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 bruteforce search. More...  
size_t &  Angles () 
Modify the number of angles considered during bruteforce 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, util::Timers &timers=IO::GetTimers()) 
Run RADICAL. More...  
double  DoRadical2D (const arma::mat &matX, util::Timers &timers=IO::GetTimers()) 
Twodimensional 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 Gaussianperturbed replicates used per point. More...  
size_t &  Replicates () 
Modify the number of Gaussianperturbed 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 mspacing estimator of entropy, with overlap modification from (LearnedMiller and Fisher, 2003). More...  
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:
Definition at line 43 of file radical.hpp.
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.
noiseStdDev  Standard deviation of the Gaussian noise added to the replicates of the data points during Radical2D 
replicates  Number of Gaussianperturbed replicates to use (per point) in Radical2D 
angles  Number of angles to consider in bruteforce search during Radical2D 
sweeps  Number of sweeps. Each sweep calls Radical2D once for each pair of dimensions 
m  The variable m from Vasicek's mspacing estimator of entropy. 

inline 
Get the number of angles considered during bruteforce search.
Definition at line 110 of file radical.hpp.

inline 
Modify the number of angles considered during bruteforce search.
Definition at line 112 of file radical.hpp.
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,  
util::Timers &  timers = IO::GetTimers() 

) 
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. 
timers  Optional Timers struct for storing timing information. 
double DoRadical2D  (  const arma::mat &  matX, 
util::Timers &  timers = IO::GetTimers() 

) 
Twodimensional version of RADICAL.

inline 
Get the standard deviation of the additive Gaussian noise.
Definition at line 100 of file radical.hpp.

inline 
Modify the standard deviation of the additive Gaussian noise.
Definition at line 102 of file radical.hpp.

inline 
Get the number of Gaussianperturbed replicates used per point.
Definition at line 105 of file radical.hpp.

inline 
Modify the number of Gaussianperturbed replicates used per point.
Definition at line 107 of file radical.hpp.

inline 
Get the number of sweeps.
Definition at line 115 of file radical.hpp.

inline 
Modify the number of sweeps.
Definition at line 117 of file radical.hpp.
References mlpack::radical::WhitenFeatureMajorMatrix().
double Vasicek  (  arma::vec &  x  )  const 
Vasicek's mspacing estimator of entropy, with overlap modification from (LearnedMiller and Fisher, 2003).
x  Empirical sample (onedimensional) over which to estimate entropy. 