Optimization on the orthogonal group for independent component analysis

Authors:
Michel Journée;Pierre-Antoine Absil;Rodolphe Sepulchre
Affiliations:
Dept. of Electrical Engineering and Computer Science, University of Liège, Belgium;Dept. of Mathematical Engineering, Université catholique de Louvain, Belgium;Dept. of Electrical Engineering and Computer Science, University of Liège, Belgium
Venue:
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Year:
2007

Citing 5
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Abstract

This paper derives a new algorithm that performs independent component analysis (ICA) by optimizing the contrast function of the RADICAL algorithm. The core idea of the proposed optimization method is to combine the global search of a good initial condition with a gradient-descent algorithm. This new ICA algorithm performs faster than the RADICAL algorithm (based on Jacobi rotations) while still preserving, and even enhancing, the strong robustness properties that result from its contrast.