ICA error

[gusl]

I ran the example given:

using DimensionalityReduction

Generate true sources

S_true = rand(5,1000);

Mixing matrix

H_true = randn(5, 5);

generate observed signals

X = H_true*S_true; results = ica(X);

... and then computed:

Xhat = results.H * results.S;

Since there's no noise here, we should get a near-perfect reconstruction, but X - Xhat shows large errors.

[johnmyleswhite]

I suspect the ICA code is pretty broken and needs a substantial rewrite.

[bjarthur]

@glenn-sweeney is a revamped ICA still in the works? if not, i might take a stab at it.

[glennsweeney]

@bjarthur - Currently backburnered in lieu of school and work, sadly. I was specifically looking at implementing FastICA (there are a few great papers out of Helsinki on the topic), but if you have a different avenue go for it. I'm happy to chip in where I can as well if you want to see what you can do with it. Thanks!