Canonical Correlation Analysis of Datasets With a Common Source Graph

DOI10.1109/TSP.2018.2853130zbMATH Open1414.62200arXiv1803.10309MaRDI QIDQ4622337FDOQ4622337

Jia Chen, Georgios B. Giannakis, Yanning Shen, Gang Wang

Publication date: 12 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: Canonical correlation analysis (CCA) is a powerful technique for discovering whether or not hidden sources are commonly present in two (or more) datasets. Its well-appreciated merits include dimensionality reduction, clustering, classification, feature selection, and data fusion. The standard CCA however, does not exploit the geometry of the common sources, which may be available from the given data or can be deduced from (cross-) correlations. In this paper, this extra information provided by the common sources generating the data is encoded in a graph, and is invoked as a graph regularizer. This leads to a novel graph-regularized CCA approach, that is termed graph (g) CCA. The novel gCCA accounts for the graph-induced knowledge of common sources, while minimizing the distance between the wanted canonical variables. Tailored for diverse practical settings where the number of data is smaller than the data vector dimensions, the dual formulation of gCCA is also developed. One such setting includes kernels that are incorporated to account for nonlinear data dependencies. The resultant graph-kernel (gk) CCA is also obtained in closed form. Finally, corroborating image classification tests over several real datasets are presented to showcase the merits of the novel linear, dual, and kernel approaches relative to competing alternatives.

Full work available at URL: https://arxiv.org/abs/1803.10309

Mathematics Subject Classification ID

Applications of graph theory (05C90) Measures of association (correlation, canonical correlation, etc.) (62H20)

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