On the Sample Complexity of HGR Maximal Correlation Functions for Large Datasets
On the Sample Complexity of HGR Maximal Correlation Functions for Large Datasets
The Hirschfeld-Gebelein-Rényi (HGR) maximal correlation and the corresponding functions have been shown useful in many machine learning scenarios. In this paper, we study the sample complexity of estimating the HGR maximal correlation functions by the alternating conditional expectation (ACE) algorithm using training samples from large datasets. Specifically, we develop a …