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Abstract: In standard canonical correlation analysis (CCA), the data from definite datasets are used to estimate their canonical correlation. In real applications, for example in bilingual text retrieval, it may have a great portion of data that we do not know which set it belongs to. This part of data is called unlabeled data, while the rest from definite datasets is called labeled data. We propose a novel method called regularized canonical correlation analysis (RCCA), which makes use of both labeled and unlabeled samples. Specifically, we learn to approximate canonical correlation as if all data were labeled. Then, we describe a generalization of RCCA for the multi-set situation. Experiments on four real world datasets, Yeast, Cloud, Iris, and Haberman, demonstrate that, by incorporating the unlabeled data points, the accuracy of correlation coefficients can be improved by over 30%.

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