DOI: 10.1162/neco.1997.9.7.1483. A Fast Fixed-Point Algorithm for Independent Component Analysis

A Fast Fixed-Point Algorithm for Independent Component Analysis

10.1162/neco.1997.9.7.1483

Crossref journal-article

MIT Press - Journals

Neural Computation (281)

Abstract

We introduce a novel fast algorithm for independent component analysis, which can be used for blind source separation and feature extraction. We show how a neural network learning rule can be transformed into a fixedpoint iteration, which provides an algorithm that is very simple, does not depend on any user-defined parameters, and is fast to converge to the most accurate solution allowed by the data. The algorithm finds, one at a time, all nongaussian independent components, regardless of their probability distributions. The computations can be performed in either batch mode or a semiadaptive manner. The convergence of the algorithm is rigorously proved, and the convergence speed is shown to be cubic. Some comparisons to gradient-based algorithms are made, showing that the new algorithm is usually 10 to 100 times faster, sometimes giving the solution in just a few iterations.

Bibliography

HyvÃ¤rinen, A., & Oja, E. (1997). A Fast Fixed-Point Algorithm for Independent Component Analysis. Neural Computation, 9(7), 1483â1492.

Authors 2

Aapo Hyvärinen (first)
Erkki Oja (additional)

References 6 Referenced 2,506

Dates

Type	When
Created	19 years, 3 months ago (May 29, 2006, 11:25 a.m.)
Deposited	4 years, 5 months ago (March 12, 2021, 4:34 p.m.)
Indexed	4 days, 21 hours ago (Aug. 28, 2025, 8:40 a.m.)
Issued	27 years, 11 months ago (Oct. 1, 1997)
Published	27 years, 11 months ago (Oct. 1, 1997)
Published Print	27 years, 11 months ago (Oct. 1, 1997)

Funders 0

None

BibTeX

@article{Hyv_rinen_1997, title={A Fast Fixed-Point Algorithm for Independent Component Analysis}, volume={9}, ISSN={1530-888X}, url={http://dx.doi.org/10.1162/neco.1997.9.7.1483}, DOI={10.1162/neco.1997.9.7.1483}, number={7}, journal={Neural Computation}, publisher={MIT Press - Journals}, author={Hyvärinen, Aapo and Oja, Erkki}, year={1997}, month=oct, pages={1483–1492} }

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