class CanCorrelation extends Reducer with Error
The CanCorrelation class performs Canonical Correlation Analysis 'CCA'
on two random vectors. Samples for the first one are stored in the 'x'
data matrix and samples for the second are stored in the 'y' data matrix.
Find vectors a and b that maximize the correlation between x * a and y * b.
max {rho (x * a, y * b)}
Additional vectors orthogonal to a and b can also be found.
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new
CanCorrelation(x: MatrixD, y: MatrixD)
- x
the x data matrix
- y
the y data matrix
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def
recover(): MatrixD
Approximately recover the original data ...
Approximately recover the original data ...
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def
recover2(): (MatrixD, MatrixD)
Approximately recover the original data ...
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def
reduce(): MatrixD
Reduce the original data ...
Reduce the original data ...
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def
reduce2(): (MatrixD, MatrixD)
Reduce the original data ...
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