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We study the problem of estimating the trace of a matrix $A$ that can only be accessed through matrix-vector multiplication. We introduce a new randomized algorithm, Hutch++, which computes a $(1 \pm \epsilon)$ approximation to $tr(A)$ for…

数据结构与算法 · 计算机科学 2021-06-14 Raphael A. Meyer , Cameron Musco , Christopher Musco , David P. Woodruff

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

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…

最优化与控制 · 数学 2017-06-12 Ky Vu , Pierre-Louis Poirion , Leo Liberti

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 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

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…

概率论 · 数学 2024-11-08 Kwassi Joseph Dzahini , Stefan M. Wild

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

Matrix trace estimation is ubiquitous in machine learning applications and has traditionally relied on Hutchinson's method, which requires $O(\log(1/\delta)/\epsilon^2)$ matrix-vector product queries to achieve a $(1 \pm…

数据结构与算法 · 计算机科学 2021-11-02 Shuli Jiang , Hai Pham , David P. Woodruff , Qiuyi , Zhang

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…

数据结构与算法 · 计算机科学 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 --…

概率论 · 数学 2023-07-18 Michael P. Casey

In 1984, Johnson and Lindenstrauss proved that any finite set of data in a high-dimensional space can be projected to a lower-dimensional space while preserving the pairwise Euclidean distance between points up to a bounded relative error.…

离散数学 · 计算机科学 2018-03-15 Michael Burr , Shuhong Gao , Fiona Knoll

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…

最优化与控制 · 数学 2023-01-18 Pierre-Louis Poirion , Bruno F. Lourenço , Akiko Takeda

We study the problem of representing all distances between $n$ points in $\mathbb R^d$, with arbitrarily small distortion, using as few bits as possible. We give asymptotically tight bounds for this problem, for Euclidean metrics, for…

计算几何 · 计算机科学 2021-10-08 Piotr Indyk , Tal Wagner

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

机器学习 · 计算机科学 2021-04-13 Maciej Skorski

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 $f(X)$…

泛函分析 · 数学 2017-11-09 Casper Benjamin Freksen , Kasper Green Larsen

The construction of $r$-nets offers a powerful tool in computational and metric geometry. We focus on high-dimensional spaces and present a new randomized algorithm which efficiently computes approximate $r$-nets with respect to Euclidean…

计算几何 · 计算机科学 2017-05-09 Georgia Avarikioti , Ioannis Z. Emiris , Loukas Kavouras , Ioannis Psarros

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

The metric sketching problem is defined as follows. Given a metric on $n$ points, and $\epsilon>0$, we wish to produce a small size data structure (sketch) that, given any pair of point indices, recovers the distance between the points up…

计算几何 · 计算机科学 2016-11-30 Piotr Indyk , Tal Wagner

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…

数据结构与算法 · 计算机科学 2025-01-27 Edem Boahen , March T. Boedihardjo , Rafael Chiclana , Mark Iwen

Let $\varepsilon\in(0,1)$ and $X\subset\mathbb R^d$ be arbitrary with $|X|$ having size $n>1$. The Johnson-Lindenstrauss lemma states there exists $f:X\rightarrow\mathbb R^m$ with $m = O(\varepsilon^{-2}\log n)$ such that $$ \forall x\in X\…

数据结构与算法 · 计算机科学 2018-10-23 Shyam Narayanan , Jelani Nelson
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