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More specifically, given a natural number d, how can I generate random vectors in R^d such that each vector x has Euclidean norm <= 1?
Generating random vectors via numpy.random.rand(1,d) is no problem, but the likelihood of such a random vector having norm <= 1 is predictably bad for even not-small d. For example, even for d = 10 about 0.2% percent of such random vectors have appropriately small norm. So that seems like a silly solution.
EDIT: Re: Walter's comment, yes, I'm looking for a uniform distribution over vectors in the unit ball in R^d.
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To calculate the L2 norm of a vector, take the square root of the sum of the squared vector values. Another name for L2 norm of a vector is Euclidean distance. This is often used for calculating the error in machine learning models.
The norm is what is generally used to evaluate the error of a model. For instance it is used to calculate the error between the output of a neural network and what is expected (the actual label or value). You can think of the norm as the length of a vector. It is a function that maps a vector to a positive value.
To find a matrix or vector norm we use function numpy. linalg. norm() of Python library Numpy. This function returns one of the seven matrix norms or one of the infinite vector norms depending upon the value of its parameters.
NumPy offers the random module to work with random numbers.
Based on the Wolfram Mathworld article on hypersphere point picking and Nate Eldredge's answer to a similar question on math.stackexchange.com, you can generate such a vector by generating a vector of d independent Gaussian random variables and a random number U uniformly distributed over the closed interval [0, 1], then normalizing the vector to norm U^(1/d).
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