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We develop a novel methodology based on the marriage between the Bhattacharyya distance, a measure of similarity across distributions of random variables, and the Johnson-Lindenstrauss Lemma, a technique for dimension reduction. The…

交易与市场微观结构 · 定量金融 2019-07-15 Ravi Kashyap

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…

最优化与控制 · 数学 2015-07-06 Ky Vu , Pierre-Louis Poirion , Leo Liberti

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…

数据结构与算法 · 计算机科学 2025-05-19 Ainesh Bakshi , Vincent Cohen-Addad , Samuel B. Hopkins , Rajesh Jayaram , Silvio Lattanzi

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…

概率论 · 数学 2025-10-30 Rafael Chiclana , Mark Iwen

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…

数据结构与算法 · 计算机科学 2020-04-30 Stefan Bamberger , Felix Krahmer

The Johnson-Lindenstrauss (JL) lemma is a cornerstone of dimensionality reduction in Euclidean space, but its applicability to non-Euclidean data has remained limited. This paper extends the JL lemma beyond Euclidean geometry to handle…

数据结构与算法 · 计算机科学 2025-10-28 Chengyuan Deng , Jie Gao , Kevin Lu , Feng Luo , Cheng Xin

The Johnson-Lindenstrauss transform allows one to embed a dataset of $n$ points in $\mathbb{R}^d$ into $\mathbb{R}^m,$ while preserving the pairwise distance between any pair of points up to a factor $(1 \pm \varepsilon)$, provided that $m…

数据结构与算法 · 计算机科学 2022-07-08 Ora Nova Fandina , Mikael Møller Høgsgaard , Kasper Green Larsen

Metric learning aims at finding a suitable distance metric over the input space, to improve the performance of distance-based learning algorithms. In high-dimensional settings, it can also serve as dimensionality reduction by imposing a…

机器学习 · 计算机科学 2024-04-16 Efstratios Palias , Ata Kabán

For Euclidean space ($\ell_2$), there exists the powerful dimension reduction transform of Johnson and Lindenstrauss, with a host of known applications. Here, we consider the problem of dimension reduction for all $\ell_p$ spaces $1 \le p…

计算几何 · 计算机科学 2015-12-08 Yair Bartal , Lee-Ad Gottlieb

Recently proposed L2-norm linear discriminant analysis criterion via the Bhattacharyya error bound estimation (L2BLDA) is an effective improvement of linear discriminant analysis (LDA) for feature extraction. However, L2BLDA is only…

机器学习 · 计算机科学 2020-11-12 Yan-Ru Guo , Yan-Qin Bai , Chun-Na Li , Lan Bai , Yuan-Hai Shao

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…

计算几何 · 计算机科学 2015-06-09 Lee-Ad Gottlieb , Robert Krauthgamer

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.…

数据结构与算法 · 计算机科学 2022-03-17 Yair Bartal , Ora Nova Fandina , Kasper Green Larsen

The Johnson-Lindenstrauss Lemma allows for the projection of $n$ points in $p-$dimensional Euclidean space onto a $k-$dimensional Euclidean space, with $k \ge \frac{24\ln \emph{n}}{3\epsilon^2-2\epsilon^3}$, so that the pairwise distances…

机器学习 · 统计学 2010-05-11 Javier Rojo , Tuan Nguyen

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…

数据结构与算法 · 计算机科学 2023-02-14 Mikael Møller Høgsgaard , Lion Kamma , Kasper Green Larsen , Jelani Nelson , Chris Schwiegelshohn

The Johnson-Lindenstrauss Lemma is a classic result which implies that any set of n real vectors can be compressed to O(log n) dimensions while only distorting pairwise Euclidean distances by a constant factor. Here we consider potential…

量子物理 · 物理学 2011-10-27 Aram W. Harrow , Ashley Montanaro , Anthony J. Short

This paper deals with two related problems, namely distance-preserving binary embeddings and quantization for compressed sensing . First, we propose fast methods to replace points from a subset $\mathcal{X} \subset \mathbb{R}^n$, associated…

信息论 · 计算机科学 2018-07-19 Thang Huynh , Rayan Saab

The distance metric plays an important role in nearest neighbor (NN) classification. Usually the Euclidean distance metric is assumed or a Mahalanobis distance metric is optimized to improve the NN performance. In this paper, we study the…

机器学习 · 统计学 2007-06-26 Bharath K. Sriperumbudur , Gert R. G. Lanckriet

Metric learning aims to embed one metric space into another to benefit tasks like classification and clustering. Although a greatly distorted metric space has a high degree of freedom to fit training data, it is prone to overfitting and…

机器学习 · 计算机科学 2015-05-12 Renjie Liao , Jianping Shi , Ziyang Ma , Jun Zhu , Jiaya Jia

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…

数据结构与算法 · 计算机科学 2026-01-01 Pierre Mackenzie

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…

机器学习 · 统计学 2024-12-11 Nikos Tsikouras , Constantine Caramanis , Christos Tzamos
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