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Table 2 Comparison of test correlation, precision, and recall in data 2

From: Sparse kernel canonical correlation analysis for discovery of nonlinear interactions in high-dimensional data

  Correlation Precision Recall
TSKCCA 0.9670 0.9163 1
  0.9636   
  0.9732   
SAFCCA 0.7585 0.6350 0.4375
  1. TSKCCA can identify most relevant features through three significant singular vectors, while SAFCCA can only identify a small set of them