Anchor PCA recovers a maximal invariant subspace for multi-domain data via PCA on a modified target matrix that trades off explained variance with domain agreement.
The statistical implications of a system of simultaneous equations.Econo- metrica, 11(1):1–12, 1943
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Anchor PCA
Anchor PCA recovers a maximal invariant subspace for multi-domain data via PCA on a modified target matrix that trades off explained variance with domain agreement.