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This is a tutorial and survey paper on the Johnson-Lindenstrauss (JL) lemma and linear and nonlinear random projections. We start with linear random projection and then justify its correctness by JL lemma and its proof. Then, sparse random projections with $ell_1$ norm and interpolation norm are introduced. Two main applications of random projection, which are low-rank matrix approximation and approximate nearest neighbor search by random projection onto hypercube, are explained. Random Fourier Features (RFF) and Random Kitchen Sinks (RKS) are explained as methods for nonlinear random projection. Some other methods for nonlinear random projection, including extreme learning machine, randomly weighted neural networks, and ensemble of random projections, are also introduced.
The method of random projection (RP) is the standard technique in machine learning and many other areas, for dimensionality reduction, approximate near neighbor search, compressed sensing, etc. Basically, RP provides a simple and effective scheme for
We introduce a novel random projection technique for efficiently reducing the dimension of very high-dimensional tensors. Building upon classical results on Gaussian random projections and Johnson-Lindenstrauss transforms~(JLT), we propose two tensor
Random Fourier features is one of the most popular techniques for scaling up kernel methods, such as kernel ridge regression. However, despite impressive empirical results, the statistical properties of random Fourier features are still not well unde
This article characterizes the exact asymptotics of random Fourier feature (RFF) regression, in the realistic setting where the number of data samples $n$, their dimension $p$, and the dimension of feature space $N$ are all large and comparable. In t
The computational cost of training with softmax cross entropy loss grows linearly with the number of classes. For the settings where a large number of classes are involved, a common method to speed up training is to sample a subset of classes and uti