ICA Dim Red
ICA Dim Red
4 Summar
y
http://research.ics.aalto.fi/ica/cocktail/cocktail_en.cgi
What’s a Blind Source Separation
analysis
X ∈ Rm × d (1)
denotes original signals, where m is number of original signals, and d is
dimension of one signal.
We consider that the observed signals Y ∈ R n × d are given by linear mixing system
as
Y = A X + E,
(2)
The
wheregoal
A ∈of RBSS
n × m isistothe
estimate
unknownAˆ and Xˆ so
mixing Xˆ provides
that and
matrix E ∈ R nunknown
× d denotes a
x(t ) = As (t ) (6)
12
Approach
Hypothesis of ICA
1 { s i } are statistically independent of each other,
Model
Observations (Mixtures)
We observe
We want
Goal:
15
ICA vs PCA, Similarities
N
PCA and ICA
• Multi-dimensional statistical
– PCA and ICA: reduce dimensions
• Difference:
• PCA: with a Gaussian model
• ICA: with non-Gaussian model
E[z] = 0, E [ z z T ] = I .
(9)
(b) observed (x 1 , x 2 )
Note:
The number of free parameters of an N by N orthogonal matrix is
(N-1)(N-2)/2. whitening solves half of the ICA problem
21
Non-Gaussianity and ICA
22/28
Solving ICA
STATIC TEMPORAL
• Image denoising
•Medical signal processing –
• Microarray data fMRI, ECG, EEG
processing • Brain Computer Interfaces
• Decomposing the •Modeling of the
spectra of galaxies hippocampus, place cells
• Face recognition •Modeling of the visual
• Facial expression cortex
recognition • Time series analysis
• Feature extraction • Financial applications
• Classification
ICA Application, Removing Artifacts from EEG
signals
• EEG ~ Neural cocktail party
• Severe contamination of EEG activity by
– eye movements
– blinks
– muscle
– heart, ECG artifact
– vessel pulse
– electrode noise
– line noise, alternating current (60 Hz)
(a) ob 1 (b) ob 2
(a) newyork (a) estimated signal 1
30/28
• Using ICA to analyze fMRI data of multiple subjects raises some questions:
• How are components to be combined across subjects?
• How should the final results be thresholded and/or presented?
31
ICA: Single Subject
32
Approach 2
Sub 1
ICA
Sub N
Sub 1 Sub N
33
ICA for Motion Style Components
34
Using ICA for classification
ICA basis
Train data
[Happy]
ICA basis
[Disgust]
Disgust
ICA basis vectors extracted from natural images
Gabor wavelets,
edge detection,
receptive fields
Experiments: Real Image 2
(a) ob 1 (b) ob 2
(a) buta (a) estimated signal 1
(a) ob 1 (b) ob 2
(a) buta (a) estimated signal 1
(c) rock (d) pig (a) estimated signal 1 (b) estimated signal 2