On Outer Bi-Lipschitz Extensions of Linear Johnson-Lindenstrauss Embeddings of Low-Dimensional Submanifolds of \mathbb{R}^N

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Abstract: Let mathcalM be a compact d-dimensional submanifold of mathbbRN with reach au and volume VmathcalM. Fix epsilonin(0,1). In this paper we prove that a nonlinear function f:mathbbRNightarrowmathbbRm exists with mleqCleft(d/epsilon2ight)logleft(fracsqrt[d]VmathcalMauight) such that (1 - epsilon) | {�f x} - {�f y} |_2 leq left| f({�f x}) - f({�f y}) ight|_2 leq (1 + epsilon) | {�f x} - {�f y} |_2 holds for all and . In effect, f not only serves as a bi-Lipschitz function from mathcalM into mathbbRm with bi-Lipschitz constants close to one, but also approximately preserves all distances from points not in mathcalM to all points in mathcalM in its image. Furthermore, the proof is constructive and yields an algorithm which works well in practice. In particular, it is empirically demonstrated herein that such nonlinear functions allow for more accurate compressive nearest neighbor classification than standard linear Johnson-Lindenstrauss embeddings do in practice.











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