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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

Canonical correlation analysis (CCA) describes the associations between two sets of variables by maximizing the correlation between linear combinations of the variables in each data set. However, in high-dimensional settings where the…

Methodology · Statistics 2015-01-07 Ines Wilms , Christophe Croux

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

We study the sample complexity of canonical correlation analysis (CCA), \ie, the number of samples needed to estimate the population canonical correlation and directions up to arbitrarily small error. With mild assumptions on the data…

Machine Learning · Computer Science 2019-10-22 Chao Gao , Dan Garber , Nathan Srebro , Jialei Wang , Weiran Wang

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

Nonlinear component analysis such as kernel Principle Component Analysis (KPCA) and kernel Canonical Correlation Analysis (KCCA) are widely used in machine learning, statistics and data analysis, but they can not scale up to big datasets.…

Machine Learning · Computer Science 2016-01-12 Bo Xie , Yingyu Liang , Le Song

Canonical correlation analysis (CCA) is a valuable method for interpreting cross-covariance across related datasets of different dimensionality. There are many potential applications of CCA to neuroimaging data analysis. For instance, CCA…

Quantitative Methods · Quantitative Biology 2015-03-06 Natalia Y. Bilenko , Jack L. Gallant

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

Canonical Correlation Analysis (CCA) is a statistical technique used to extract common information from multiple data sources or views. It has been used in various representation learning problems, such as dimensionality reduction, word…

Machine Learning · Computer Science 2020-06-18 Benjamin Dutton

Comparing different neural network representations and determining how representations evolve over time remain challenging open questions in our understanding of the function of neural networks. Comparing representations in neural networks…

Machine Learning · Statistics 2018-10-25 Ari S. Morcos , Maithra Raghu , Samy Bengio

Canonical correlation analysis is a classical technique for exploring the relationship between two sets of variables. It has important applications in analyzing high dimensional datasets originated from genomics, imaging and other fields.…

Methodology · Statistics 2016-04-05 Chao Gao , Zongming Ma , Harrison H. Zhou

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

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

Standard risk models reduce the rich dependence structure of financial markets to scalar volatility estimates, discarding the topological information encoded in cross-asset correlation networks. We present ORCA (Online Regime Correlation…

Computational Engineering, Finance, and Science · Computer Science 2026-04-21 Boris Kriuk , Fedor Kriuk

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

In machine learning, Feature Selection (FS) is a major part of efficient algorithm. It fuels the algorithm and is the starting block for our prediction. In this paper, we present a new method, called Optimal Coordinate Ascent (OCA) that…

Machine Learning · Statistics 2018-12-04 David Saltiel , Eric Benhamou

Feature selection refers to the process of selecting useful features for machine learning tasks, and it is also a key step for structural health monitoring (SHM). This paper proposes a fast feature selection algorithm by efficiently…

Machine Learning · Statistics 2024-09-11 Sikai Zhang , Tingna Wang , Keith Worden , Limin Sun , Elizabeth J. Cross

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

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

In this paper, we propose an approach for learning binary hash codes for image retrieval. Canonical Correlation Analysis (CCA) is used to design two loss functions for training a neural network such that the correlation between the two…

Image and Video Processing · Electrical Eng. & Systems 2021-06-14 Abin Jose , Daniel Filbert , Christian Rohlfing , Jens-Rainer Ohm