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Authors: Keegan Kang and Giles Hooker

Affiliation: Cornell University, United States

ISBN: 978-989-758-222-6

Keyword(s): Control Variates, Random Projections.

Related Ontology Subjects/Areas/Topics: Applications ; Data Engineering ; Exact and Approximate Inference ; Information Retrieval ; Information Retrieval and Learning ; Ontologies and the Semantic Web ; Pattern Recognition ; Similarity and Distance Learning ; Software Engineering ; Theory and Methods

Abstract: Random projections are used to estimate parameters of interest in large scale data sets by projecting data into a lower dimensional space. Some parameters of interest between pairs of vectors are the Euclidean distance and the inner product, while parameters of interest for the whole data set could be its singular values or singular vectors. We show how we can borrow an idea from Monte Carlo integration by using control variates to reduce the variance of the estimates of Euclidean distances and inner products by storing marginal information of our data set. We demonstrate this variance reduction through experiments on synthetic data as well as the colon and kos datasets. We hope that this inspires future work which incorporates control variates in further random projection applications.

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Paper citation in several formats:
Kang K. and Hooker G. (2017). Random Projections with Control Variates.In Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM, ISBN 978-989-758-222-6, pages 138-147. DOI: 10.5220/0006188801380147

@conference{icpram17,
author={Keegan Kang and Giles Hooker},
title={Random Projections with Control Variates},
booktitle={Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,},
year={2017},
pages={138-147},
publisher={ScitePress},
organization={INSTICC},
doi={10.5220/0006188801380147},
isbn={978-989-758-222-6},
}

TY - CONF

JO - Proceedings of the 6th International Conference on Pattern Recognition Applications and Methods - Volume 1: ICPRAM,
TI - Random Projections with Control Variates
SN - 978-989-758-222-6
AU - Kang K.
AU - Hooker G.
PY - 2017
SP - 138
EP - 147
DO - 10.5220/0006188801380147

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