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arXiv 1712.01774cs.DS
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大数据集的最优快速Johnson-Lindenstrauss嵌入

Optimal Fast Johnson-Lindenstrauss Embeddings for Large Data Sets

Stefan Bamberger, Felix Krahmer

摘要:

Johnson-Lindenstrauss嵌入被广泛用于降低维数,从而减少数据的处理时间。为了降低总的复杂度,也需要用于应用这些嵌入的快速算法。到目前为止,这种快速算法仅适用于非最佳嵌入维数或数据点数量达到一定阈值的情况。我们解决这个问题的一个变种,其中一个目的是同时嵌入更大的子集的数据集。我们的方法遵循Nelson的方法:子采样Hadamard变换将点映射到较低但不是最佳维度的空间。随后,具有独立条目的随机矩阵投影到最佳嵌入维数。对于子集的规模至少多项式的环境维度,这种方法的复杂性接近的操作的数量只是为了读取数据的数据集的大小,是相当少的限制比以前的作品在温和的假设下。我们还证明了一个下界,表明单独的亚采样Hadamard矩阵不能达到最佳嵌入维数。因此,第二嵌入不能被省略。

英文摘要:

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 are only available either for a non-optimal embedding dimension or up to a certain threshold on the number of data points. We address a variant of this problem where one aims to simultaneously embed larger subsets of the data set. Our method follows an approach by Nelson: A subsampled Hadamard transform maps points into a space of lower, but not optimal dimension. Subsequently, a random matrix with independent entries projects to an optimal embedding dimension. For subsets whose size scales at least polynomially in the ambient dimension, the complexity of this method comes close to the number of operations just to read the data under mild assumptions on the size of the data set that are considerably less restrictive than in previous works. We also prove a lower bound showing that subsampled Hadamard matrices alone cannot reach an optimal embedding dimension. Hence, the second embedding cannot be omitted.

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