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KernelICA : ウィキペディア英語版
KernelICA
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 \mathcal, associated with a feature map L_x: \mathcal \mapsto \mathbb defined for a fixed x \in \mathbb. The \mathcal-correlation between two random variables X and Y is defined
\rho_} \text( \langle\ L_X,f \rangle, \langle\ L_Y,g \rangle)

where the functions f,g: \mathbb \to \mathbb range over \mathcal and
\text( \langle\ L_X,f \rangle, \langle\ L_Y,g \rangle) := \frac \text(g(Y))^ }

for fixed f,g \in \mathcal.〔 Note that the reproducing property implies that f(x) = \langle\ L_x, f \rangle for fixed x \in \mathbb and f \in \mathcal. It follows then that the \mathcal-correlation between two independent random variables is zero.
This notion of \mathcal-correlations is used for defining ''contrast'' functions that are optimized in the Kernel ICA algorithm. Specifically, if \mathbf := (x_) \in \mathbb^ is a prewhitened data matrix, that is, the sample mean of each column is zero and the sample covariance of the rows is the m \times m dimensional identity matrix, Kernel ICA estimates a m \times m dimensional orthogonal matrix \mathbf so as to minimize finite-sample \mathcal-correlations between the columns of \mathbf := \mathbf \mathbf^.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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