A general multiblock method for structured variable selection

no code implementations • 29 Oct 2016 • Tommy Löfstedt, Fouad Hadj-Selem, Vincent Guillemot, Cathy Philippe, Nicolas Raymond, Edouard Duchesney, Vincent Frouin, Arthur Tenenhaus

However, for technical reasons, the variable selection offered by SGCCA was restricted to a covariance link between the blocks (i. e., with $\tau=1$).

Variable Selection