Variational Interpretable Deep Canonical Correlation Analysis

The main idea of canonical correlation analysis (CCA) is to map different views onto a common latent space with maximum correlation. We propose a deep interpretable variational canonical correlation analysis (DICCA) for multi-view learning. The developed model extends the existing latent variable model for linear CCA to nonlinear models through the use of deep generative networks. DICCA is designed to disentangle both the shared and view-specific variations for multi-view data. To further make the model more interpretable, we place a sparsity-inducing prior on the latent weight with a structured variational autoencoder that is comprised of view-specific generators. Empirical results on real-world datasets show that our method is competitive across domains.