Optimal Bounds for Johnson-Lindenstrauss Transformations

Abstract: In 1984, Johnson and Lindenstrauss proved that any finite set of data in a high-dimensional space can be projected to a lower-dimensional space while preserving the pairwise Euclidean distance between points up to a bounded relative error. If the desired dimension of the image is too small, however, Kane, Meka, and Nelson (2011) and Jayram and Woodruff (2013) independently proved that such a projection does not exist. In this paper, we provide a precise asymptotic threshold for the dimension of the image, above which, there exists a projection preserving the Euclidean distance, but, below which, there does not exist such a projection.