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. More...

size_t	Angles () const
	Get the number of angles considered during brute-force search. More...

size_t &	Angles ()
	Modify the number of angles considered during brute-force search. More...

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. More...

void	DoRadical (const arma::mat &matX, arma::mat &matY, arma::mat &matW)
	Run RADICAL. More...

double	DoRadical2D (const arma::mat &matX)
	Two-dimensional version of RADICAL. More...

double	NoiseStdDev () const
	Get the standard deviation of the additive Gaussian noise. More...

double &	NoiseStdDev ()
	Modify the standard deviation of the additive Gaussian noise. More...

size_t	Replicates () const
	Get the number of Gaussian-perturbed replicates used per point. More...

size_t &	Replicates ()
	Modify the number of Gaussian-perturbed replicates used per point. More...

size_t	Sweeps () const
	Get the number of sweeps. More...

size_t &	Sweeps ()
	Modify the number of sweeps. More...

double	Vasicek (arma::vec &x) const
	Vasicek's m-spacing estimator of entropy, with overlap modification from (Learned-Miller and Fisher, 2003). More...

Private Attributes
size_t	angles
	Number of angles to consider in brute-force search during Radical2D. More...

arma::mat	candidate
	Internal matrix, held as member variable to prevent memory reallocations. More...

size_t	m
	Value of m to use for Vasicek's m-spacing estimator of entropy. More...

double	noiseStdDev
	Standard deviation of the Gaussian noise added to the replicates of the data points during Radical2D. More...

arma::mat	perturbed
	Internal matrix, held as member variable to prevent memory reallocations. More...

size_t	replicates
	Number of Gaussian-perturbed replicates to use (per point) in Radical2D. More...

size_t	sweeps
	Number of sweeps; each sweep calls Radical2D once for each pair of dimensions. More...

Detailed Description

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 43 of file radical.hpp.

Constructor & Destructor Documentation

mlpack::radical::Radical::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.

Parameters

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.

Member Function Documentation

size_t mlpack::radical::Radical::Angles ( ) const

inline

Get the number of angles considered during brute-force search.

Definition at line 105 of file radical.hpp.

References angles.

size_t& mlpack::radical::Radical::Angles ( )

inline

Modify the number of angles considered during brute-force search.

Definition at line 107 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.

Parameters

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 ( ) const

inline

Get the standard deviation of the additive Gaussian noise.

Definition at line 95 of file radical.hpp.

References noiseStdDev.

double& mlpack::radical::Radical::NoiseStdDev ( )

inline

Modify the standard deviation of the additive Gaussian noise.

Definition at line 97 of file radical.hpp.

References noiseStdDev.

size_t mlpack::radical::Radical::Replicates ( ) const

inline

Get the number of Gaussian-perturbed replicates used per point.

Definition at line 100 of file radical.hpp.

References replicates.

size_t& mlpack::radical::Radical::Replicates ( )

inline

Modify the number of Gaussian-perturbed replicates used per point.

Definition at line 102 of file radical.hpp.

References replicates.

size_t mlpack::radical::Radical::Sweeps ( ) const

inline

Get the number of sweeps.

Definition at line 110 of file radical.hpp.

References sweeps.

size_t& mlpack::radical::Radical::Sweeps ( )

inline

Modify the number of sweeps.

Definition at line 112 of file radical.hpp.

References sweeps.

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).

Parameters

x	Empirical sample (one-dimensional) over which to estimate entropy.

Member Data Documentation

size_t mlpack::radical::Radical::angles

private

Number of angles to consider in brute-force search during Radical2D.

Definition at line 123 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 135 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 130 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 117 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 133 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 120 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 127 of file radical.hpp.

Referenced by Sweeps().

The documentation for this class was generated from the following file:

src/mlpack/methods/radical/radical.hpp

Public Member Functions

Private Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation