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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

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

Since the beginning of the 21st century, the size, breadth, and granularity of data in biology and medicine has grown rapidly. In the example of neuroscience, studies with thousands of subjects are becoming more common, which provide…

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

In clinical and biomedical research, multiple high-dimensional datasets are nowadays routinely collected from omics and imaging devices. Multivariate methods, such as Canonical Correlation Analysis (CCA), integrate two (or more) datasets to…

Methodology · Statistics 2025-03-20 Nuria Senar , Mark van de Wiel , Aeilko Zwinderman , Michel Hof

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

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

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

It can be challenging to perform an integrative statistical analysis of multi-view high-dimensional data acquired from different experiments on each subject who participated in a joint study. Canonical Correlation Analysis (CCA) is a…

Methodology · Statistics 2023-10-31 Siddhesh Kulkarni , Subhadip Pal , Jeremy T. Gaskins

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

The canonical correlation analysis (CCA) is commonly used to analyze data sets with paired data, e.g. measurements of gene expression and metabolomic intensities of the same experiments. This allows to find interesting relationships between…

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

We propose novel first-order stochastic approximation algorithms for canonical correlation analysis (CCA). Algorithms presented are instances of inexact matrix stochastic gradient (MSG) and inexact matrix exponentiated gradient (MEG), and…

Machine Learning · Computer Science 2018-02-27 Raman Arora , Teodor V. Marinov , Poorya Mianjy , Nathan Srebro

Canonical Correlation Analysis (CCA) has been widely applied to jointly embed multiple views of data in a maximally correlated latent space. However, the alignment between various data perspectives, which is required by traditional…

Machine Learning · Computer Science 2023-12-11 Biqian Cheng , Evangelos E. Papalexakis , Jia Chen

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

We present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal…

Machine Learning · Statistics 2009-08-20 David R. Hardoon , John Shawe-Taylor

Canonical correlation analysis is a classic well-known multivariate statistical method focusing on the relationships between two sets of variables. The visualisation of those relationships can be achieved by means of a biplot of the…

Methodology · Statistics 2026-04-02 Jan Graffelman

Incorporating prior knowledge into a data-driven modeling problem can drastically improve performance, reliability, and generalization outside of the training sample. The stronger the structural properties, the more effective these…

Robotics · Computer Science 2023-11-20 Wooyoung Chung , Daniel Polani , Stas Tiomkin

Canonical correlation analysis (CCA) is a standard tool for studying associations between two data sources; however, it is not designed for data with count or proportion measurement types. In addition, while CCA uncovers common signals, it…

Computation · Statistics 2022-08-02 Dongbang Yuan , Yunfeng Zhang , Shuai Guo , Wenyi Wang , Irina Gaynanova

Canonical correlation analysis (CCA) is a technique for finding correlated sets of features between two datasets. In this paper, we propose a novel extension of CCA to the online, streaming data setting: Sliding Window Informative Canonical…

Machine Learning · Statistics 2026-05-12 Arvind Prasadan