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\begin{table}
\centering
\caption{my caption.}
\begin{tabular}{c|c|c|c|c|c|c}\hline
&&& \multicolumn{2}{c}{NWFE}&\multicolumn{2}{c}{PCA-NWFE}\\ \hline
Data set& PCA dim& Final dim & Accuracy & Time & Accuracy & time\\ \hline
1 &2 &3 &4 &5 &6 &7 \\
1 &2 &3 &4 &5 &6 &7 \\
1 &2 &3 &4 &5 &6 &7 \\
1 &2 &3 &4 &5 &6 &7 \\ \hline
\end{tabular}
\end{table}

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