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Counterintuitive Properties of High Dimensional Space

marckhoury.github.io

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Re: Counterintuitive Properties of High Dimensional Space

#2
Great article! I've been thinking about this on and off recently, as I wonder if we might be having intuitive issues when it comes to gradient descent optimization.

3 Blue,1 Brown had a video recently that kicked off my head scratching and is a great complement to your article: https://www.youtube.com/watch?v=zwAD6dRSVyI

Re: Counterintuitive Properties of High Dimensional Space

#3
This was the first application of the Monte Carlo numerical method I've done in college. Take an N-dimensional cube with volume = 1. Inscribe an N-sphere in it. Calculate the volume of the N-sphere as a function of N.

I was too lazy to do the strict proof, so I sprayed it with lots of Monte Carlo bullets. It's like a page of code in any language. It turns out, as the article says, the volume of the N-sphere keeps getting smaller and smaller as N increases. In higher dimensions, there's a lot more volume in the corners of the N-cube. It did seem like the N-sphere was shrinking down to nothing in spaces with lots of dimensions.

Seems obvious after you read the article and look at the diagrams, but back then I had to think about it for a while. I thought my implementation was wrong somehow, but eventually I realized what was going on. Pretty amazing stuff.

Re: Counterintuitive Properties of High Dimensional Space

#6

This was the first application of the Monte Carlo numerical method I've done in college. Take an N-dimensional cube with volume = 1. Inscribe an N-sphere in it. Calculate the volume of the N-sphere as a function of N. I was too lazy to do the strict proof, so I sprayed it with lots of Monte Carlo bullets. It's like a page of code in any language. It turns out, as the article says, the volume of the N-sphere keeps get…

I was reminded of this: https://mikesmathpage.wordpress.com/2016/04/29/a-strange-pro...

which I solved with this F# script, while learning F# https://gist.github.com/jackmott/bec1e4c7e84904702bac1dae97c...

Re: Counterintuitive Properties of High Dimensional Space

#7

Great article! I've been thinking about this on and off recently, as I wonder if we might be having intuitive issues when it comes to gradient descent optimization. 3 Blue,1 Brown had a video recently that kicked off my head scratching and is a great complement to your article: https://www.youtube.com/watch?v=zwAD6dRSVyI

Thank you! It's funny you should mention that because I've been thinking about continuous optimization a lot lately.

That's a great video, I really like his slider method for understanding the coordinates. Thanks for linking it!

Re: Counterintuitive Properties of High Dimensional Space

#8
post #4

Just today on numberphile channel they showed how to pass circle through smaller square hole by bending it in higher (3rd) dimension: https://m.youtube.com/watch?v=AvFNCNOyZeE

The did a numberphile video on this exact topic a few months ago: https://www.youtube.com/watch?v=mceaM2_zQd8

Re: Counterintuitive Properties of High Dimensional Space

#10
from the article: The volume of the unit d-sphere goes to 0 as d grows! A high dimensional unit sphere encloses almost no volume!

Maybe I'm nitpicking, but this interpretation is not accurate IMO. Volume of N-dimensional sphere is measured is different units than that of (N-1)-dimensional sphere. E.g. one is m^5, and another is m^4. Comparing values measured in different units is not the best idea. It would be better worded as : the ratio of volume of N-dimensional sphere to the volume of same-dimensional cube approaches zero when N goes to infinity. But this is not a counter-intuitive statement.

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