Regularized Generalized Canonical Correlation Analysis and PLS Path Modeling

Abstract

International audienceRegularized Generalized Canonical Correlation Analysis (RGCCA) and Partial Least Squares Path Modeling (PLSPM) have been proposed for studying relationships between J sets of variables observed on the same set of individual staking into account a graph of connection between blocks. The main goal of this communication, is to compare the various options of PLS-PM and RGCCA. Actually, first comparisons show very close behavior of these two approaches