Beyond independent components: trees and clusters

  • Authors:
  • Francis R. Bach;Michael I. Jordan

  • Affiliations:
  • Computer Science Division, University of California, Berkeley, CA;Computer Science Division and Department of Statistics, University of California, Berkeley, CA

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2003

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Abstract

We present a generalization of independent component analysis(ICA), where instead of looking for a linear transform that makesthe data components independent, we look for a transform that makesthe data components well fit by a tree-structured graphical model.This tree-dependent component analysis (TCA) provides atractable and flexible approach to weakening the assumption ofindependence in ICA. In particular, TCA allows the underlying graphto have multiple connected components, and thus the method is ableto find "clusters" of components such that components are dependentwithin a cluster and independent between clusters. Finally, we makeuse of a notion of graphical models for time series due toBrillinger (1996) to extend these ideas to the temporal setting. Inparticular, we are able to fit models that incorporatetree-structured dependencies among multiple time series.