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Global Convergence of FastICA: Theoretical Analysis and Practical Considerations

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Advances in Natural Computation (ICNC 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3610))

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Abstract

FastICA is now a popular algorithm for independent component analysis (ICA) based on negentropy. However the convergence of FastICA has not been comprehensively studied. This paper provides the global convergence analysis of FastICA and some practical considerations on algorithmic implementations. The exhaustive equilibria are obtained from the iteration first. Then the global convergence property is given on the 2-channel system with cubic nonlinearity function, and the results can also be generalized to the multi-channel system. In addition, two practical considerations, e.g. the convergence threshold for demixing matrix and independence restriction for sources, are evaluated and the influence on the separation solutions is illustrated respectively.

Supported by National Natural Science Foundation of China (30370416, 60303012, 60225015), Ministry of Education of China (20049998012, TRAPOYT project).

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Author information

Authors and Affiliations

  1. College of Mechatronics and Automation, National University of Defense Technology, Changsha, Hunan, 410073, P.R.C.

    Gang Wang, Xin Xu & Dewen Hu

  2. Telecommunication Engineering Institute, Air Force Engineering University, Xi’an, Shanxi, 710077, P.R.C.

    Gang Wang

  3. School of Computer, National University of Defense Technology, Changsha, Hunan, 410073, P.R.C.

    Xin Xu

Authors
  1. Gang Wang
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  2. Xin Xu
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  3. Dewen Hu
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Editor information

Editors and Affiliations

  1. School of Electrical and Electronic Engineering, Nanyang Technological University, Block S1, Nanyang Avenue, 639798, Singapore

    Lipo Wang

  2. School of Software, Sun Yat-Sen University, 510275, Guangzhou, China

    Ke Chen

  3. School of Computer Engineering, Nanyang Technological University, BLK N4, 2b-39, Nanyang Avenue, 639798, Singapore

    Yew Soon Ong

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© 2005 Springer-Verlag Berlin Heidelberg

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Wang, G., Xu, X., Hu, D. (2005). Global Convergence of FastICA: Theoretical Analysis and Practical Considerations. In: Wang, L., Chen, K., Ong, Y.S. (eds) Advances in Natural Computation. ICNC 2005. Lecture Notes in Computer Science, vol 3610. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11539087_92

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  • DOI: https://doi.org/10.1007/11539087_92

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-28323-2

  • Online ISBN: 978-3-540-31853-8

  • eBook Packages: Computer ScienceComputer Science (R0)

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