高级算法 (Fall 2019)/Dimension Reduction: Difference between revisions

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= Metric Embedding=
= Metric Embedding=
<math>(X,d_X)</math> <math>(X,d_Y)</math>
A '''metric space''' is a pair <math>(X,d)</math>, where <math>X</math> is a set and <math>d</math> is a '''metric''' (or '''distance''') on <math>X</math>, i.e., a function
:<math>d:X^2\to\mathbb{R}_{\ge 0}</math>
such that for any <math>x,y,z\in X</math>, the following axioms hold:
# (identity of indiscernibles) <math>d(x,y)=0\Leftrightarrow x=y</math>
# (symmetry) <math>d(x,y)=d(y,x)</math>
# (triangle inequality) <math>d(x,z)\le d(x,y)+d(y,z)</math>
 
Let <math>(X,d_X)</math> and <math>(Y,d_Y)</math> be two metric spaces. A mapping
:<math>\phi:X\to Y</math>
is called an '''embedding''' of metric space <math>X</math> into <math>Y</math>. The embedding is said to with '''distortion'''  <math>\alpha\ge1</math> if for any <math>x,y\in X</math> it holds that
:<math>\frac{1}{\alpha}\cdot d(x,y)\le d(\phi(x),\phi(y))\le \alpha\cdot d(x,y)</math>.


= The Johnson-Lindenstrauss Theorem =
= The Johnson-Lindenstrauss Theorem =

Revision as of 06:42, 15 October 2019

Metric Embedding

A metric space is a pair [math]\displaystyle{ (X,d) }[/math], where [math]\displaystyle{ X }[/math] is a set and [math]\displaystyle{ d }[/math] is a metric (or distance) on [math]\displaystyle{ X }[/math], i.e., a function

[math]\displaystyle{ d:X^2\to\mathbb{R}_{\ge 0} }[/math]

such that for any [math]\displaystyle{ x,y,z\in X }[/math], the following axioms hold:

  1. (identity of indiscernibles) [math]\displaystyle{ d(x,y)=0\Leftrightarrow x=y }[/math]
  2. (symmetry) [math]\displaystyle{ d(x,y)=d(y,x) }[/math]
  3. (triangle inequality) [math]\displaystyle{ d(x,z)\le d(x,y)+d(y,z) }[/math]

Let [math]\displaystyle{ (X,d_X) }[/math] and [math]\displaystyle{ (Y,d_Y) }[/math] be two metric spaces. A mapping

[math]\displaystyle{ \phi:X\to Y }[/math]

is called an embedding of metric space [math]\displaystyle{ X }[/math] into [math]\displaystyle{ Y }[/math]. The embedding is said to with distortion [math]\displaystyle{ \alpha\ge1 }[/math] if for any [math]\displaystyle{ x,y\in X }[/math] it holds that

[math]\displaystyle{ \frac{1}{\alpha}\cdot d(x,y)\le d(\phi(x),\phi(y))\le \alpha\cdot d(x,y) }[/math].

The Johnson-Lindenstrauss Theorem

Nearest Neighbor Search (NNS)

Locality-Sensitive Hashing (LSH)