Random Projections for Dimensionality Reduction in ICA

In this paper we present a technique to speed up ICA based on the idea of reducing the dimensionality of the data set preserving the quality of the results. In particular we refer to FastICA algorithm which uses the Kurtosis as statistical property to be maximized. By performing a particular Johnson-Lindenstrauss like projection of the data set, we find the minimum dimensionality reduction rate ρ, defined as the ratio between the size k of the reduced space and the original one d, which guarantees a narrow confidence interval of such estimator with high confidence level. The derived dimensionality reduction rate depends on a system control parameter β easily computed a priori on the basis of the observations only. Extensive simulations have been done on different sets of real world signals. They show that actually the dimensionality reduction is very high, it preserves the quality of the decomposition and impressively speeds up FastICA. On the other hand, a set of signals, on which the estimated reduction rate is greater than 1, exhibits bad decomposition results if reduced, thus validating the reliability of the parameter β. We are confident that our method will lead to a better approach to real time applications