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We present RandomizedCCA, a randomized algorithm for computing canonical analysis, suitable for large datasets stored either out of core or on a distributed file system. Accurate results can be obtained in as few as two data passes, which…

Machine Learning · Statistics 2014-11-14 Paul Mineiro , Nikos Karampatziakis

Sparse and outlier-robust Principal Component Analysis (PCA) has been a very active field of research recently. Yet, most existing methods apply PCA to a single dataset whereas multi-source data-i.e. multiple related datasets requiring…

Methodology · Statistics 2026-02-26 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

Sparse principal component analysis (PCA) is a popular dimensionality reduction technique for obtaining principal components which are linear combinations of a small subset of the original features. Existing approaches cannot supply…

Optimization and Control · Mathematics 2022-02-22 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components…

Optimization and Control · Mathematics 2009-07-14 Zhaosong Lu , Yong Zhang

In this paper we address the problem of matching sets of vectors embedded in the same input space. We propose an approach which is motivated by canonical correlation analysis (CCA), a statistical technique which has proven successful in a…

Computer Vision and Pattern Recognition · Computer Science 2013-06-11 Ognjen Arandjelovic

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

In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive…

Machine Learning · Computer Science 2012-07-03 Florian Yger , Maxime Berar , Gilles Gasso , Alain Rakotomamonjy

Principal Component Analysis (PCA) has been used to study the pathogenesis of diseases. To enhance the interpretability of classical PCA, various improved PCA methods have been proposed to date. Among these, a typical method is the…

Machine Learning · Computer Science 2019-05-29 Chun-Mei Feng , Yong Xu , Jin-Xing Liu , Ying-Lian Gao , Chun-Hou Zheng

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Canonical Correlation Analysis (CCA) is a method for analyzing pairs of random vectors; it learns a sequence of paired linear transformations such that the resultant canonical variates are maximally correlated within pairs while…

Methodology · Statistics 2023-08-23 Daniel Kessler , Elizaveta Levina

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on…

Methodology · Statistics 2019-11-20 Yixuan Qiu , Jing Lei , Kathryn Roeder

Canonical correlation analysis (CCA) has become a key tool for population neuroimaging, allowing investigation of associations between many imaging and non-imaging measurements. As other variables are often a source of variability not of…

Methodology · Statistics 2024-01-09 Anderson M. Winkler , Olivier Renaud , Stephen M. Smith , Thomas E. Nichols

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

Multiview analysis aims at extracting shared latent components from data samples that are acquired in different domains, e.g., image, text, and audio. Classic multiview analysis, e.g., canonical correlation analysis (CCA), tackles this…

Machine Learning · Computer Science 2020-06-24 Qi Lyu , Xiao Fu

Extracting meaningful latent representations from high-dimensional sequential data is a crucial challenge in machine learning, with applications spanning natural science and engineering. We introduce InfoDPCCA, a dynamic probabilistic…

Machine Learning · Computer Science 2025-06-11 Shiqin Tang , Shujian Yu

We present Deep Tensor Canonical Correlation Analysis (DTCCA), a method to learn complex nonlinear transformations of multiple views (more than two) of data such that the resulting representations are linearly correlated in high order. The…

Machine Learning · Computer Science 2020-05-26 Hok Shing Wong , Li Wang , Raymond Chan , Tieyong Zeng

Canonical correlation analysis (CCA) is a popular statistical technique for exploring relationships between datasets. In recent years, the estimation of sparse canonical vectors has emerged as an important but challenging variant of the CCA…

Machine Learning · Statistics 2023-11-06 Qiuyun Zhu , Yves Atchade

Canonical correlation analysis is a family of multivariate statistical methods for the analysis of paired sets of variables. Since its proposition, canonical correlation analysis has for instance been extended to extract relations between…

Machine Learning · Computer Science 2017-11-08 Viivi Uurtio , João M. Monteiro , Jaz Kandola , John Shawe-Taylor , Delmiro Fernandez-Reyes , Juho Rousu
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