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Fast independent component analysis algorithm with a simple closed-form solution
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DOI：10.1016/j.knosys.2018.07.027.png)
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Abstract
En 中文
In this paper we present WeICA, a fast ICA algorithm, which in its structure is similar to PCA and has the following features: if there exists a coordinate system in which data is independent, then WeICA restores it, the algorithm is affine invariant, WeICA has a very simple and easy to implement closed-form solution, the method allows for a dimensionality reduction, the method can be updated on-line. WeICA substantially outperforms other state-of-the-art ICA methods with respect to time complexity, gives very good results in the case of dimension reduction and obtains satisfying restoring level.
Keywords:
ICA
PCA
Dimension reduction
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