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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

We study the stochastic optimization of canonical correlation analysis (CCA), whose objective is nonconvex and does not decouple over training samples. Although several stochastic gradient based optimization algorithms have been recently…

Machine Learning · Computer Science 2016-11-15 Weiran Wang , Jialei Wang , Dan Garber , Nathan Srebro

Regularized Generalized Canonical Correlation Analysis (RGCCA) is a general statistical framework for multi-block data analysis. RGCCA enables deciphering relationships between several sets of variables and subsumes many well-known…

Machine Learning · Statistics 2023-02-13 Fabien Girka , Arnaud Gloaguen , Laurent Le Brusquet , Violetta Zujovic , Arthur Tenenhaus

In this paper, we propose a deep probabilistic multi-view model that is composed of a linear multi-view layer based on probabilistic canonical correlation analysis (CCA) description in the latent space together with deep generative networks…

Machine Learning · Computer Science 2020-03-10 Mahdi Karami , Dale Schuurmans

In many applications, such as classification of images or videos, it is of interest to develop a framework for tensor data instead of an ad-hoc way of transforming data to vectors due to the computational and under-sampling issues. In this…

Machine Learning · Statistics 2020-11-13 You-Lin Chen , Mladen Kolar , Ruey S. Tsay

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

Linking two data sources is a basic building block in numerous computer vision problems. Canonical Correlation Analysis (CCA) achieves this by utilizing a linear optimizer in order to maximize the correlation between the two views. Recent…

Computer Vision and Pattern Recognition · Computer Science 2017-02-14 Aviv Eisenschtat , Lior Wolf

Classic and deep generalized canonical correlation analysis (GCCA) algorithms seek low-dimensional common representations of data entities from multiple ``views'' (e.g., audio and image) using linear transformations and neural networks,…

Machine Learning · Computer Science 2023-04-05 Sagar Shrestha , Xiao Fu

The Canonical Correlation Analysis (CCA) family of methods is foundational in multiview learning. Regularised linear CCA methods can be seen to generalise Partial Least Squares (PLS) and be unified with a Generalized Eigenvalue Problem…

Machine Learning · Computer Science 2024-05-02 James Chapman , Lennie Wells , Ana Lawry Aguila

Canonical correlation analysis (CCA) is a method for reducing the dimension of data represented using two views. It has been previously used to derive word embeddings, where one view indicates a word, and the other view indicates its…

Computation and Language · Computer Science 2016-07-28 Dominique Osborne , Shashi Narayan , Shay B. Cohen

This paper studies high-dimensional canonical correlation analysis (CCA) with an emphasis on the vectors that define canonical variables. The paper shows that when two dimensions of data grow to infinity jointly and proportionally, the…

Econometrics · Economics 2025-01-24 Anna Bykhovskaya , Vadim Gorin

A new approach to the sparse Canonical Correlation Analysis (sCCA)is proposed with the aim of discovering interpretable associations in very high-dimensional multi-view, i.e.observations of multiple sets of variables on the same subjects,…

Machine Learning · Statistics 2019-09-18 Omid S. Solari , James B. Brown , Peter J. Bickel

Classical canonical correlation analysis (CCA) requires matrices to be low dimensional, i.e. the number of features cannot exceed the sample size. Recent developments in CCA have mainly focused on the high-dimensional setting, where the…

Methodology · Statistics 2021-06-09 Wenjia Wang , Yi-Hui Zhou

This paper proposes a robust high-dimensional sparse canonical correlation analysis (CCA) method for investigating linear relationships between two high-dimensional random vectors, focusing on elliptical symmetric distributions. Traditional…

Methodology · Statistics 2025-04-18 Chengde Qian , Yanhong Liu , Long Feng

Canonical Correlation Analysis (CCA) is a classic technique for multi-view data analysis. To overcome the deficiency of linear correlation in practical multi-view learning tasks, various CCA variants were proposed to capture nonlinear…

Machine Learning · Computer Science 2019-07-05 Yaxin Shi , Yuangang Pan , Donna Xu , Ivor Tsang

In high-dimensional settings, Canonical Correlation Analysis (CCA) often fails, and existing sparse methods force an untenable choice between computational speed and statistical rigor. This work introduces a fast and provably consistent…

Methodology · Statistics 2025-07-16 Zixuan Wu , Elena Tuzhilina , Claire Donnat

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

Recently the widely used multi-view learning model, Canonical Correlation Analysis (CCA) has been generalised to the non-linear setting via deep neural networks. Existing deep CCA models typically first decorrelate the feature dimensions of…

Computer Vision and Pattern Recognition · Computer Science 2018-03-28 Xiaobin Chang , Tao Xiang , Timothy M. Hospedales

Recent advances in citation recommendation have improved accuracy by leveraging multi-view representation learning to integrate the various modalities present in scholarly documents. However, effectively combining multiple data views…

Information Retrieval · Computer Science 2025-07-24 Conor McNamara , Effirul Ramlan

We give an information-theoretic interpretation of Canonical Correlation Analysis (CCA) via (relaxed) Wyner's common information. CCA permits to extract from two high-dimensional data sets low-dimensional descriptions (features) that…

Information Theory · Computer Science 2020-03-02 Michael Gastpar , Erixhen Sula