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Large-Scale Sparse Kernel Canonical Correlation Analysis

ICML 2019 · Learning theory and algorithms › Matrix and tensor methods · approach: Sparse regression with guarantees · 23 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use gradKCCA (preimage-constrained KCCA with alternating projected gradient) instead of baselinesnon-linear CCA on MNIST · MNISTtest correlation: 0.952 vs 0.950 (KNOI), 0.949 (RCCA)Helped
Use gradKCCA instead of baselinesnon-linear CCA on MNIST · MNISTcomputation time: 56 s vs 78 s (RCCA, second fastest) and 4578 s (DCCA)Helped
Use gradKCCA instead of baselinesnon-linear CCA on MediaMill · MediaMilltest correlation: 0.657 vs 0.645 (KNOI)Helped
Use gradKCCA instead of baselinesnon-linear CCA on MediaMill · MediaMillcomputation time: 8 s vs 23 s (RCCA, second fastest)Helped
Constrain l1 norm of projection preimages (sparsity) in gradKCCAgradKCCA on monotone simulated relations · simulated monotone relations with varying noise variablesF1 score and AUCHelped
Use preimage-constrained gradKCCA vs. standard KCCAnon-monotone simulated relations with quadratic kernel · simulated non-monotone relationstest correlation and robustness to noiseNo clear effect
Use gradKCCA instead of SCCA-HSIC on non-monotone relationssparse non-linear CCA on simulated non-monotone relations · simulated non-monotone relationsF1 scoreHelped
Use gradKCCA instead of KCCA/DCCA/KNOI for noise robustness on non-monotone relationsnon-linear CCA with irrelevant noise variables · simulated non-monotone relationsrobustness to noise variablesHelped
Use gradKCCA instead of DCCA/KNOI/SCCA-HSIC on monotone relations with noisenon-linear CCA with irrelevant noise variables · simulated monotone relationsrobustness to noise variablesHelped
Scale sample size with gradKCCA (linear-time optimization) instead of kernel-matrix methodslarge sample simulated monotone relations · simulated monotone relations, n up to 10^6running timeHelped
Replace KCCA's exact kernel with gradKCCA preimage model on monotone sample-size experimentgradKCCA vs RCCA and DCCA on monotone relations · simulated monotone relations, varying sample sizetrain and test kernel canonical correlationNo clear effect
Use gradKCCA rather than KNOI/DCCA for non-monotone relations at large sample sizesnon-linear CCA on non-monotone relations · simulated non-monotone relations, varying sample sizetest correlationMixed

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