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Kernel Independent Component Analysis

Authors:
Bach, Francis R.
Jordan, Michael I.
Technical Report Identifier: CSD-01-1166
November 2001
CSD-01-1166.pdf
CSD-01-1166.ps

Abstract: We present a class of algorithms for Independent Component Analysis (ICA) which use contrast functions based on canonical correlations in a reproducing kernel Hilbert space. On the one hand, we show that our contrast functions are related to mutual information and have desirable mathematical properties as measures of statistical dependence. On the other hand, building on recent developments in kernel methods, we show that these criteria and their derivatives can be computed efficiently. Minimizing these criteria leads to flexible and robust algorithms for ICA. We illustrate with simulations involving a wide variety of source distributions, showing that our algorithms outperform many of the presently known algorithms.