Dimensionality Reduction - shivamvats/notes GitHub Wiki

Johnson-Lindenstrauss Lemma

Lemma: A set of n points in a high dimensional Euclidean space can be projected onto an O(log n/e^2) dimensional Euclidean space such that the distance between any two points change by only a factor of (1 +- e).

For a detailed proof: https://cseweb.ucsd.edu/~dasgupta/papers/jl.pdf

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