LAUSR

Canonical correlation analysis (CCA) has been essential in unsupervised multimodal/multiview latent representation learning and data fusion. Classic CCA extracts shared information from multiple modalities of data using linear transformations. In recent years, deep neural networks-based nonlinear feature extractors were combined with CCA to come up with new variants, namely the ``DeepCCA'' line of work. These approaches were shown to have enhanced performance in many applications. However, theoretical supports of DeepCCA are often lacking. To address this challenge, the recent work of Lyu and Fu (2020) showed that, under a reasonable postnonlinear generative model, a carefully designed DeepCCA criterion provably removes unknown distortions in data generation and identifies the shared information across modalities. Nonetheless, a critical assumption used by Lyu and Fu (2020) for identifiability analysis was that unlimited data is available, which is unrealistic. This brief paper puts forth a finite-sample analysis of the DeepCCA method by Lyu and Fu (2020). The main result is that the finite-sample version of the method can still estimate the shared information with a guaranteed accuracy when the number of samples is sufficiently large. Our analytical approach is a nontrivial integration of statistical learning, numerical differentiation, and robust system identification, which may be of interest beyond the scope of DeepCCA and benefit other unsupervised learning paradigms.