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Canonical Correlation Analysis (CCA) is a widespread technique for discovering linear relationships between two sets of variables $X \in \mathbb{R}^{n \times p}$ and $Y \in \mathbb{R}^{n \times q}$. In high dimensions however, standard…

Methodology · Statistics 2024-05-31 Claire Donnat , Elena Tuzhilina

Given two data matrices $X$ and $Y$, sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors $u$ and $v$ to maximize the correlation between $Xu$ and $Yv$. However, classical and sparse CCA models consider the…

Machine Learning · Computer Science 2017-10-16 Wenwen Min , Juan Liu , Shihua Zhang

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

We present Deep Generalized Canonical Correlation Analysis (DGCCA) -- a method for learning nonlinear transformations of arbitrarily many views of data, such that the resulting transformations are maximally informative of each other. While…

Machine Learning · Computer Science 2017-06-16 Adrian Benton , Huda Khayrallah , Biman Gujral , Dee Ann Reisinger , Sheng Zhang , Raman Arora

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

Regularized generalized canonical correlation analysis (RGCCA) is a generalization of regularized canonical correlation analysis to three or more sets of variables, which is a component-based approach aiming to study the relationships…

Statistics Theory · Mathematics 2025-03-21 Kuo-Yue Li , Qi-Ye Zhang , Yong-Han Sun

Canonical Correlation Analysis (CCA) is a linear representation learning method that seeks maximally correlated variables in multi-view data. Non-linear CCA extends this notion to a broader family of transformations, which are more powerful…

Machine Learning · Computer Science 2020-02-11 Amichai Painsky , Meir Feder , Naftali Tishby

Canonical correlation analysis (CCA) is a widely used technique for estimating associations between two sets of multi-dimensional variables. Recent advancements in CCA methods have expanded their application to decipher the interactions of…

Machine Learning · Statistics 2025-02-05 Hongju Park , Shuyang Bai , Zhenyao Ye , Hwiyoung Lee , Tianzhou Ma , Shuo Chen

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

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) 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

Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations…

Machine Learning · Statistics 2017-01-17 Xiaowei Zhang , Delin Chu , Li-Zhi Liao , Michael K. Ng

We introduce Block Sparse Canonical Correlation Analysis which estimates multiple pairs of canonical directions (together a "block") at once, resulting in significantly improved orthogonality of the sparse directions which, we demonstrate,…

Machine Learning · Statistics 2020-01-22 Omid Shams Solari , Rojin Safavi , James B. Brown

Canonical Correlation Analysis (CCA) is a method for feature extraction of two views by finding maximally correlated linear projections of them. Several variants of CCA have been introduced in the literature, in particular, variants based…

Machine Learning · Computer Science 2022-03-25 Tomer Friedlander , Lior Wolf

Integration of multi-omics data provides opportunities for revealing biological mechanisms related to certain phenotypes. We propose a novel method of multi-omics integration called supervised deep generalized canonical correlation analysis…

Quantitative Methods · Quantitative Biology 2022-04-21 Jeongyoung Hwang , Sehwan Moon , Hyunju Lee

Tensor canonical correlation analysis (TCCA) has garnered significant attention due to its effectiveness in capturing high-order correlations in multi-view learning. However, existing TCCA methods often underemphasize the characterization…

Optimization and Control · Mathematics 2025-12-10 Yanjiao Zhu , Wanquan Liu , Xianchao Xiu , Jianqin Sun

Background: The integration and analysis of multi-modal data are increasingly essential across various domains including bioinformatics. As the volume and complexity of such data grow, there is a pressing need for computational models that…

Machine Learning · Statistics 2025-04-17 Tianjian Yang , Wei Vivian Li

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

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 multivariate statistical method which describes the associations between two sets of variables. The objective is to find linear combinations of the variables in each data set having maximal…

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