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Kernel independent component analysis (Kernel ICA) is an efficient algorithm for independent component analysis which estimates source components by optimizing a ''generalized variance'' contrast function, which is based on representations in a reproducing kernel Hilbert space. Those contrast functions use the notion of mutual information as a measure of statistical independence. ==Main idea== Kernel ICA is based on the idea that correlations between two random variables can be represented in a reproducing kernel Hilbert space (RKHS), denoted by , associated with a feature map defined for a fixed . The -correlation between two random variables and is defined where the functions range over and for fixed .〔 Note that the reproducing property implies that for fixed and . It follows then that the -correlation between two independent random variables is zero. This notion of -correlations is used for defining ''contrast'' functions that are optimized in the Kernel ICA algorithm. Specifically, if is a prewhitened data matrix, that is, the sample mean of each column is zero and the sample covariance of the rows is the dimensional identity matrix, Kernel ICA estimates a dimensional orthogonal matrix so as to minimize finite-sample -correlations between the columns of . 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「KernelICA」の詳細全文を読む スポンサード リンク
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