Efficient Machine Learning using Random Projections

author: Mark A. Davenport, Department of Electrical and Computer Engineering, Rice University
published: Dec. 29, 2007,   recorded: December 2007,   views: 5957

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As an alternative to cumbersome nonlinear schemes for dimensionality reduction, the technique of random linear projection has recently emerged as a viable alternative for storage and rudimentary processing of high-dimensional data. We invoke new theory to motivate the following claim: the random projection method may be used in conjunction with standard algorithms for a multitude of machine learning tasks, with virtually no degradation in performance. Thus, random projections can been shown to result in both significant computational savings and provably good performance.

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