Saw this question in a applied scientist tech interview.
How do you get to CCA objective function from PCA?
I really wouldnt know where to start with this.
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Trajan
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See https://stats.stackexchange.com/questions/202341 for some good ideas. – whuber Aug 24 '20 at 14:52
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@whuber sorry but still hard for me – Trajan Aug 24 '20 at 16:42