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turnip_burrito t1_jefysiz wrote

My prompt:

> Suppose I have an N>>1 dimensional space, finite in extent along any given axis, in which a set of M random vectors are dispersed (each coordinate of each vector is randomly sampled from a uniform distribution spanning some bounded range of the space). What can we say about the distances in this space between the M vectors?

I left my prompt open ended to not give it any ideas one way or another.

Its response makes sense to me. The standard deviation of a set of random samples from a uniform distribution centered at mean 0, which is proportional to the distance calculated here, should shrink as dimension N grows. If N is large, then the distribution of pairwise distances will narrow until nearly all points are roughly the same distance from each other. (The random sampling is a way to build in lack of correlation, like how you mentioned unrelated ideas)

Of course, the reverse is also true: if dimension N is small, then originally "far" points will become closer or farther (which one effect exactly is unpredictable depending on which dimensions are removed) because the averaging over random sample fluctuations disappears.

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FermiAnyon t1_jegiycj wrote

Pretty neat stuff. Fits well with the conversation we were having. I guess a salient question how large an embedding space do you need before performance in any given task plateaus.

Except that they're not random vectors in the original context.

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turnip_burrito t1_jegu7uk wrote

Yeah I made the simplification of random vectors myself just to approximate what uncorrelated "features" in an embedding space could be like.

One thing that's relevant for embedding space size Takens theorem: https://en.wikipedia.org/wiki/Takens%27s_theorem?wprov=sfla1

If you have an originally D dimensional system (measured using correlation or information dimension for example), and you time delay embed data from the system, you at most (can be lower) need 2*D+1 embedding dimensions to ensure no false nearest neighbors.

This sets an upper bound if you use time delays. Now, for a *non-*time delayed embedding, I don't know the answer. I asked GPT4 and it said no analytical method for determining embedding dimension M presently exists ahead of time. An experimental method does exist that you can perform before training a model: You need to grow the number of embedding dimensions M and calculate FNN every time M grows. Once FNN drops to near zero, then you've finally found a suitable M.

One neat part about all this is that if you have some complex D-dimensional manifold or distribution with features that "poke out" into different directions in the embedding space (imagine a wheel hub with spokes), then increasing the embedding space size M will also increase the distance between the spokes. If M gets large enough, all the spokes should be nearly equal in distance from each other, but points along a singular spoke are also far from each other in most directions except for just a small subset.

I don't think that making it super large would actually make learning on the data any easier though. Best to stick with close to the minimum embedding dimension M. If you get larger, then measurement noise in your data becomes more represented in the embedded distribution. These dynamics also unfold when you increase M, which means if you're trying to only predict the D-dimensional system, you'll have harder time because now you're predicting a (D+large#) dimensional system and the obviousness of the D-dimensional system distribution gets lost in the larger distribution.

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