Fast kernel ICA using an approximate newton method
Recent approaches to independent component analysis (ICA) have used kernel
independence measures to obtain very good performance, particularly where classical
methods experience difficulty (for instance, sources with near-zero kurtosis). We present fast
kernel ICA (FastKICA), a novel optimisation technique for one such kernel independence
measure, the Hilbert-Schmidt independence criterion (HSIC). Our search procedure uses an
approximate Newton method on the special orthogonal group, where we estimate the …
independence measures to obtain very good performance, particularly where classical
methods experience difficulty (for instance, sources with near-zero kurtosis). We present fast
kernel ICA (FastKICA), a novel optimisation technique for one such kernel independence
measure, the Hilbert-Schmidt independence criterion (HSIC). Our search procedure uses an
approximate Newton method on the special orthogonal group, where we estimate the …
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