Genetic Algorithms for solving SVM-ICA
J. M. Górriz · AIP conference proceedings · 2004
In this paper we solve the well known ill‐posed problem called Independent Component Analysis using the Support Vector Machines (SVM) methodology and proposing a genetic algorithm to minimize a nonconvex and nonlinear cost function based on statistical estimators. In this way a novel method for blindly separating unobservable independent component signals from their linear and non linear (using mapping functions) mixtures is devised. The GA presented in this work is able to extract independent components with faster rate than the previous independent component analysis algorithms based on Higher Order Statistics (HOS) as input space dimension increases showing significant accuracy and robustness. Using a suitable mathematically notation we derive independent functions equivalent to the Maximum Entropy principle.