Comparative speed analysis of fastICA

Authors:
Vicente Zarzoso;Pierre Comon
Affiliations:
Laboratoire I3S, CNRS/UNSA, Les Algorithmes-Euclide-B, Sophia Antipolis Cedex, France;Laboratoire I3S, CNRS/UNSA, Les Algorithmes-Euclide-B, Sophia Antipolis Cedex, France
Venue:
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
Year:
2007

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Abstract

FastICA is arguably one of the most widespread methods for independent component analysis. We focus on its deflation-based implementation, where the independent components are extracted one after another. The present contribution evaluates the method's speed in terms of the overall computational complexity required to reach a given source extraction performance. FastICA is compared with a simple modification referred to as RobustICA, which merely consists of performing exact line search optimization of the kurtosis-based contrast function. Numerical results illustrate the speed limitations of FastICA.