Videos

Sparser Johnson-Lindenstrauss Transforms

Presenter
February 16, 2012
Keywords:
  • Mappings
MSC:
  • 20M15
Abstract
The Johnson-Lindenstrauss (JL) lemma (1984) states that any n points in d-dimensional Euclidean space can be embedded into k = O((log n)/eps^2) dimensions so that all pairwise distances are preserved up to 1+/-eps. Furthermore, this embedding can be achieved via a linear mapping. The JL lemma is a useful tool for speeding up solutions to several high-dimensional problems: closest pair, nearest neighbor, diameter, minimum spanning tree, etc. It also speeds up some clustering and string processing algorithms, reduces the amount of storage required to store a dataset, and can be used to reduce memory required for numerical linear algebra problems such as linear regression and low rank approximation. The original proofs of the JL lemma let the linear mapping be specified by a random dense k x d matrix (e.g. i.i.d. Gaussian entries). Thus, performing an embedding requires dense matrix-vector multiplication. We give the first construction of linear mappings for JL in which only a subconstant fraction of the embedding matrix is non-zero, regardless of how eps and n are related, thus always speeding up the embedding time. Previous constructions only achieved sparse embedding matrices for 1/eps >> log n. This is joint work with Daniel Kane (Stanford).