FaRoC: Fast and Robust Supervised Canonical Correlation Analysis for Multimodal Omics Data.

One of the main problems associated with high dimensional multimodal real life data sets is how to extract relevant and significant features. In this regard, a fast and robust feature extraction algorithm, termed as FaRoC, is proposed, integrating judiciously the merits of canonical correlation analysis (CCA) and rough sets. The proposed method extracts new features sequentially from two multidimensional data sets by maximizing their relevance with respect to class label and significance with respect to already-extracted features. To generate canonical variables sequentially, an analytical formulation is introduced to establish the relation between regularization parameters and CCA. The formulation enables the proposed method to extract required number of correlated features sequentially with lesser computational cost as compared to existing methods. To compute both significance and relevance measures of a feature, the concept of hypercuboid equivalence partition matrix of rough hypercuboid approach is used. It also provides an efficient way to find optimum regularization parameters employed in CCA. The efficacy of the proposed FaRoC algorithm, along with a comparison with other existing methods, is extensively established on several real life data sets.