Dependency detection with similarity constraints

Abstract: Unsupervised two-view learning, or detection of dependencies between two paired data sets, is typically done by some variant of canonical correlation analysis (CCA). CCA searches for a linear projection for each view, such that the correlations between the projections are maximized. The solution is invariant to any linear transformation of either or both of the views; for tasks with small sample size such flexibility implies overfitting, which is even worse for more flexible nonparametric or kernel-based dependency discovery methods. We develop variants which reduce the degrees of freedom by assuming constraints on similarity of the projections in the two views. A particular example is provided by a cancer gene discovery application where chromosomal distance affects the dependencies between gene copy number and activity levels. Similarity constraints are shown to improve detection performance of known cancer genes.