RandPro - Random Projection with Classification
Performs random projection using Johnson-Lindenstrauss
(JL) Lemma (see William B.Johnson and Joram Lindenstrauss
(1984) <doi:10.1090/conm/026/737400>). Random Projection is a
dimension reduction technique, where the data in the high
dimensional space is projected into the low dimensional space
using JL transform. The original high dimensional data matrix
is multiplied with the low dimensional projection matrix which
results in reduced matrix. The projection matrix can be
generated using the projection function that is independent to
the original data. Then finally apply the classification task
on the projected data.