Module 6: Dimensionality Reduction
  Lecture 33: Embedding
 

                                            

 

 

Johnson-Lindenstrauss lemma
  • Embedding (mapping ) of points from to where with distortion at most
  • Randomized construction
  • Construct vectors where each component is chosen from a standard normal distribution
  • Object is then mapped to where
  • Then, for two objects and , with very high probability,
i.e.,