论文信息 - Canonical Correlation

Canonical Correlation

Suppose you have given a group of students two tests of ten questions each and wish to determine the overall correlation between these two tests. Canonical correlation finds a weighted average of the questions from the first test and correlates this with a weighted average of the questions from the second test. The weights are constructed to maximize the correlation between these two averages. This correlation is called the first canonical correlation coefficient.

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