Canonical Correlation Analysis Loss

A TensorFlow implementation of CCA loss with custom gradients.

Link to original paper: https://ttic.uchicago.edu/~klivescu/papers/andrew_icml2013.pdf

Files

This project includes two files:

1. cca_loss.py - An implementation of the loss and its gradients
2. deep_cca_model.py - An example deep model using the cca_loss (currently a toy model)

TODO:

1. Update deep_cca_model.py to an actual deep network