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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

We propose a new technique, Singular Vector Canonical Correlation Analysis (SVCCA), a tool for quickly comparing two representations in a way that is both invariant to affine transform (allowing comparison between different layers and…

Machine Learning · Statistics 2017-11-09 Maithra Raghu , Justin Gilmer , Jason Yosinski , Jascha Sohl-Dickstein

Canonical correlation analysis (CCA) is a technique for finding correlations between different data modalities and learning low-dimensional representations. As fairness becomes crucial in machine learning, fair CCA has gained attention.…

Machine Learning · Computer Science 2025-10-02 Bojian Hou , Zhanliang Wang , Zhuoping Zhou , Boning Tong , Zexuan Wang , Jingxuan Bao , Duy Duong-Tran , Qi Long , Li Shen

Canonical Correlation Analysis (CCA) is widely used for multimodal data analysis and, more recently, for discriminative tasks such as multi-view learning; however, it makes no use of class labels. Recent CCA methods have started to address…

Machine Learning · Computer Science 2019-07-19 Heather D. Couture , Roland Kwitt , J. S. Marron , Melissa Troester , Charles M. Perou , Marc Niethammer

Manifold matching works to identify embeddings of multiple disparate data spaces into the same low-dimensional space, where joint inference can be pursued. It is an enabling methodology for fusion and inference from multiple and massive…

Machine Learning · Statistics 2012-09-18 Ming Sun , Carey E. Priebe , Minh Tang

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

Generalized canonical correlation analysis (GCCA) aims at finding latent low-dimensional common structure from multiple views (feature vectors in different domains) of the same entities. Unlike principal component analysis (PCA) that…

Machine Learning · Statistics 2017-08-02 Xiao Fu , Kejun Huang , Mingyi Hong , Nicholas D. Sidiropoulos , Anthony Man-Cho So

This paper is concerned with the analysis of correlation between two high-dimensional data sets when there are only few correlated signal components but the number of samples is very small, possibly much smaller than the dimensions of the…

Information Theory · Computer Science 2016-04-08 Yang Song , Peter J. Schreier , David Ramirez , Tanuj Hasija

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

Recent advances in citation recommendation have improved accuracy by leveraging multi-view representation learning to integrate the various modalities present in scholarly documents. However, effectively combining multiple data views…

Information Retrieval · Computer Science 2025-07-24 Conor McNamara , Effirul Ramlan

We consider a high-dimensional linear regression problem. Unlike many papers on the topic, we do not require sparsity of the regression coefficients; instead, our main structural assumption is a decay of eigenvalues of the covariance matrix…

Statistics Theory · Mathematics 2021-10-01 Igor Silin , Jianqing Fan

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

Combining the predictions of multiple trained models through ensembling is generally a good way to improve accuracy by leveraging the different learned features of the models, however it comes with high computational and storage costs.…

Machine Learning · Computer Science 2024-07-09 Stefan Horoi , Albert Manuel Orozco Camacho , Eugene Belilovsky , Guy Wolf

Recently the widely used multi-view learning model, Canonical Correlation Analysis (CCA) has been generalised to the non-linear setting via deep neural networks. Existing deep CCA models typically first decorrelate the feature dimensions of…

Computer Vision and Pattern Recognition · Computer Science 2018-03-28 Xiaobin Chang , Tao Xiang , Timothy M. Hospedales

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…

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

We consider a linear regression $y=X\beta+u$ where $X\in\mathbb{\mathbb{{R}}}^{n\times p}$, $p\gg n,$ and $\beta$ is $s$-sparse. Motivated by examples in financial and economic data, we consider the situation where $X$ has highly correlated…

Information Theory · Computer Science 2015-04-07 Behrooz Ghorbani , Ozgur Yilmaz

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Machine Learning · Statistics 2024-02-26 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Canonical correlation analysis is a widely used multivariate statistical technique for exploring the relation between two sets of variables. This paper considers the problem of estimating the leading canonical correlation directions in…

Statistics Theory · Mathematics 2015-10-16 Chao Gao , Zongming Ma , Zhao Ren , Harrison H. Zhou

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
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