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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

The Johnson-Lindenstrauss Lemma states that there exist linear maps that project a set of points of a vector space into a space of much lower dimension such that the Euclidean distance between these points is approximately preserved. This…

Optimization and Control · Mathematics 2023-01-18 Pierre-Louis Poirion , Bruno F. Lourenço , Akiko Takeda

Dimensionality reduction-based dictionary learning methods in the literature have often used iterative random projections. The dimensionality of such a random projection matrix is a random number that might not lead to a separable subspace…

Computer Vision and Pattern Recognition · Computer Science 2026-03-17 G. Madhuri , Atul Negi , Kaluri V. Rangarao

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

Random projection techniques based on Johnson-Lindenstrauss lemma are used for randomly aggregating the constraints or variables of optimization problems while approximately preserving their optimal values, that leads to smaller-scale…

Optimization and Control · Mathematics 2021-07-13 Terunari Fuji , Pierre-Louis Poirion , Akiko Takeda

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

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

In this paper we make a novel use of the Johnson-Lindenstrauss Lemma. The Lemma has an existential form saying that there exists a JL transformation $f$ of the data points into lower dimensional space such that all of them fall into…

Data Structures and Algorithms · Computer Science 2017-11-10 Mieczysław A. Kłopotek

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

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

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

We introduce the first probabilistic framework tailored for sequential random projection, an approach rooted in the challenges of sequential decision-making under uncertainty. The analysis is complicated by the sequential dependence and…

Statistics Theory · Mathematics 2024-05-14 Yingru Li

The Johnson-Lindenstrauss lemma allows dimension reduction on real vectors with low distortion on their pairwise Euclidean distances. This result is often used in algorithms such as $k$-means or $k$ nearest neighbours since they only use…

Optimization and Control · Mathematics 2015-07-06 Ky Vu , Pierre-Louis Poirion , Leo Liberti

The Johnson--Lindenstrauss (JL) lemma is a powerful tool for dimensionality reduction in modern algorithm design. The lemma states that any set of high-dimensional points in a Euclidean space can be flattened to lower dimensions while…

Probability · Mathematics 2024-11-08 Kwassi Joseph Dzahini , Stefan M. Wild

We present a simplified and unified analysis of the Johnson-Lindenstrauss (JL) lemma, a cornerstone of dimensionality reduction for managing high-dimensional data. Our approach simplifies understanding and unifies various constructions…

Machine Learning · Statistics 2024-07-22 Yingru Li

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

This work constructs Jonson-Lindenstrauss embeddings with best accuracy, as measured by variance, mean-squared error and exponential concentration of the length distortion. Lower bounds for any data and embedding dimensions are determined,…

Machine Learning · Computer Science 2021-01-05 Maciej Skorski

Random Projections have been widely used to generate embeddings for various graph learning tasks due to their computational efficiency. The majority of applications have been justified through the Johnson-Lindenstrauss Lemma. In this paper,…

Social and Information Networks · Computer Science 2024-07-30 Tvrtko Tadić , Cassiano Becker , Jennifer Neville

Principal Components Regression (PCR) is a traditional tool for dimension reduction in linear regression that has been both criticized and defended. One concern about PCR is that obtaining the leading principal components tends to be…

Statistics Theory · Mathematics 2017-10-10 Martin Slawski

A substantial body of work in machine learning (ML) and randomized numerical linear algebra (RandNLA) has exploited various sorts of random sketching methodologies, including random sampling and random projection, with much of the analysis…

Numerical Analysis · Mathematics 2026-03-04 Chengmei Niu , Zhenyu Liao , Zenan Ling , Michael W. Mahoney
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