Generalized Canonical Correlation Analysis for Disparate Data Fusion

Abstract: Manifold matching works to identify embeddings of multiple disparate data spaces into the same low-dimensional space, where joint inference can be pursued. It is an enabling methodology for fusion and inference from multiple and massive disparate data sources. In this paper we focus on a method called Canonical Correlation Analysis (CCA) and its generalization Generalized Canonical Correlation Analysis (GCCA), which belong to the more general Reduced Rank Regression (RRR) framework. We present an efficiency investigation of CCA and GCCA under different training conditions for a particular text document classification task.