We introduce a new low-distortion embedding of l 2 d l p O(log n (p = 1, 2) called the fast Johnson-Lindenstrauss transform (FJLT). The FJLT is faster than standard random projections and just as easy to implement. It is based upon the preconditioning of a sparse projection matrix with a randomized Fourier transform. Sparse random projections are unsuitable for low-distortion embeddings. We overcome this handicap by exploiting the "Heisenberg principle" of the Fourier transform, i.e., its local-global duality. The FJLT can be used to speed up search algorithms based on low-distortion embeddings in l 1 and l 2. We consider the case of approximate nearest neighbors in l 2 d. We provide a faster algorithm using classical projections, which we then speed up further by plugging in the FJLT. We also give a faster algorithm for searching over the hypercube.
All Science Journal Classification (ASJC) codes
- Computer Science(all)
- Approximate nearest neighbors
- Dimension reduction
- Random matrices