A Trust-Region ICA algorithm

Trust-Region ICA 알고리듬

A trust-region method is a quite attractive optimization technique. It is, in general, faster than the steepest descent method and is free of a learning rate unlike the gradient-based methods. In addition to its convergence property (between linear and quadratic convergence), ifs stability is always guaranteed, in contrast to the Newton's method. In this paper, we present an efficient implementation of the maximum likelihood independent component analysis (ICA) using the trust-region method, which leads to trust-region-based ICA (TR-ICA) algorithms. The useful behavior of our TR-ICA algorithms is confimed through numerical experimental results.