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arXiv 0806.4423cs.LG
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关于p>2时Lp距离的逼近

On Approximating the Lp Distances for p>2

Cornell University(康奈尔大学)

Ping Li

摘要:

机器学习和数据采掘中的应用需要计算数据矩阵A中的成对Lp距离。对于大量高维数据,计算A的所有成对距离可能是不可行的。事实上,即使将A或A的所有成对距离存储在存储器中也可能是不可行的。本文对p = 2,4,6,.给出了一个简单的方法。我们首先将l_p(其中p是偶数)距离分解为2个边际范数和p-1个不同阶的“内积”之和。然后,我们应用正常或亚高斯随机投影来近似所得的“内积”,假设边缘范数可以通过线性扫描精确计算。我们提出了两种策略应用随机预测。基本投影策略只需要一个投影矩阵,但分析起来比较困难;交替投影策略需要p-1个投影矩阵,但理论分析起来比较容易。在精度方面,至少对于p=4,如果数据是非负的,基本策略总是比替代策略更准确,这在现实中是常见的。

英文摘要:

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 distances of A in the memory may be also infeasible. This paper proposes a simple method for p = 2, 4, 6, ... We first decompose the l_p (where p is even) distances into a sum of 2 marginal norms and p-1 ``inner products'' at different orders. Then we apply normal or sub-Gaussian random projections to approximate the resultant ``inner products,'' assuming that the marginal norms can be computed exactly by a linear scan. We propose two strategies for applying random projections. The basic projection strategy requires only one projection matrix but it is more difficult to analyze, while the alternative projection strategy requires p-1 projection matrices but its theoretical analysis is much easier. In terms of the accuracy, at least for p=4, the basic strategy is always more accurate than the alternative strategy if the data are non-negative, which is common in reality.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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