论文标题
使用KAC步行的快速和内存最佳维度缩小
Fast and memory-optimal dimension reduction using Kac's walk
论文作者
论文摘要
在这项工作中,我们根据KAC步行和离散变体分析了降低算法。 (1)以$ \ $ \ mathbb {r}^{d} $中的$ n $点,我们根据KAC步行设计了最佳的Johnson-Lindenstrauss(JL)变换,该转换基于KAC步行,可以在时间$ o(D \ log {d})$中适用于任何对$ n $的$ o(d \ og log {d})的$ N $的$ N $的限制。 Krahmer [Arxiv,2017年]。我们的算法是最佳内存,并且当$ n $足够大,而失真参数足够小时,在制度中的现有算法优于现有算法。特别是,这证实了Ailon和Chazelle [Stoc,2006]的猜想。 (2)相同的结构具有最佳的限制等轴测特性(RIP)的简单转换,可以在时间$ o(d \ log {d})$中应用于与由于ailon和rauhut [离散计算而引起的最著名的这种变换的基本相同的稀疏范围。 Geom。,2014年]。 (3)我们表明,通过将KAC步行中的角度固定为$π/4 $,人们可以在几乎相同的运行时间内获得最佳的JL和RIP变换,从而确认 - 最多可达$ \ log \ log \ log {d} $ factor- avron,Maymounkov,Maymounkov和Toledo [Siam J.Sci sci sci。 Comput。,2010]。我们基于力矩对KAC步行的修改的分析也可能引起独立的兴趣。
In this work, we analyze dimension reduction algorithms based on the Kac walk and discrete variants. (1) For $n$ points in $\mathbb{R}^{d}$, we design an optimal Johnson-Lindenstrauss (JL) transform based on the Kac walk which can be applied to any vector in time $O(d\log{d})$ for essentially the same restriction on $n$ as in the best-known transforms due to Ailon and Liberty [SODA, 2008], and Bamberger and Krahmer [arXiv, 2017]. Our algorithm is memory-optimal, and outperforms existing algorithms in regimes when $n$ is sufficiently large and the distortion parameter is sufficiently small. In particular, this confirms a conjecture of Ailon and Chazelle [STOC, 2006] in a stronger form. (2) The same construction gives a simple transform with optimal Restricted Isometry Property (RIP) which can be applied in time $O(d\log{d})$ for essentially the same range of sparsity as in the best-known such transform due to Ailon and Rauhut [Discrete Comput. Geom., 2014]. (3) We show that by fixing the angle in the Kac walk to be $π/4$ throughout, one obtains optimal JL and RIP transforms with almost the same running time, thereby confirming -- up to a $\log\log{d}$ factor -- a conjecture of Avron, Maymounkov, and Toledo [SIAM J. Sci. Comput., 2010]. Our moment-based analysis of this modification of the Kac walk may also be of independent interest.