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A Tutorial on Canonical Correlation Methods
DOI:10.1145/3136624.png)
摘要
En 中文
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 two sets of variables when the sample size is insufficient in relation to the data dimensionality, when the relations have been considered to be non-linear, and when the dimensionality is too large for human interpretation. This tutorial explains the theory of canonical correlation analysis, including its regularised, kernel, and sparse variants. Additionally, the deep and Bayesian CCA extensions are briefly reviewed. Together with the numerical examples, this overview provides a coherent compendium on the applicability of the variants of canonical correlation analysis. By bringing together techniques for solving the optimisation problems, evaluating the statistical significance and generalisability of the canonical correlation model, and interpreting the relations, we hope that this article can serve as a hands-on tool for applying canonical correlation methods in data analysis.
Keyword:
Canonical correlation
regularisation
kernel methods
sparsity
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期刊
IF:
28
论文数:
2.4K
被引数:
3.5W
机构
引用论文
Convergence analysis of kernel Canonical Correlation Analysis: theory and practice核典型相关分析的收敛性分析: 理论与实践
MACHINE LEARNING
IF2.9

