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Canonical Correlation Analysis (CCA) is a widely used statistical tool with both well established theory and favorable performance for a wide range of machine learning problems. However, computing CCA for huge datasets can be very slow…

Machine Learning · Statistics 2014-12-31 Yichao Lu , Dean P. Foster

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Canonical correlation analysis (CCA) is a technique to find statistical dependencies between a pair of multivariate data. However, its application to high dimensional data is limited due to the resulting time complexity. While the…

Machine Learning · Computer Science 2020-12-29 Naoko Koide-Majima , Kei Majima

Canonical Correlation Analysis (CCA) is a widely used spectral technique for finding correlation structures in multi-view datasets. In this paper, we tackle the problem of large scale CCA, where classical algorithms, usually requiring…

Machine Learning · Statistics 2015-06-29 Zhuang Ma , Yichao Lu , Dean Foster

We present a fast algorithm for approximate Canonical Correlation Analysis (CCA). Given a pair of tall-and-thin matrices, the proposed algorithm first employs a randomized dimensionality reduction transform to reduce the size of the input…

Data Structures and Algorithms · Computer Science 2013-05-03 Haim Avron , Christos Boutsidis , Sivan Toledo , Anastasios Zouzias

Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have expanded their application to decipher the interactions of…

Machine Learning · Statistics 2025-02-05 Hongju Park , Shuyang Bai , Zhenyao Ye , Hwiyoung Lee , Tianzhou Ma , Shuo Chen

Canonical Correlation Analysis (CCA) is a classical tool for finding correlations among the components of two random vectors. In recent years, CCA has been widely applied to the analysis of genomic data, where it is common for researchers…

Machine Learning · Computer Science 2012-06-22 Sivaraman Balakrishnan , Kriti Puniyani , John Lafferty

Massive data analysis calls for distributed algorithms and theories. We design a multi-round distributed algorithm for canonical correlation analysis. We construct principal directions through the convex formulation of canonical correlation…

Computation · Statistics 2024-12-24 Canyi Chen , Liping Zhu

Given two sets of variables, derived from a common set of samples, sparse Canonical Correlation Analysis (CCA) seeks linear combinations of a small number of variables in each set, such that the induced canonical variables are maximally…

Machine Learning · Statistics 2016-05-31 Megasthenis Asteris , Anastasios Kyrillidis , Oluwasanmi Koyejo , Russell Poldrack

Canonical correlation analysis (CCA) is a powerful technique for discovering whether or not hidden sources are commonly present in two (or more) datasets. Its well-appreciated merits include dimensionality reduction, clustering,…

Machine Learning · Computer Science 2018-08-15 Jia Chen , Gang Wang , Yanning Shen , Georgios B. Giannakis

Canonical correlation analysis (CCA) is a classic statistical method for discovering latent co-variation that underpins two or more observed random vectors. Several extensions and variations of CCA have been proposed that have strengthened…

Machine Learning · Computer Science 2023-12-22 Paris A. Karakasis , Nicholas D. Sidiropoulos

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an $\ell_2$ penalty on the CCA…

Methodology · Statistics 2021-07-30 Elena Tuzhilina , Leonardo Tozzi , Trevor Hastie

Random features approach has been widely used for kernel approximation in large-scale machine learning. A number of recent studies have explored data-dependent sampling of features, modifying the stochastic oracle from which random features…

Machine Learning · Computer Science 2021-11-03 Yinsong Wang , Shahin Shahrampour

Canonical Correlation Analysis (CCA) is a method for feature extraction of two views by finding maximally correlated linear projections of them. Several variants of CCA have been introduced in the literature, in particular, variants based…

Machine Learning · Computer Science 2022-03-25 Tomer Friedlander , Lior Wolf

In classical canonical correlation analysis (CCA), the goal is to determine the linear transformations of two random vectors into two new random variables that are most strongly correlated. Canonical variables are pairs of these new random…

Methodology · Statistics 2025-10-24 Tomasz Górecki , Mirosław Krzyśko , Felix Gnettner , Piotr Kokoszka

Discriminative Canonical Correlation Analysis (DCCA) is a powerful supervised feature extraction technique for two sets of multivariate data, which has wide applications in pattern recognition. DCCA consists of two parts: (i) mean-centering…

Quantum Physics · Physics 2022-06-14 Yong-Mei Li , Hai-Ling Liu , Shi-Jie Pan , Su-Juan Qin , Fei Gao , Qiao-Yan Wen

We consider the problem of sparse canonical correlation analysis (CCA), i.e., the search for two linear combinations, one for each multivariate, that yield maximum correlation using a specified number of variables. We propose an efficient…

Computation · Statistics 2008-01-18 Ami Wiesel , Mark Kliger , Alfred O. Hero

Randomized algorithms provide solutions to two ubiquitous problems: (1) the distributed calculation of a principal component analysis or singular value decomposition of a highly rectangular matrix, and (2) the distributed calculation of a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-09 Huamin Li , Yuval Kluger , Mark Tygert

Sparse canonical correlation analysis (CCA) is a useful statistical tool to detect latent information with sparse structures. However, sparse CCA works only for two datasets, i.e., there are only two views or two distinct objects. To…

Machine Learning · Computer Science 2020-04-24 Jia Cai , Kexin Lv , Junyi Huo , Xiaolin Huang , Jie Yang
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