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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

Learning representations of two views of data such that the resulting representations are highly linearly correlated is appealing in machine learning. In this paper, we present a canonical correlation guided learning framework, which allows…

Machine Learning · Computer Science 2024-10-01 Zhiwen Chen , Siwen Mo , Haobin Ke , Steven X. Ding , Zhaohui Jiang , Chunhua Yang , Weihua Gui

Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical…

Machine Learning · Statistics 2016-01-11 Ziyuan Lin , Jaakko Peltonen

Canonical Correlation Analysis (CCA) models are powerful for studying the associations between two sets of variables. The canonically correlated representations, termed \textit{canonical variates} are widely used in unsupervised learning to…

Machine Learning · Computer Science 2021-06-09 Ofir Lindenbaum , Moshe Salhov , Amir Averbuch , Yuval Kluger

Background: Canonical correlation analysis (CCA) is a classic statistical tool for investigating complex multivariate data. Correspondingly, it has found many diverse applications, ranging from molecular biology and medicine to social…

Methodology · Statistics 2019-01-14 Takoua Jendoubi , Korbinian Strimmer

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

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

In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue…

Machine Learning · Statistics 2009-10-13 Bharath Sriperumbudur , David Torres , Gert Lanckriet

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Computation · Statistics 2016-01-29 Qiaoya Zhang , Yiyuan She

In this paper linear canonical correlation analysis (LCCA) is generalized by applying a structured transform to the joint probability distribution of the considered pair of random vectors, i.e., a transformation of the joint probability…

Methodology · Statistics 2015-06-03 Koby Todros , Alfred O. Hero

Generalized principal component analysis (GLM-PCA) facilitates dimension reduction of non-normally distributed data. We provide a detailed derivation of GLM-PCA with a focus on optimization. We also demonstrate how to incorporate…

Machine Learning · Computer Science 2019-07-08 F. William Townes

This paper presents multi-appearance fusion of Principal Component Analysis (PCA) and generalization of Linear Discriminant Analysis (LDA) for multi-camera view offline face recognition (verification) system. The generalization of LDA has…

Computer Vision and Pattern Recognition · Computer Science 2010-03-31 Dakshina Ranjan Kisku , Hunny Mehrotra , Phalguni Gupta , Jamuna Kanta Sing

We consider shared response modeling, a multi-view learning problem where one wants to identify common components from multiple datasets or views. We introduce Shared Independent Component Analysis (ShICA) that models each view as a linear…

Machine Learning · Computer Science 2021-10-27 Hugo Richard , Pierre Ablin , Bertrand Thirion , Alexandre Gramfort , Aapo Hyvärinen

We propose an efficient algorithm for solving orthogonal canonical correlation analysis (OCCA) in the form of trace-fractional structure and orthogonal linear projections. Even though orthogonality has been widely used and proved to be a…

Machine Learning · Computer Science 2019-09-26 Leihong Zhang , Li Wang , Zhaojun Bai , Ren-cang Li

We propose Deep Multiset Canonical Correlation Analysis (dMCCA) as an extension to representation learning using CCA when the underlying signal is observed across multiple (more than two) modalities. We use deep learning framework to learn…

Machine Learning · Computer Science 2023-02-09 Krishna Somandepalli , Naveen Kumar , Ruchir Travadi , Shrikanth Narayanan

The pose problem is one of the bottlenecks in automatic face recognition. We argue that one of the diffculties in this problem is the severe misalignment in face images or feature vectors with different poses. In this paper, we propose that…

Computer Vision and Pattern Recognition · Computer Science 2015-07-30 Annan Li , Shiguang Shan , Xilin Chen , Bingpeng Ma , Shuicheng Yan , Wen Gao

Principal Component Analysis (PCA) and other multi-variate models are often used in the analysis of "omics" data. These models contain much information which is currently neither easily accessible nor interpretable. Here we present an…

Genomics · Quantitative Biology 2021-11-18 Nordine Aouni , Luc Linders , David Robinson , Len Vandelaer , Jessica Wiezorek , Geetesh Gupta , Rachel Cavill

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

This paper investigates fairness and bias in Canonical Correlation Analysis (CCA), a widely used statistical technique for examining the relationship between two sets of variables. We present a framework that alleviates unfairness by…

Machine Learning · Computer Science 2023-09-28 Zhuoping Zhou , Davoud Ataee Tarzanagh , Bojian Hou , Boning Tong , Jia Xu , Yanbo Feng , Qi Long , Li Shen

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer
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