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Summer School on Hashing’14 Dimension Reduction Alex Andoni (Microsoft Research)

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Presentation on theme: "Summer School on Hashing’14 Dimension Reduction Alex Andoni (Microsoft Research)"— Presentation transcript:

1 Summer School on Hashing’14 Dimension Reduction Alex Andoni (Microsoft Research)

2 Nearest Neighbor Search (NNS)

3 Motivation  Generic setup:  Points model objects (e.g. images)  Distance models (dis)similarity measure  Application areas:  machine learning: k-NN rule  speech/image/video/music recognition, vector quantization, bioinformatics, etc…  Distance can be:  Hamming,Euclidean, edit distance, Earth-mover distance, etc…  Primitive for other problems:  find the similar pairs in a set D, clustering… 000000 011100 010100 000100 010100 011111 000000 001100 000100 110100 111111

4 2D case

5 High-dimensional case AlgorithmQuery timeSpace Full indexing No indexing – linear scan

6 Dimension Reduction

7 Johnson Lindenstrauss Lemma

8 Idea:

9 1D embedding

10 22

11 Full Dimension Reduction

12 Concentration

13 Johnson Lindenstrauss: wrap-up

14 Faster JL ? 14

15 Fast JL Transform 15 normalization constant

16 Fast JLT: sparse projection 16

17 FJLT: full 17 Projection: sparse matrix “spreading around” Hadamard (Fast Fourier Transform) Diagonal

18 Spreading around: intuition 18 Projection: sparse matrix Hadamard (Fast Fourier Transform) Diagonal “spreading around”

19 Spreading around: proof 19

20 20

21 21

22 FJLT: wrap-up 22

23 Dimension Reduction: beyond Euclidean 23

24 24

25 Weak embedding [Indyk’00] 25


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