Table 6.

Performance comparison on real data set. Training and testing correlation coefficients (mean ± std) of 5-fold cross-validation are shown. The best value is shown in boldface.

	L1-SCCA	L1-S2CCA	L1-NSCCA	${\ell }_{\gamma }$-norm	Geman	SCAD	Laplace	MCP	ETP	Log
Training	0.27 ± 0.01	0.29 ± 0.02	0.27 ± 0.01	0.28 ± 0.02	0.27 ± 0.02	0.29 ± 0.02	0.27 ± 0.02	0.28 ± 0.02	0.28 ± 0.02	0.33 ± 0.03
Testing	0.18 ± 0.04	0.25 ± 0.10	0.22 ± 0.07	0.26 ± 0.09	0.26 ± 0.10	0.27 ± 0.09	0.26 ± 0.10	0.26 ± 0.09	0.26 ± 0.09	0.27 ± 0.11
Training-Testing Gap	0.09	0.04	0.05	0.02	0.01	0.02	0.01	0.02	0.02	0.06