Optimization on the Orthogonal Group for Independent Component Analysis

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.

• Type: Conference
• Year: 2007
• Where: ICA
• Authors: Michel Journée, Pierre-Antoine Absil, Rodolphe Sepulchre
• Keywords: Gradient-descent Algorithm, ICA 2007, Independent Component Analysis, RADICAL Algorithm, Signal Processing