I want to do dimension reduction with a 100-dimension vector v, then get a 10-dimension vector v'.
And the property below must be preserved:
For arbitrary vector w1, w2(100-dimension)
if v * w1 > v * w2(* rep inner product)
After reduction....
v' * w1' > v' * w2'
I learn that random projection is a method(http://scikit-learn.org/stable/modules/random_projection.html), but it preserve the value of distance and inner product. But I only want to keep the relative > or < property in stead of absolute distance/inner-product value.
The other problem in random projection is that it suits for large dimension reduction(10000-3000).
from sklearn.random_projection import johnson_lindenstrauss_min_dim
johnson_lindenstrauss_min_dim gives us a bound.
Below is my Python-Pseudo-Code to explain what I need:
import sys
import math
import numpy as np
def compare(a, b_lst):
d_lst = []
indx = 0
for b in b_lst:
d_lst.append((index, np.dot(a, b)))
indx += 1
return sorted(d_lst, key = lambda v : v[1])
x = np.random.rand(1, 100)
y = np.random.rand(5, 100)
result1 = compare(x, y)
# do projection
transformer = projection_method(object_dimension = 10)
x1 = transformer.transform(x)
y1 = transformer.transform(y)
result2 = compare(x1, y1)
for i in xrange(len(result1)):
if result1[i][0] != result2[i][0]: # compare sorted index
print 'failed'
sys.exit(-1)
print 'passed'
There are no such ready made transforms. Even if there are that I am not aware of, no transformation is going to preserve such a property exactly. By reducing the dimension you are intrinsically losing information.