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I am trying to understand how CCA can be formulated as a least-squares problem in the binary class case.

I understood how CCA and Least square problem works. But not getting how we can formulate a CCA to solve least square problem.

kjetil b halvorsen
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    Well, it's been a while, but have you read "A Least Squares Formulation for Canonical Correlation Analysis" http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.149.4601&rep=rep1&type=pdf – Mark L. Stone Apr 29 '18 at 17:50
  • My answer to this question may be helpful to you. https://stats.stackexchange.com/questions/309031/relationship-between-coupled-matrix-factorization-and-cca/309243#309243 – eric_kernfeld Sep 18 '18 at 04:20

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