Dimensionality Reduction - shivamvats/notes GitHub Wiki
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