Till Rohrmann created FLINK-1750:
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Summary: Add canonical correlation analysis (CCA) to machine
learning library
Key: FLINK-1750
URL: https://issues.apache.org/jira/browse/FLINK-1750
Project: Flink
Issue Type: New Feature
Components: Machine Learning Library
Reporter: Till Rohrmann
Canonical correlation analysis (CCA) [1] can be used to find correlated
features between two random variables. Moreover, CCA can be used for
dimensionality reduction.
Maybe the work of Jia Chen and Ioannis D. Schizas [2] can be adapted to realize
a distributed CCA with Flink.
Resources:
[1] [http://en.wikipedia.org/wiki/Canonical_correlation]
[2] [http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6810359]
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