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The Double-Barrelled LASSO (Sparse Canonical Correlation Analysis)

This video was recorded at NIPS Workshop on Learning from Multiple Sources, Whistler 2008. We present a new method which solves a double-barelled LASSO in a convex least squares approach. In the presented method we focus on the scenario where one is interested in (or limited to) a primal (feature) representation for the first view while having a dual (kernel) representation for the second view. DB-LASSO minimises the number of features used in both the primal and dual projections while minimising the error (maximising the correlation) between the two views.

Keywords:: videolectures, ocwc, oec

Disciplines:

Science and Technology / Computer Science / Programming & Programming Languages

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Material Type:: Presentation
Date Added to MERLOT:: February 10, 2015
Date Modified in MERLOT:: February 10, 2015
Author:: David R. Hardoon, London's Global University
Submitter:: The Open Education Consortium
Primary Audience:: College General Ed, College Lower Division, College Upper Division
Technical Format:: Video

Mobile Compatibility:: Not specified at this time
Language:: English
Cost Involved:: No
Source Code Available:: No
Creative Commons:: This work is licensed under a Attribution-NonCommercial-NoDerivs 3.0 United States