A Randomized Algorithm for CCA

13 Nov 2014Paul MineiroNikos Karampatziakis

We present RandomizedCCA, a randomized algorithm for computing canonical analysis, suitable for large datasets stored either out of core or on a distributed file system. Accurate results can be obtained in as few as two data passes, which is relevant for distributed processing frameworks in which iteration is expensive (e.g., Hadoop)... (read more)

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