Canonical Correlation Neural Networks

arXiv:2611.07212v1 Announce Type: new Abstract: Relational inductive biases such as grids or graphs allow neural networks with fewer trainable parameters and improved generalization, but require a known structure beforehand. When no structure is available, the covariance matrix provides a principled substitute, and coVariance Neural Networks (VNNs) have shown that using it yields models that are theoretically grounded in Principal Component Analysis, stable to finite-sample estimation errors and parameter-efficient. This framework, however, is limited to single-view data, whereas many applications observe the same phenomenon through multiple views, each with its own in-view covariance and a cross-view covariance linking them.