Auxiliary function approach to independent component analysis and independent vector analysis
Nobutaka Ono · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2015
In this paper, we review an auxiliary function approach to independent component analysis (ICA) and independent vector analysis (IVA). The derived algorithm consists of two alternative updates: 1) weighted covariance matrix update and 2) demixing matrix update, which include no tuning parameters such as a step size in the gradient descent method. The monotonic decrease of the objective function is guaranteed by the principle of the auxiliary function method. The experimental evaluation shows that the derived update rules yield faster convergence and better results than natural gradient updates. An efficient implementation on a mobile phone is also presented.