Project details for Correlative Matrix Mapping, CMM

Screenshot Correlative Matrix Mapping, CMM 1.0

by emstrick - February 2, 2011, 11:48:07 CET [ BibTeX BibTeX for corresponding Paper Download ]

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Correlative Matrix Mapping (CMM): If X is a real-valued data matrix (row data vectors) and L the matrix with associated information (row 'label' vectors), then a linear mapping V is computed such that their distance matrices D_X^V and D_L, respectively, are mapped to provide maximum correlation r(D_X^V, D_L) = max. The matrix entries (D_X^V)_ij = sqrt( (x^i-x^j) * V * V' * (x^i-x^j) ) describe the adaptive (Mahalanobis-like) distance between data vectors x^i and x^j with V being optimized according to the maximum correlation mapping criterion induced by D_L.

Correlative Matrix Mapping (CMM) was formerly (before a naming conflict was recognized) known as Multivariate Subspace Regression (MSR) by Strickert, Soto, Vazquez (

CMM supersedes Supervised Attribute Relevance Detection using Cross Comparisons (SARDUX) by Strickert, Soto, Vazquez (

The CMM approach is related to canonical correlation analysis, but transforms only the data space to match the well-known static 'label' distance relationships.

Changes to previous version:

Initial Announcement on

BibTeX Entry: Download
Corresponding Paper BibTeX Entry: Download
Supported Operating Systems: Platform Independent
Data Formats: Matlab
Tags: Lda, Dimensionality Reduction, Supervised Learning, Linear Discriminant Analysis, Association Mapping, Canonical Correlation Analysis, Cca, Linear Model
Archive: download here

Other available revisons

Version Changelog Date

Tue Jul 5 14:40:03 CEST 2011 - Bugfixes and cleanups

  • single precision data affected pinv(). Now fairer using double precision.
  • early stopping did not work properly; now fixed
  • Hessian update mode globally controlled via hessmode, 'lbfgs' / 'bfgs'
  • distmat.m corrected for rounding problems and extended to distmat(X,Y)
  • replaced files: corv.m + corvgrad.m -> corvg.m
  • removed unused files: corrmat.m, splitdata.m, traforankapply.m
July 5, 2011, 15:15:21

Initial Announcement on

February 2, 2011, 11:48:07


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