Regularized generalized canonical correlation analysis for multiblock or multigroup data analysis

• DOI: 10.1016/j.ejor.2014.01.008
• Publication Date: 2014-01-13T22:30:14Z
• Authors: Arthur Tenenhaus; Michel Tenenhaus
• Keywords: Canonical correlation; Canonical analysis; Data Analysis

This paper presents an overview of methods for the analysis of data structured in blocks of variables or in groups of individuals. More specifically, regularized generalized canonical correlation analysis (RGCCA), which is a unifying approach for multiblock data analysis, is extended to be also a unifying tool for multigroup data analysis. The versatility and usefulness of our approach is illustrated on two real datasets.