A sparse Johnson: Lindenstrauss transform
A sparse Johnson: Lindenstrauss transform
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稀疏约翰逊:Lindenstrauss 变换
DOI:
10.1145/1806689.1806737
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发表时间:
2010
期刊:
影响因子:
--
通讯作者:
Tamás Sarlós
中科院分区:
文献类型:
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作者:
Anirban Dasgupta;Ravi Kumar;Tamás Sarlós
Dimension reduction is a key algorithmic tool with many applications including nearest-neighbor search, compressed sensing and linear algebra in the streaming model. In this work we obtain a sparse version of the fundamental tool in dimension reduction -- the Johnson-Lindenstrauss transform. Using hashing and local densification, we construct a sparse projection matrix with just ~O(1/ε) non-zero entries per column. We also show a matching lower bound on the sparsity for a large class of projection matrices. Our bounds are somewhat surprising, given the known lower bounds of Ω(1/ε2) both on the number of rows of any projection matrix and on the sparsity of projection matrices generated by natural constructions. Using this, we achieve an ~O(1/ε) update time per non-zero element for a (1 ε)-approximate projection, thereby substantially outperforming the ~O(1/ε2) update time required by prior approaches. A variant of our method offers the same guarantees for sparse vectors, yet its ~O(d) worst case running time matches the best approach of Ailon and Liberty.