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Everything about Random projection

Technique to reduce dimensionality of points in Euclidean space

In mathematics and statistics, random projection is a technique used to reduce the dimensionality of a set of points which lie in Euclidean space. According to theoretical results, random projection preserves distances well, but empirical results are sparse. They have been applied to many natural language tasks under the name random indexing. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Random projectionA 5-minute orientation
  2. Skim a recent paper: Sparse random projection isolation forest for outlier detectionInfluential work since 2022
  3. Pick up a classic book: A Random Walk Down Wall StreetThe most-reprinted book on the subject
  4. Read the landmark paper: Near-Optimal Signal Recovery From Random Projections: Universal Encoding Strategies?Cited 5,305 times
  5. Go sideways: Johnson–Lindenstrauss lemmaA closely related topic
  6. Go sideways: Ensemble Kalman filterA closely related topic

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