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Johnson–Lindenstrauss lemma

nounAlso: JL lemma, random projection

In plain wordsA surprising fact about high-dimensional data: a random projection can squash a large set of points into far fewer dimensions while distorting every distance between them only slightly.

  1. A theorem stating that any n points in a high-dimensional Euclidean space can be mapped into a space of dimension k on the order of (log n)/ε² so that every pairwise Euclidean distanceEuclidean distance, n.: How far apart two points are in a straight line, as a ruler would measure it, extended from two or three dimensions to lists of numbers of any length. is preserved within a factor of 1 ± ε — and that a suitably scaled random linear projection achieves this with high probability. Strikingly, k depends only on the number of points and the tolerance, not on the original dimensionalitydimensionality, n.: How many separate numbers are needed to describe something. A point on a map needs two; an AI's description of a single word may use thousands.. The lemma justifies random projections for speeding up approximate nearest neighbor searchapproximate nearest neighbor search, n.: A family of shortcuts for finding the most similar items in a huge collection without checking every one — accepting an occasional miss in exchange for answers thousands of times faster., sketching and streaming algorithms, compressed sensing and randomized linear algebra, and it helps explain why compact embeddingsembedding, n.: A list of numbers that stands for a word, picture or other item, arranged so that similar items get similar lists. It lets a computer measure similarity of meaning as distance. can be faithful. A related fact — that exponentially many nearly orthogonal directions fit in d dimensions — is invoked in interpretabilityinterpretability, n.: The effort to understand how an AI system arrives at its outputs — what information it uses and how it combines it — instead of treating it as a sealed black box. to explain superpositionsuperposition, n.: The way a neural network squeezes more concepts into its internal activity than it has neurons, by letting them overlap — a main reason its insides are hard to read., in which networks represent more featuresfeature (interpretability), n.: A concept or property that a neural network represents internally — such as 'is French', 'mentions a bridge' or 'this code has a bug' — usually corresponding to a direction in its internal activity. than they have neurons.

    We used a Johnson–Lindenstrauss random projection to shrink the vectors before clustering, accepting small distance distortions.

(1−ε)∥u−v∥2≤∥f(u)−f(v)∥2≤(1+ε)∥u−v∥2,k=O ⁣(ε−2log⁡n)(1-\varepsilon)\lVert u - v\rVert^2 \le \lVert f(u) - f(v)\rVert^2 \le (1+\varepsilon)\lVert u - v\rVert^2, \qquad k = O\!\big(\varepsilon^{-2}\log n\big)

Origin

Proved by William B. Johnson and Joram Lindenstrauss in 1984 as a lemma in a paper on extending Lipschitz mappings into Hilbert space. Simpler proofs followed (Peter Frankl and Hiroshi Maehara, 1988; Sanjoy Dasgupta and Anupam Gupta, around 2000), and it became a staple of algorithms and machine learning from the late 1990s.

Related

See also
  • dimensionalitydimensionality, n.: How many separate numbers are needed to describe something. A point on a map needs two; an AI's description of a single word may use thousands.
  • Euclidean distanceEuclidean distance, n.: How far apart two points are in a straight line, as a ruler would measure it, extended from two or three dimensions to lists of numbers of any length.
  • approximate nearest neighbor searchapproximate nearest neighbor search, n.: A family of shortcuts for finding the most similar items in a huge collection without checking every one — accepting an occasional miss in exchange for answers thousands of times faster.
  • superpositionsuperposition, n.: The way a neural network squeezes more concepts into its internal activity than it has neurons, by letting them overlap — a main reason its insides are hard to read.
  • orthogonalityorthogonality, n.: The mathematical version of being at right angles. Two directions are orthogonal when moving along one tells you nothing about the other, like north and east on a map.
  • dimensionality reductiondimensionality reduction, n.: Squeezing data that has many measurements per item into far fewer numbers while keeping the patterns that matter, so it is easier to visualize, store or learn from.

Sources

  1. Johnson, W. B. & Lindenstrauss, J. (1984). Extensions of Lipschitz mappings into a Hilbert space. Contemporary Mathematics, 26.