Algorithm 1.
Pseudo code of the proposed method
Input: X(1) ∈ ℝd×n, X(2) ∈ ℝd×n, Y ∈ ℝc×n, β, γ |
Output: W |
1 Conduct CCA to obtain (B̂(1), B̂(2)) and λ1, …, λd |
2 Generate canonical representations by Eq. 3: Z = [Z(1); Z(2)] ∈ ℝ2d×n |
3 Define the canonical regularizer according to Eq. 6 |
4 Optimize Eq. 7 via Algorithm 2 in A |