The Johnson-Lindenstrauss lemma is optimal for linear dimensionality reduction

Kasper Green Larsen; Jelani Nelson

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arXiv · 1411.2404

The Johnson-Lindenstrauss lemma is optimal for linear dimensionality reduction

Kasper Green Larsen·Jelani Nelson

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Abstract

For any $n>1$ and $0<\varepsilon<1/2$, we show the existence of an $n^{O(1)}$-point subset $X$ of $\mathbb{R}^n$ such that any linear map from $(X,\ell_2)$ to $\ell_2^m$ with distortion at most $1+\varepsilon$ must have $m = \Omega(\min\{n, \varepsilon^{-2}\log n\})$. Our lower bound matches the upper bounds provided by the identity matrix and the Johnson-Lindenstrauss lemma, improving the previous lower bound of Alon by a $\log(1/\varepsilon)$ factor.

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Kasper Green Larsen, Jelani Nelson. 2014-11-10. The Johnson-Lindenstrauss lemma is optimal for linear dimensionality reduction. https://arxiv.org/abs/1411.2404

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