通过降低维度加速大规模欧氏优化,关键依赖数据内在维度。
Randomized Dimensionality Reduction for Euclidean Maximization and Diversity Measures
- 基于数据集的加倍维数设计降维方案,更精准控制精度损失。
- 目标维度仅需 O(λ_X) 即可近似保持最优解值,且对部分问题必要。
- 适用于大数据集的匹配、生成树、旅行商等最大值问题,适合算法工程师。
随机降维是加速大规模欧氏优化问题的常用技术。本文研究了多种最大化问题(如最大匹配、最大生成树、最大TSP)及数据集多样性度量中的降维效果。我们发现,降维性能与数据集X的加倍维数λ_X密切相关——该指标衡量点集的内在维度。具体而言,我们证明目标维度O(λ_X)足以近似保持任意近似最优解的值,且对某些问题此下界必要。这与经典降维结果(依赖|X|增长)形成对比。我们还提供了实证结果,验证投影空间中解的质量及降维带来的提速效果。
原文摘要 · Abstract (English)
Randomized dimensionality reduction is a widely-used algorithmic technique for speeding up large-scale Euclidean optimization problems. In this paper, we study dimension reduction for a variety of maximization problems, including max-matching, max-spanning tree, max TSP, as well as various measures for dataset diversity. For these problems, we show that the effect of dimension reduction is intimately tied to the \emph{doubling dimension} $λ_X$ of the underlying dataset $X$ -- a quantity measuring intrinsic dimensionality of point sets. Specifically, we prove that a target dimension of $O(λ_X)$ suffices to approximately preserve the value of any near-optimal solution,which we also show is necessary for some of these problems. This is in contrast to classical dimension reduction results, whose dependence increases with the dataset size $|X|$. We also provide empirical results validating the quality of solutions found in the projected space, as well as speedups due to dimensionality reduction.
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