ICA 2007

ICA 2007
7th International Conference on
Independent Component Analysis
and Signal Separation

London, UK        9 - 12 September 2007

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Paper No: 59

Comparative Speed Analysis of FastICA

Author(s): Vicente Zarzoso, Pierre Comon

Abstract

FastICA is arguably one of the most widespread methods for independent component analysis. We focus on its deflation-based implementation, where the independent components are extracted one after another. Despite its popularity, many of the method's features, particularly its speed, have not yet been thoroughly evaluated. To fill this gap, the present contribution compares FastICA with a simple modification referred to as RobustICA, which merely consists of performing exact line search optimization of the kurtosis-based contrast function. The overall computational complexity required to reach a given source extraction performance is used as a quite natural objective measure of speed. Numerical results illustrate the speed limitations of FastICA.

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