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Optimal Bounds for JohnsonLindenstrauss Transforms and约翰逊Lindenstrauss变换和最优边界
Optimal Bounds for Johnson-Lindenstrauss Transforms and Streaming Problems with Sub-Constant Error T.S. Jayram David Woodruff IBM Almaden Data Stream Model Have a stream of m updates to an n-dimensional vector v “add x to coordinate i” Insertion model - all updates x are positive Turnstile model - x can be positive or negative stream length and updates poly(n) Estimate statistics of v # of distinct elements F0 Lp-norm |v|p = (Σi |vi|p )1/p entropy and so on Goal: output a (1+ε)-approximation with limited memory Lots of “Optimal” Papers Lots of “optimal” results “An optimal algorithm for the distinct elements problem” [KNW] “Fast moment estimation in optimal space” [KNPW] “A near-optimal algorithm for estimating entropy of a stream” [CCM] “Optimal approximations of the frequency moments of data streams” [IW] “A near-optimal algorithm for L1-difference” [NW] “Optimal space lower bounds for all frequency moments” [W] This paper Optimal Bounds for Johnson-Lindenstrauss Transforms and Streaming Problems with Sub-Constant Error What Is Optimal? F0 = # of non-zero entries in v “For a stream of indices in {1, …, n}, our algorithm computes a (1+ε)-approximation using an optimal O(ε-2 + log n) bits of space with 2/3 success probability… This probability can be amplified by independent repetition.” If we want high probability, say, 1-1/n, this increases the space by a multiplicative log n So “optimal” algorithms are only optimal for algorithms with constant success probability Can We Improve the Lower Bounds? Our Results Streaming Results Independent repetition is optimal! Estimating Lp-norm in turnstile model up to 1+ε w.p. 1-δ Ω(ε-2 log n log 1/δ) bits for any p [KNW] get O(ε-2 log n log 1/δ) for 0 · p · 2 Estimating F0 in insertion model up to 1+ε w.p. 1-δ Ω(ε-2log 1/δ + log n) bits [KNW] get O(ε-2 log 1/δ) for ε-2 log n Estimating entropy in turnstile model up to 1+ε w.p. 1-δ Ω(ε-2log n log 1/δ) bits Improves Ω(ε-2 log n) bound [KNW] Johnson-Linde
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