Tytuł pozycji:
Independent component analysis based on Jacobi iterative framework and L1-norm criterion
Most recently, a link between principal component analysis (PCA) based on L1-norm and independent component analysis (ICA) has been discovered. It was shown that the ICA can actually be performed by L1-PCA under the whitening assumption, inheriting the improved robustness to outliers. In this paper, a novel ICA algorithm based on Jacobi iterative framework is proposed that utilizes the non-differentiable L1-norm criterion as an objective function. We show that such function can be optimized by sequentially applying Jacobi rotations to the whitened data, wherein optimal rotation angles are found using an exhaustive search method. The experiments show that the proposed method provides a superior convergence as compared to FastICA variants. It also outperforms existing methods in terms of source extraction performance for Laplacian distributed sources. Although the proposed approach exploits the exhaustive search method, it offers a lower computational complexity than that of the optimal L1-PCA algorithm.
1. Track 6: 15th International Workshop on Computational Optimization
2. Opracowanie rekordu ze środków MEiN, umowa nr SONP/SP/546092/2022 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2022-2023).
