[stochastic_monk]

That makes sense. Thank you for explaining! I hadn’t fully pieced it together from the commit.

For dimensionality reduction, if one were to use my library, the way to go would be the orthogonal JL transform. The key to all these methods is the idea that multiplication by a diagonal matrix and subsequent F[HF]T is equivalent to multiplication by a matrix, which is what allows it to do what random matrix multiplication provides without instantiating or using the full matrix.

As an aside, I admire your work and think it’s both very exciting and highly valuable.