Random Projection Algorithm

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References

2014


  • http://scikit-learn.org/stable/modules/random_projection.html
    • QUOTE: The sklearn.random_projection module implements a simple and computationally efficient way to reduce the dimensionality of the data by trading a controlled amount of accuracy (as additional variance) for faster processing times and smaller model sizes. This module implements two types of unstructured random matrix: Gaussian random matrix and sparse random matrix.

      The dimensions and distribution of random projections matrices are controlled so as to preserve the pairwise distances between any two samples of the dataset. Thus random projection is a suitable approximation technique for distance based method.

2001

2000

  • (Dasgupta, 2000) => Sanjoy Dasgupta. 2000. Experiments with random projection." In: Proceedings of the Sixteenth conference on Uncertainty in artificial intelligence (UAI‘00), Craig Boutilier and Moisés Goldszmidt (Eds.). Morgan Kaufmann Publishers Inc., San Francisco, CA, USA, 143-151.