TL;DR本文介绍了一种名为 L-CCA 的迭代算法,可在巨大的稀疏数据集上快速计算 CCA,同时建立了 L-CCA 的渐近收敛和有限时间准确性理论。实验结果表明,在两个真实数据集上,L-CCA 的表现优于其他快速 CCA 近似方案。
Abstract
canonical correlation analysis (CCA) is a widely used statistical tool with
both well established theory and favorable performance for a wide range of
machine learning problems. However, computing CCA for huge da