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ABSTRACT
We introduce a new low-distortion embedding of l2d into lpO(log n) (p=1,2), called the Fast-Johnson-Linden-strauss-Transform. The FJLT is faster than standard random projections and just as easy to implement. It is based upon the preconditioning of a sparse projection matrix with a randomized Fourier transform. Sparse random projections are unsuitable for low-distortion embeddings. We overcome this handicap by exploiting the "Heisenberg principle" of the Fourier transform, ie, its local-global duality. The FJLT can be used to speed up search algorithms based on low-distortion embeddings in l1 and l2. We consider the case of approximate nearest neighbors in l2d. We provide a faster algorithm using classical projections, which we then further speed up by plugging in the FJLT. We also give a faster algorithm for searching over the hypercube.
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Anirban Dasgupta , Petros Drineas , Boulos Harb , Ravi Kumar , Michael W. Mahoney, Sampling algorithms and coresets for ℓp regression, Proceedings of the nineteenth annual ACM-SIAM symposium on Discrete algorithms, p.932-941, January 20-22, 2008, San Francisco, California
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