Very sparse stable random projections for dimension reduction in lα (0

  • Authors:
  • Ping Li

  • Affiliations:
  • Stanford University

  • Venue:
  • Proceedings of the 13th ACM SIGKDD international conference on Knowledge discovery and data mining
  • Year:
  • 2007

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Abstract

The method of stable random projections is a useful tool for efficiently computing the lα (0 A ∈RnxD. If we multiply A with a projection matrix R ΕR Dxk (k« D),whose entries are i.i.d. samples of an α-stable distribution,then the projected matrix B = Ax R Ε R nxkx containsenough information to approximately recover the l α properties in A. We propose very sparse stable random projections, by replacing the α stable distribution with a (much simpler) mixture of a symmetric α Pareto distribution (with probability Β, 0 β Β 1) and a point mass at the origin(with probability 1-Β). This leads to a significant 1 over Β fold speedup for small Β when computing B = AxR and a 1 over Β-fold cost reduction in storing R}. By analyzing the convergence, we show that in"reasonable" datasets Β often can be very small (e.g.,D1/2 without hurting the estimation accuracy. Some numerical evaluations are conducted, on synthetic data, Web crawldata, and gene expression microarray data.