dilip Krishnaswamy , Anand S. Sengupta

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…

Statistics Theory · Mathematics 2017-01-20 Gian-Andrea Thanei , Christina Heinze , Nicolai Meinshausen

Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…

Machine Learning · Computer Science 2020-06-30 Wenye Li , Shuzhong Zhang

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…

Numerical Analysis · Mathematics 2020-08-12 Rishi Advani , Madison Crim , Sean O'Hagan

Applications in machine learning and data mining require computing pairwise Lp distances in a data matrix A. For massive high-dimensional data, computing all pairwise distances of A can be infeasible. In fact, even storing A or all pairwise…

Machine Learning · Computer Science 2008-12-18 Ping Li

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

Random projection algorithm is an iterative gradient method with random projections. Such an algorithm is of interest for constrained optimization when the constraint set is not known in advance or the projection operation on the whole…

Optimization and Control · Mathematics 2013-05-02 Soomin Lee , Angelia Nedich

Random projection has been widely used in data classification. It maps high-dimensional data into a low-dimensional subspace in order to reduce the computational cost in solving the related optimization problem. While previous studies are…

Machine Learning · Computer Science 2014-02-24 Lijun Zhang , Mehrdad Mahdavi , Rong Jin , Tianbao Yang , Shenghuo Zhu

For very large datasets, random projections (RP) have become the tool of choice for dimensionality reduction. This is due to the computational complexity of principal component analysis. However, the recent development of randomized…

Machine Learning · Statistics 2019-01-04 Michael Wojnowicz , Di Zhang , Glenn Chisholm , Xuan Zhao , Matt Wolff

We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…

Methodology · Statistics 2025-12-30 Roman Parzer , Peter Filzmoser , Laura Vana-Gür

We introduce Random Projection Flows (RPFs), a principled framework for injective normalizing flows that leverages tools from random matrix theory and the geometry of random projections. RPFs employ random semi-orthogonal matrices, drawn…

Machine Learning · Computer Science 2025-11-26 Ahmad Ayaz Amin , Baha Uddin Kazi

Information theoretical measures, such as entropy, mutual information, and various divergences, exhibit robust characteristics in image registration applications. However, the estimation of these quantities is computationally intensive in…

Information Theory · Computer Science 2012-10-03 Zoltan Szabo , Andras Lorincz
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