A Jacobi-Davidson Method for Large Scale Canonical Correlation Analysis

被引：0
|
作者：
Teng, Zhongming [1 ]
Zhang, Xiaowei [1 ]
机构：
[1] Fujian Agr & Forestry Univ, Coll Comp & Informat Sci, Fuzhou 350002, Peoples R China
来源：
ALGORITHMS | 2020年 / 13卷 / 09期
基金：
中国国家自然科学基金;
关键词：
canonical correlation analysis; Jacobi-Davidson; generalized eigenvalue problems; convergence; ALGORITHMS; CHEBYSHEV;
D O I：
10.3390/a13090229
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In the large scale canonical correlation analysis arising from multi-view learning applications, one needs to compute canonical weight vectors corresponding to a few of largest canonical correlations. For such a task, we propose a Jacobi-Davidson type algorithm to calculate canonical weight vectors by transforming it into the so-called canonical correlation generalized eigenvalue problem. Convergence results are established and reveal the accuracy of the approximate canonical weight vectors. Numerical examples are presented to support the effectiveness of the proposed method.
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页数：17
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