The Johnson-Lindenstrauss lemma is optimal for linear dimensionality reduction

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Abstract: For any n>1 and 0<varepsilon<1/2, we show the existence of an nO(1)-point subset X of mathbbRn such that any linear map from (X,ell2) to ell2m with distortion at most 1+varepsilon must have m=Omega(minn,varepsilon−2logn). Our lower bound matches the upper bounds provided by the identity matrix and the Johnson-Lindenstrauss lemma, improving the previous lower bound of Alon by a log(1/varepsilon) factor.












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