Dimensionality reduction with subgaussian matrices: a unified theory

We present a theory for Euclidean dimensionality reduction with subgaussian matrices which unifies several restricted isometry property and Johnson-Lindenstrauss type results obtained earlier for specific data sets. In particular, we recover and, in several cases, improve results for sets of sparse and structured sparse vectors, low-rank matrices and tensors, and smooth manifolds. In addition, we establish a new Johnson-Lindenstrauss embedding for data sets taking the form of an infinite union of subspaces of a Hilbert space

Subspace clustering of dimensionality-reduced data

Subspace clustering refers to the problem of clustering unlabeled high-dimensional data points into a union of low-dimensional linear subspaces, assumed unknown. In practice one may have access to dimensionality-reduced observations of the data only, resulting, e.g., from "undersampling" due to complexity and speed constraints on the acquisition device. More pertinently, even if one has access to the high-dimensional data set it is often desirable to first project the data points into a lower-dimensional space and to perform the clustering task there; this reduces storage requirements and computational cost. The purpose of this paper is to quantify the impact of dimensionality-reduction through random projection on the performance of the sparse subspace clustering (SSC) and the thresholding based subspace clustering (TSC) algorithms. We find that for both algorithms dimensionality reduction down to the order of the subspace dimensions is possible without incurring significant performance degradation. The mathematical engine behind our theorems is a result quantifying how the affinities between subspaces change under random dimensionality reducing projections.Comment: ISIT 201