TY - GEN

T1 - Dense fast random projections and lean Walsh transforms

AU - Liberty, Edo

AU - Ailon, Nir

AU - Singer, Amit

N1 - Copyright:
Copyright 2011 Elsevier B.V., All rights reserved.

PY - 2008

Y1 - 2008

N2 - Random projection methods give distributions over k × d matrices such that if a matrix Ψ (chosen according to the distribution) is applied to a vector x ∈ ℝd the norm of the resulting vector, Ψ x ∈ ℝk, is up to distortion ε equal to the norm of x w.p. at least 1 - δ. The Johnson Lindenstrauss lemma shows that such distributions exist over dense matrices for k (the target dimension) in O(log(1/δ)/fε2). Ailon and Chazelle and later Matousek showed that there exist entry-wise i.i.d. distributions over sparse matrices Ψ which give the same guaranties for vectors whose ℓ∞ is bounded away from their ℓ2 norm. This allows to accelerate the mapping x → Ψx. We claim that setting Ψ as any column normalized deterministic dense matrix composed with random ±1 diagonal matrix also exhibits this property for vectors whose ℓp (for any p > 2) is bounded away from their ℓ2 norm. We also describe a specific tensor product matrix which we term lean Walsh. It is applicable to any vector in in O(d) operations and requires a weaker ℓ∞ bound on x then the best current result, under comparable running times, using sparse matrices due to Matousek.

AB - Random projection methods give distributions over k × d matrices such that if a matrix Ψ (chosen according to the distribution) is applied to a vector x ∈ ℝd the norm of the resulting vector, Ψ x ∈ ℝk, is up to distortion ε equal to the norm of x w.p. at least 1 - δ. The Johnson Lindenstrauss lemma shows that such distributions exist over dense matrices for k (the target dimension) in O(log(1/δ)/fε2). Ailon and Chazelle and later Matousek showed that there exist entry-wise i.i.d. distributions over sparse matrices Ψ which give the same guaranties for vectors whose ℓ∞ is bounded away from their ℓ2 norm. This allows to accelerate the mapping x → Ψx. We claim that setting Ψ as any column normalized deterministic dense matrix composed with random ±1 diagonal matrix also exhibits this property for vectors whose ℓp (for any p > 2) is bounded away from their ℓ2 norm. We also describe a specific tensor product matrix which we term lean Walsh. It is applicable to any vector in in O(d) operations and requires a weaker ℓ∞ bound on x then the best current result, under comparable running times, using sparse matrices due to Matousek.

KW - Dimension reduction

KW - Johnson Lindenstrauss

KW - Random projections

KW - lean Walsh transforms

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U2 - 10.1007/978-3-540-85363-3_40

DO - 10.1007/978-3-540-85363-3_40

M3 - Conference contribution

AN - SCOPUS:51849136504

SN - 3540853626

SN - 9783540853626

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 512

EP - 522

BT - Approximation, Randomization and Combinatorial Optimization

T2 - 11th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2008 and 12th International Workshop on Randomization and Computation, RANDOM 2008

Y2 - 25 August 2008 through 27 August 2008

ER -