DOE OSTI2023
Probabilistic proofs of the Johnson-Lindenstrauss lemma imply that random projection can reduce the dimension of a data set and approximately preserve pairwise distances. If a distance being approximately preserved is called a success, and the complement of this event is called a failure, then such a random projection likely results in no failures. Assuming a Gaussian random projection, the lemma is proved by showing that the no-failure probability is positive using a combination of Bonferroni's inequality and Markov's inequality. This paper modifies this proof in two ways to obtain a greater lower bound on the no-failure probability. First, Bonferroni's inequality is applied to pairs of failures instead of individual failures. Second, since a pair of projection errors has a bivariate gamma distribution, this probability of a pair of successes is bounded using an inequality from [Jensen, 1969]. If n is the number of points to be embedded and μ is the probability of success, then this leads to an increase in the lower bound on the no-failure probability of $\frac{1}{2}$ ($\genfrac{}{}{0pt}{}{n}{2}$) (1- μ ) 2 is ($\genfrac{}{}{0pt}{}{n}{2}$) is even and $\frac{1}{2}$ (($\genfrac{}{}{0pt}{}{n}{2}$)-1) (1- μ ) 2 if ($\genfrac{}{}{0pt}{}{n}{2}$) is odd. For example, if n =10 5 points are to be embedded in k =10 4 dimensions with a tolerance of ϵ=0.1, then the improvement in the lower bound is on the order of 10 -14 . We also show that further improvement is possible if the inequality in [Jensen, 1969] extends to three successes, though we do not have a proof of this result.
96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗