Trace Lasso regularization for adaptive sparse canonical correlation analysis via manifold optimization approach

DOI10.1007/S40305-022-00449-XMaRDI QIDQ6601964zbMATH OpenFDO

Authors Kangkang Deng, Zheng Peng

Publication date 11 September 2024

Published in Journal of the Operations Research Society of China (Search for Journal in Brave)

zbMATH Keywords

canonical correlation analysismanifold optimizationsparsity of canonical vectorstrace Lasso regularization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

Recommendations

• Sparse canonical correlation analysis from a predictive point of view
• Sparse generalized canonical correlation analysis via linearized Bregman method
• tSSNALM: a fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA
• An iterative penalized least squares approach to sparse canonical correlation analysis
• Sparse CCA using a lasso with positivity constraints

Cites work

• A brief introduction to manifold optimization
• A manifold inexact augmented Lagrangian method for nonsmooth optimization on Riemannian submanifolds in Euclidean space
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• An iterative penalized least squares approach to sparse canonical correlation analysis
• Canonical ridge and econometrics of joint production
• Computer Vision - ECCV 2004
• Extensions of sparse canonical correlation analysis with applications to genomic data
• First-order methods in optimization
• Global rates of convergence for nonconvex optimization on manifolds
• Optimality conditions for the nonlinear programming problems on Riemannian manifolds
• Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis
• Quantifying the association between gene expressions and DNA-markers by penalized canonical correlation analysis
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Robust Subspace Clustering for Multi-View Data by Exploiting Correlation Consensus
• Sparse CCA: adaptive estimation and computational barriers
• Sparse canonical correlation analysis from a predictive point of view
• Sparse canonical correlation analysis with application to genomic data integration
• The Riemannian Barzilai-Borwein method with nonmonotone line search and the matrix geometric mean computation

This page was built for publication: Trace Lasso regularization for adaptive sparse canonical correlation analysis via manifold optimization approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6601964)