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Designs and implements sparse randomized linear mappings that project high‑dimensional feature vectors into lower‑dimensional spaces using sparse projection matrices (SRP) and other randomized projection techniques; analyzes their mathematical properties, such as approximate distance and inner‑product preservation and related Johnson–Lindenstrauss bounds, as well as computational and storage benefits. Builds preprocessing pipelines and evaluates how these projections affect downstream model training efficiency, preservation of predictive signal, and transferability across datasets.
Structured random matrices lack a unified theoretical analysis and a general design framework in randomized linear algebra. Method: This paper introduces the “Oblivious Subspace Injection” (OSI) property, establishing the first decoupled abstract analytical framework that separates correctness proofs of algorithms from instantiation-specific verification. Contribution/Results: We prove that sparse random matrices, random triangular transforms, and tensor-product-structured matrices all satisfy OSI, thereby unifying their dimensionality-reduction fidelity guarantees for tasks such as low-rank approximation and least-squares regression. Leveraging this framework, we design accelerated algorithms with near-optimal time complexity. Empirical evaluation on synthetic datasets and scientific computing benchmarks confirms both efficiency and practical utility.
This work addresses the challenge of explicitly controlling the average sparsity—measured by the Hoyer metric—in sparse projections of vector sets. We propose the first group-level explicit sparsity projection method: it directly specifies a target average sparsity level and jointly optimizes the sparsity patterns of all vectors, eliminating per-vector processing or reliance on implicit regularization parameters. Our approach generalizes the weighted ℓ₁ norm, enabling flexible sparsity modeling with linear-time computational complexity. The key innovation is the first formulation that imposes interpretable, tunable average sparsity constraints over an entire vector group. Experiments demonstrate substantial improvements in the accuracy–sparsity trade-off for ResNet50 pruning, and competitive reconstruction error and classification performance on CIFAR-10, ImageNet, and non-negative matrix factorization tasks.
This paper investigates the structural properties of the family ℱₘ,α of empirical distributions induced by all *m*-dimensional linear projections of high-dimensional Gaussian data, where *n*, *d* → ∞ and *n*/*d* → α. Using tools from random matrix theory, optimal transport, and information theory, we (i) precisely characterize the Wasserstein radius of ℱₘ,α—fully solving the *m* = 1 case—and derive tight upper and lower bounds on its KL divergence and Rényi information dimension; (ii) extend classical unsupervised projection analysis to supervised learning settings, establishing sharp Wasserstein radius bounds; and (iii) derive a tight upper bound on the interpolation threshold for two-layer neural networks with *m* hidden neurons. Collectively, these results provide a unified theoretical framework and fundamental benchmarks for high-dimensional projection statistics, representation learning, and the analysis of overparameterized models.
This work studies weighted least-squares function approximation in $L^2$ space based on random sampling: given an $m$-dimensional subspace $V_m$, how to achieve near-optimal $L^2$ approximation error with minimal sampling cost. We propose a generalized volume resampling framework that, for the first time, achieves expected near-optimal $L^2$ error—i.e., bounded by a constant multiple of the best approximation error—using only $O(m log m)$ samples. Furthermore, in embedding normed spaces, we establish almost-sure error control in the $H$-norm. Our method integrates projection determinantal point processes (DPPs), generalized volume sampling, and independent repeated DPP sampling, significantly enhancing sample diversity and feature selection efficiency. Numerical experiments demonstrate that our approach attains accuracy comparable to i.i.d. or classical volume sampling—but with substantially fewer samples.
This work investigates the average-case computational complexity of sparse linear regression (SLR), focusing on whether polynomial-time algorithms exist for ill-conditioned design matrices—e.g., those with low rank or high correlation. The authors establish the first rigorous, instance-level reduction from classical worst-case lattice problems—specifically Bounded Distance Decoding (BDD)—to SLR. Their framework directly links the condition number of the lattice problem to the restricted eigenvalue condition of the SLR design matrix. This reduction holds in both identifiable and unidentifiable regimes. Leveraging worst-case-to-average-case hardness amplification, they prove that if BDD is hard in the worst case, then SLR remains computationally intractable on average for all polynomial-time algorithms. The result bridges a fundamental gap at the intersection of high-dimensional sparse statistics and computational complexity theory, providing the first evidence of average-case hardness for SLR under realistic design matrix conditions.
本文探讨了随机投影在保持几何结构方面的局限性,通过分析Johnson-Lindenstrauss引理,并采用线性草图与奇异值分解方法来恢复距离特征。
This study addresses the theoretical foundations of randomized dimensionality reduction by establishing sharp spectral norm bounds for the product of sparse random matrices and low-dimensional subspace embeddings. Departing from conventional approaches based on trace methods or Gaussian comparison inequalities, the work introduces a novel entropy-based analysis of vector level sets to achieve a refined understanding of the spectral properties of sparse random embeddings. By integrating models of negatively associated random variables with subspace isometry theory, the paper proves that, under the conditions \(k \geq C r(\log\log r)^2\) and \(p \geq (\log k)/k\), the spectral norm satisfies \(\|\Pi U_V\| \leq C\sqrt{kp}\) with high probability. This result is further extended to a broader class of negatively associated random matrix ensembles.
This work addresses the challenge of efficiently preserving continuous curve distances—such as the Fréchet distance—under dimensionality reduction for high-dimensional polygonal curves. The authors propose a randomized projection method based on sparse oblivious subspace embeddings that simultaneously approximates multiple curve dissimilarity measures, including Fréchet, q-DTW, and Hausdorff distances, within a relative error of (1±ε) using a target dimension of O(ε⁻² log(nm)). By constructing a unified framework for generalized curve distance metrics, the approach extends dimensionality reduction theory to piecewise linear surfaces, substantially simplifying existing analyses and broadening applicability across diverse curve comparison tasks.
研究高维投影追踪的算法阈值,通过一类具有维度无关Lipschitz依赖性的算法来表征点投影的经验分布,并利用随机控制理论精确确定算法阈值。
This work addresses the computational and memory bottlenecks of traditional Grassmannian kernel methods, which require constructing full Gram matrices and thus struggle with high-dimensional subspace data. To overcome these limitations, the authors propose a scalable kernel approximation framework based on random rank-one projections combined with bounded nonlinear transformations—either periodic or binary—that yield compact one-bit subspace feature representations. This approach enables continuous interpolation between the inverse Binet–Cauchy kernel and Gaussian-like kernels while effectively preserving the intrinsic geometry of subspaces. The method substantially reduces computational, memory, and storage costs. Experimental results on synthetic data and the ETH-80 classification benchmark demonstrate that the proposed technique accurately maintains Grassmannian geometric relationships with high fidelity, confirming its efficiency and practical utility.