典型相关分析的高效降维方法
Efficient Dimensionality Reduction for Canonical Correlation Analysis
AI总结:
提出一种基于随机降维变换的快速近似典型相关分析算法,在保证精度的同时显著降低计算复杂度。
摘要:
我们提出了一种用于近似典型相关分析(CCA)的快速算法。给定一对高瘦矩阵,所提出的算法首先采用随机降维变换来减小输入矩阵的规模,然后将任意CCA算法应用于新的一对矩阵。该算法计算原始矩阵对的近似CCA,并具有可证明的保证,同时所需的操作渐近少于最先进的精确算法。
英文摘要:
We present a fast algorithm for approximate Canonical Correlation Analysis (CCA). Given a pair of tall-and-thin matrices, the proposed algorithm first employs a randomized dimensionality reduction transform to reduce the size of the input matrices, and then applies any CCA algorithm to the new pair of matrices. The algorithm computes an approximate CCA to the original pair of matrices with provable guarantees, while requiring asymptotically less operations than the state-of-the-art exact algorithms.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。