419
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Orthogonal canonical correlation analysis and applications

, , &
Pages 787-807 | Received 27 May 2019, Accepted 29 Nov 2019, Published online: 20 Jan 2020

References

  • P.-A. Absil, R. Mahony, and R. Sepulchre, Optimization Algorithms On Matrix Manifolds, Princeton University Press, Princeton, NJ, 2008.
  • Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der Vorst (eds.), Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide, SIAM, Philadelphia, PA, 2000.
  • D. Chu, L. Liao, M.K. Ng, and X. Zhang, Sparse canonical correlation analysis: new formulation and algorithm, IEEE Trans. Pattern Anal. Mach. Intell. 35(12) (2013), pp. 3050–3065. doi: 10.1109/TPAMI.2013.104
  • C. Cortes and M. Mohri, AUC optimization vs. error rate minimization, in Advances in Neural Information Processing Systems 16, S. Thrun, L.K. Saul, and B. Scholkopf, eds., 2004, pp. 313–320.
  • J.P. Cunningham and Z. Ghahramani, Linear dimensionality reduction: survey, insights, and generalizations, J. Mach. Learning Res. 16 (2015), pp. 2859–2900.
  • K. Dembszynski, W. Waegeman, W. Cheng, and E. Hüllermeier, On label dependence in multilabel classification, LastCFP: ICML Workshop on Learning from Multi-label data, Ghent University, KERMIT, Department of Applied Mathematics, Biometrics and Process Control, 2010.
  • S. Džeroski, D. Demšar, and J. Grbović, Predicting chemical parameters of river water quality from bioindicator data, Appl. Intell. 13(1) (2000), pp. 7–17. doi: 10.1023/A:1008323212047
  • A. Edelman, T.A. Arias, and S.T. Smith, The geometry of algorithms with orthogonality constraints, SIAM J. Matrix Anal. Appl. 20(2) (1999), pp. 303–353. doi: 10.1137/S0895479895290954
  • R.-E. Fan, K.-W. Chang, C.-J. Hsieh, X.-R. Wang, and C.-J. Lin, Liblinear: A library for large linear classification, J. Mach. Learn. Res. 9(Aug) (2008), pp. 1871–1874.
  • B. Gao, X. Liu, X.J. Chen, and Y. Yuan, A new first-order algorithmic framework for optimization problems with orthogonality constraints, SIAM J. Optim. 28(1) (2018), pp. 302–332. doi: 10.1137/16M1098759
  • B. Gao, X. Liu, and Y. Yuan, First-order algorithms for optimization problems with orthogonality constraints, Oper. Res. Trans. 21(4) (2017), pp. 57–68.
  • G.H. Golub and C.F. Van Loan, Matrix Computations, 4th ed., Johns Hopkins University Press, Baltimore, MD, 2013.
  • D.R. Hardoon, S. Szedmak, and J. Shawe-Taylor, Canonical correlation analysis: an overview with application to learning methods, Neural Comput. 16(12) (2004), pp. 2639–2664. doi: 10.1162/0899766042321814
  • B. Hariharan, L. Zelnik-Manor, M. Varma, and S. Vishwanathan, Large scale max-marginmultilabel classification with priors, in Proceedings of the 27th International Conference on Machine Learning, J. Fürnkranz and T. Joachims, eds., Omnipress, Madison, WI, 2010, pp. 423–430.
  • E. Hatzikos, G. Tsoumakas, G. Tzanisand, N. Bassiliades, and I. Vlahavas, An empirical study on sea water quality prediction, Knowl. Based Syst. 21(6) (2008), pp. 471–478. doi: 10.1016/j.knosys.2008.03.005
  • H. Hotelling, Relations between two sets of variates, Biometrika 28(3-4) (1936), pp. 321–377. doi: 10.1093/biomet/28.3-4.321
  • J. Hu, A. Milzarek, Z. Wen, and Y. Yuan, Adaptive quadratically regularized Newton method for Riemannian optimization, SIAM J. Matrix Anal. Appl. 39 (2018), pp. 1181–1207. doi: 10.1137/17M1142478
  • B. Jiang and Y.-H. Dai, A framework of constraint preserving update schemes for optimization on stiefel manifold, Math. Program. 153 (2015), pp. 535–575. doi: 10.1007/s10107-014-0816-7
  • A. Karalič and I. Bratko, First order regression, Mach. Learn. 26(2-3) (1997), pp. 147–176. doi: 10.1023/A:1007365207130
  • L. Mackey, Deflation methods for sparse PCA, in Advances in Neural Information Processing Systems 21, D. Koller, D. Schuurmans, Y. Bengio and L. Bottou, eds., NIPS, 2008, pp. 1017–1024.
  • R.J. Muirhead, Aspects of Multivariate Statistical Theory, 2nd ed., Wiley, New York, NY, 2005.
  • J. Nocedal and S. Wright, Numerical Optimization, 2nd ed., Springer, Berlin, 2006.
  • G. Rong, C. Jin, S. Kakade, and P.N.A. Sidford, Efficient algorithms for large-scale generalized eigenvector computation and canonical correlation analysis, in Proceedings of the 33rd International Conference on Machine Learning, M. Balcan and K. Weinberger, eds., JMLR, 2016, pp. 2741–2750.
  • X. Shen, Q. Sun, and Y. Yuan, Orthogonal canonical correlation analysis and its application in feature fusion, in Proceedings of the 16th International Conference on Information Fusion, IEEE, Istanbul, 2013, pp. 151–157.
  • E. Spyromitros-Xioufis, G. Tsoumakas, W. Groves, and I. Vlahavas, Multi-target regression via input space expansion: treating targets as inputs, Mach. Learn. 104(1) (2016), pp. 55–98. doi: 10.1007/s10994-016-5546-z
  • L. Sun, S. Ji, and J. Ye, A least squares formulation for canonical correlation analysis, in Proceeding of the 25th International Conference on Machine learning, A. McCallum and S. Roweis eds., ACM, New York, 2008, pp. 1024–1031.
  • Q.-S. Sun, S.-G. Zeng, Y. Liu, P.-A. Heng, and D.-S. Xia, A new method of feature fusion and its application in image recognition, Pattern. Recognit. 38(12) (2005), pp. 2437–2448. doi: 10.1016/j.patcog.2004.12.013
  • W. Sun and Y. Yuan, Optimization Theory and Methods, Springer, Berlin, 2006.
  • A. Tsanas and A. Xifara, Accurate quantitative estimation of energy performance of residential buildings using statistical machine learning tools, Energy Build. 49 (2012), pp. 560–567. doi: 10.1016/j.enbuild.2012.03.003
  • Z. Wen and W. Yin, A feasible method for optimization with orthogonality constraints, Math. Program. 142(1-2) (2013), pp. 397–434. doi: 10.1007/s10107-012-0584-1
  • I-C. Yeh, Modeling slump flow of concrete using second-order regressions and artificial neural networks, Cem. Concr. Compos. 29(6) (2007), pp. 474–480. doi: 10.1016/j.cemconcomp.2007.02.001
  • L.-H. Zhang and R.-C. Li, Maximization of the sum of the trace ratio on the Stiefel manifold, I: theory, Sci. China Math. 57(12) (2014), pp. 2495–2508. doi: 10.1007/s11425-014-4824-0
  • L.-H. Zhang and R.-C. Li, Maximization of the sum of the trace ratio on the Stiefel manifold, II: computation, Sci. China Math. 58(7) (2015), pp. 1549–1566. doi: 10.1007/s11425-014-4825-z

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.