2017/01/16 by Xiaowei Zhang, Zhang, Xiaowei, Delin Chu +5
Mathematics · #FOS: Computer and information sciences #Machine Learning (stat.ML) #stat.ML
paper · pdf · doi:10.48550/arxiv.1701.04207
arxiv created 2017/01/16 · arxiv updated 2017/01/17
Canonical correlation analysis (CCA) is a multivariate statistical technique for finding the linear relationship between two sets of variables. The kernel generalization of CCA named kernel CCA has been proposed to find nonlinear relations between datasets. Despite their wide usage, they have one common limitation that is the lack of sparsity in their solution. In this paper, we consider sparse kernel CCA and propose a novel sparse kernel CCA algorithm (SKCCA). Our algorithm is based on a relationship between kernel CCA and least squares. Sparsity of the dual transformations is introduced by penalizing the ℓ1-norm of dual vectors. Experiments demonstrate that our algorithm not only performs well in computing sparse dual transformations but also can alleviate the over-fitting problem of kernel CCA.