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Commit b7030838 authored by Davis King's avatar Davis King
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clarified spec

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dlib/statistics/cca_abstract.h
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...@@ -91,6 +91,12 @@ namespace dlib ...@@ -91,6 +91,12 @@ namespace dlib
function will deviate from compute_correlations(L*#Ltrans, R*#Rtrans). This function will deviate from compute_correlations(L*#Ltrans, R*#Rtrans). This
deviation can be used to check if the reduced rank approximation is working deviation can be used to check if the reduced rank approximation is working
or you need to increase extra_rank. or you need to increase extra_rank.
- The dimensions of the output vectors produced by L*#Ltrans or R*#Rtrans are
ordered such that the dimensions with the highest correlations come first.
That is, after applying the transforms produced by cca() to a set of vectors
you will find that dimension 0 has the highest correlation, then dimension 1
has the next highest, and so on. This also means that the list of numbers
returned from cca() will always be listed in decreasing order.
- This function performs the ridge regression version of Canonical Correlation - This function performs the ridge regression version of Canonical Correlation
Analysis when regularization is set to a value > 0. In particular, larger Analysis when regularization is set to a value > 0. In particular, larger
values indicate the solution should be more heavily regularized. This can be values indicate the solution should be more heavily regularized. This can be
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