Improving random projections using marginal information

  • Authors:
  • Ping Li;Trevor J. Hastie;Kenneth W. Church

  • Affiliations:
  • Department of Statistics, Stanford University, Stanford, CA;Department of Statistics, Stanford University, Stanford, CA;Microsoft Research, Redmond, WA

  • Venue:
  • COLT'06 Proceedings of the 19th annual conference on Learning Theory
  • Year:
  • 2006

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Abstract

We present an improved version of random projections that takes advantage of marginal norms. Using a maximum likelihood estimator (MLE), margin-constrained random projections can improve estimation accuracy considerably. Theoretical properties of this estimator are analyzed in detail.