Independent component analysis P3

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Independent component analysis P3

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Gradients and Optimization Methods The main task in the independent component analysis (ICA) problem, formulated in Chapter 1, is to estimate a separating matrix that will give us the independent components. It also became clear that cannot generally be solved in closed form, that is, we cannot write it as some function of the sample or training set, whose value could be directly evaluated. Instead, the solution method is based on cost functions, also called objective functions or contrast functions. Solutions to ICA are found at the minima or maxima of these functions. Several possible ICA cost functions will be given...

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