Cost-Sensitive Canonical Correlation Analysis for Semi-Supervised Multi-View Learning

Canonical correlation analysis (CCA) is a cost insensitive method. It assumes the same loss for different classification errors and aims to attain a low error rate by maximizing the cross-view correlation. However, in some real-world applications, different classification errors will lead to unequal misclassification losses. In addition, in practice, only limited cost label information is available in training set due to the expensive costs of labelling. This paper aims to perform label propagation with CCA in a unified cost-sensitive learning framework. By learning jointly, both the label propagation and CCA can feed back to each other. Thus, more discriminative and cost-sensitive projections will be learned for feature fusion. We test the proposed method on the cost-sensitive application of door-locker system based on multi-view face recognition. The results in comparison with eight label propagation methods, eleven CCA related methods and eight cost-sensitive single-view methods demonstrate its effectiveness.