Abstract
Unlike dimensionality reduction (DR) tools for single-view data, e.g., principal component analysis (PCA), canonical correlation analysis (CCA) and generalized CCA (GCCA) are able to integrate information from multiple feature spaces of data. This is critical in multi-modal data fusion and analytics, where samples from a single view may not be enough for meaningful DR. In this work, we focus on a popular formulation of GCCA, namely, MAX-VAR GCCA. The classic MAX-VAR problem is optimally solvable via eigen-decomposition, but this solution has serious scalability issues. In addition, how to impose regularizers on the sought canonical components was unclear - while structure-promoting regularizers are often desired in practice. We propose an algorithm that can easily handle datasets whose sample and feature dimensions are both large by exploiting data sparsity. The algorithm is also flexible in incorporating regularizers on the canonical components. Convergence properties of the proposed algorithm are carefully analyzed. Numerical experiments are presented to showcase its effectiveness.
Original language | English (US) |
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Title of host publication | 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 5855-5859 |
Number of pages | 5 |
ISBN (Electronic) | 9781509041176 |
DOIs | |
State | Published - Jun 16 2017 |
Event | 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - New Orleans, United States Duration: Mar 5 2017 → Mar 9 2017 |
Publication series
Name | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
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ISSN (Print) | 1520-6149 |
Other
Other | 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 |
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Country/Territory | United States |
City | New Orleans |
Period | 3/5/17 → 3/9/17 |
Bibliographical note
Publisher Copyright:© 2017 IEEE.
Keywords
- Generalized canonical correlation analysis
- MAX-VAR
- multi-view analysis