Sparse canonical correlation analysis

  • Authors:
  • David R. Hardoon;John Shawe-Taylor

  • Affiliations:
  • Data Mining Department, Institute for Infocomm Research (I2R), A*STAR, Singapore, Singapore 138632 and Centre for Computational Statistics and Machine Learning, Department of Computer Science, Uni ...;Centre for Computational Statistics and Machine Learning, Department of Computer Science, University College London, London, UK WC1E 6BT

  • Venue:
  • Machine Learning
  • Year:
  • 2011

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Abstract

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 representation for the first view while having a dual representation for the second view. Sparse CCA (SCCA) minimises the number of features used in both the primal and dual projections while maximising the correlation between the two views. The method is compared to alternative sparse solutions as well as demonstrated on paired corpuses for mate-retrieval. We are able to observe, in the mate-retrieval, that when the number of the original features is large SCCA outperforms Kernel CCA (KCCA), learning the common semantic space from a sparse set of features.