An implementation of RADICAL, an algorithm for independent component analysis (ICA). More...
Public Member Functions | |
Radical (const double noiseStdDev=0.175, const size_t replicates=30, const size_t angles=150, const size_t sweeps=0, const size_t m=0) | |
Set the parameters to RADICAL. | |
size_t & | Angles () |
Modify the number of angles considered during brute-force search. | |
size_t | Angles () const |
Get the number of angles considered during brute-force search. | |
void | CopyAndPerturb (arma::mat &xNew, const arma::mat &x) const |
Make replicates of each data point (the number of replicates is set in either the constructor or with Replicates()) and perturb data with Gaussian noise with standard deviation noiseStdDev. | |
void | DoRadical (const arma::mat &matX, arma::mat &matY, arma::mat &matW) |
Run RADICAL. | |
double | DoRadical2D (const arma::mat &matX) |
Two-dimensional version of RADICAL. | |
double & | NoiseStdDev () |
Modify the standard deviation of the additive Gaussian noise. | |
double | NoiseStdDev () const |
Get the standard deviation of the additive Gaussian noise. | |
size_t & | Replicates () |
Modify the number of Gaussian-perturbed replicates used per point. | |
size_t | Replicates () const |
Get the number of Gaussian-perturbed replicates used per point. | |
size_t & | Sweeps () |
Modify the number of sweeps. | |
size_t | Sweeps () const |
Get the number of sweeps. | |
double | Vasicek (arma::vec &x) const |
Vasicek's m-spacing estimator of entropy, with overlap modification from (Learned-Miller and Fisher, 2003). | |
Private Attributes | |
size_t | angles |
Number of angles to consider in brute-force search during Radical2D. | |
arma::mat | candidate |
Internal matrix, held as member variable to prevent memory reallocations. | |
size_t | m |
Value of m to use for Vasicek's m-spacing estimator of entropy. | |
double | noiseStdDev |
Standard deviation of the Gaussian noise added to the replicates of the data points during Radical2D. | |
arma::mat | perturbed |
Internal matrix, held as member variable to prevent memory reallocations. | |
size_t | replicates |
Number of Gaussian-perturbed replicates to use (per point) in Radical2D. | |
size_t | sweeps |
Number of sweeps; each sweep calls Radical2D once for each pair of dimensions. |
An implementation of RADICAL, an algorithm for independent component analysis (ICA).
Let X be a matrix where each column is a point and each row a dimension. The goal is to find a square unmixing matrix W such that Y = W X and the rows of Y are independent components.
For more details, see the following paper:
@article{learned2003ica, title = {ICA Using Spacings Estimates of Entropy}, author = {Learned-Miller, E.G. and Fisher III, J.W.}, journal = {Journal of Machine Learning Research}, volume = {4}, pages = {1271--1295}, year = {2003} }
Definition at line 53 of file radical.hpp.
mlpack::radical::Radical::Radical | ( | const double | noiseStdDev = 0.175 , |
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const size_t | replicates = 30 , |
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const size_t | angles = 150 , |
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const size_t | sweeps = 0 , |
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const size_t | m = 0 | |||
) |
Set the parameters to RADICAL.
noiseStdDev | Standard deviation of the Gaussian noise added to the replicates of the data points during Radical2D | |
replicates | Number of Gaussian-perturbed replicates to use (per point) in Radical2D | |
angles | Number of angles to consider in brute-force search during Radical2D | |
sweeps | Number of sweeps. Each sweep calls Radical2D once for each pair of dimensions | |
m | The variable m from Vasicek's m-spacing estimator of entropy. |
size_t& mlpack::radical::Radical::Angles | ( | ) | [inline] |
Modify the number of angles considered during brute-force search.
Definition at line 117 of file radical.hpp.
References angles.
size_t mlpack::radical::Radical::Angles | ( | ) | const [inline] |
Get the number of angles considered during brute-force search.
Definition at line 115 of file radical.hpp.
References angles.
void mlpack::radical::Radical::CopyAndPerturb | ( | arma::mat & | xNew, | |
const arma::mat & | x | |||
) | const |
Make replicates of each data point (the number of replicates is set in either the constructor or with Replicates()) and perturb data with Gaussian noise with standard deviation noiseStdDev.
void mlpack::radical::Radical::DoRadical | ( | const arma::mat & | matX, | |
arma::mat & | matY, | |||
arma::mat & | matW | |||
) |
Run RADICAL.
matX | Input data into the algorithm - a matrix where each column is a point and each row is a dimension. | |
matY | Estimated independent components - a matrix where each column is a point and each row is an estimated independent component. | |
matW | Estimated unmixing matrix, where matY = matW * matX. |
double mlpack::radical::Radical::DoRadical2D | ( | const arma::mat & | matX | ) |
Two-dimensional version of RADICAL.
double& mlpack::radical::Radical::NoiseStdDev | ( | ) | [inline] |
Modify the standard deviation of the additive Gaussian noise.
Definition at line 107 of file radical.hpp.
References noiseStdDev.
double mlpack::radical::Radical::NoiseStdDev | ( | ) | const [inline] |
Get the standard deviation of the additive Gaussian noise.
Definition at line 105 of file radical.hpp.
References noiseStdDev.
size_t& mlpack::radical::Radical::Replicates | ( | ) | [inline] |
Modify the number of Gaussian-perturbed replicates used per point.
Definition at line 112 of file radical.hpp.
References replicates.
size_t mlpack::radical::Radical::Replicates | ( | ) | const [inline] |
Get the number of Gaussian-perturbed replicates used per point.
Definition at line 110 of file radical.hpp.
References replicates.
size_t& mlpack::radical::Radical::Sweeps | ( | ) | [inline] |
size_t mlpack::radical::Radical::Sweeps | ( | ) | const [inline] |
double mlpack::radical::Radical::Vasicek | ( | arma::vec & | x | ) | const |
Vasicek's m-spacing estimator of entropy, with overlap modification from (Learned-Miller and Fisher, 2003).
x | Empirical sample (one-dimensional) over which to estimate entropy. |
size_t mlpack::radical::Radical::angles [private] |
Number of angles to consider in brute-force search during Radical2D.
Definition at line 133 of file radical.hpp.
Referenced by Angles().
arma::mat mlpack::radical::Radical::candidate [private] |
Internal matrix, held as member variable to prevent memory reallocations.
Definition at line 145 of file radical.hpp.
size_t mlpack::radical::Radical::m [private] |
Value of m to use for Vasicek's m-spacing estimator of entropy.
Definition at line 140 of file radical.hpp.
double mlpack::radical::Radical::noiseStdDev [private] |
Standard deviation of the Gaussian noise added to the replicates of the data points during Radical2D.
Definition at line 127 of file radical.hpp.
Referenced by NoiseStdDev().
arma::mat mlpack::radical::Radical::perturbed [private] |
Internal matrix, held as member variable to prevent memory reallocations.
Definition at line 143 of file radical.hpp.
size_t mlpack::radical::Radical::replicates [private] |
Number of Gaussian-perturbed replicates to use (per point) in Radical2D.
Definition at line 130 of file radical.hpp.
Referenced by Replicates().
size_t mlpack::radical::Radical::sweeps [private] |
Number of sweeps; each sweep calls Radical2D once for each pair of dimensions.
Definition at line 137 of file radical.hpp.
Referenced by Sweeps().