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| Presentation | 2009-03-12 15:40 Independent Component Analysis by Direct Density-Ratio Estimation Taiji Suzuki (Univ. of Tokyo), Masashi Sugiyama (Tokyo Inst. of Tech.)  NC2008-136 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Accurately evaluating statistical independence among random variables is a key component of Independent Component Analysis (ICA). In this paper, we employ a squared-loss variant of mutual information as an independence measure and give its estimation method. Our basic idea is to estimate the ratio of probability densities directly without going through density estimation, by which a hard task of density estimation can be avoided. In this density-ratio approach, a natural cross-validation procedure is available for model selection. Thanks to this, all tuning parameters such as the kernel width or the regularization parameter can be objectively optimized. This is a highly useful property in unsupervised learning problems such as ICA. Based on this novel independence measure, we develop a new ICA algorithm named Least-squares Independent Component Analysis (LICA). |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | independent component analysis / density ratio / cross validation / mutual information / squared loss / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 108, no. 480, NC2008-136, pp. 195-199, March 2009. | |
| Paper # | NC2008-136 | |
| Date of Issue | 2009-03-04 (NC) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | NC2008-136 |
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| Conference Information | |
| Committee | NC MBE |
| Conference Date | 2009-03-11 - 2009-03-13 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Tamagawa Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Paper Information | |
| Registration To | NC |
| Conference Code | 2009-03-NC-MBE |
| Language | English |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Independent Component Analysis by Direct Density-Ratio Estimation |
| Sub Title (in English) | |
| Keyword(1) | independent component analysis |
| Keyword(2) | density ratio |
| Keyword(3) | cross validation |
| Keyword(4) | mutual information |
| Keyword(5) | squared loss |
| Keyword(6) | |
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| Keyword(8) | |
| 1st Author's Name | Taiji Suzuki |
| 1st Author's Affiliation | The University of Tokyo (Univ. of Tokyo) |
| 2nd Author's Name | Masashi Sugiyama |
| 2nd Author's Affiliation | Tokyo Institute of Technology (Tokyo Inst. of Tech.) |
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| Speaker | Author-2 |
| Date Time | 2009-03-12 15:40:00 |
| Presentation Time | 25 minutes |
| Registration for | NC |
| Paper # | NC2008-136 |
| Volume (vol) | vol.108 |
| Number (no) | no.480 |
| Page | pp.195-199 |
| #Pages | 5 |
| Date of Issue | 2009-03-04 (NC) |
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