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# Authors: Lukas Breuer <l.breuer@fz-juelich.de>
# Juergen Dammers <j.dammers@fz-juelich.de>
# Denis A. Engeman <denis.engemann@gemail.com>
#
# License: BSD (3-clause)
import math
import numpy as np
from ..utils import logger, verbose, check_random_state, random_permutation
@verbose
def infomax(data, weights=None, l_rate=None, block=None, w_change=1e-12,
anneal_deg=60., anneal_step=0.9, extended=True, n_subgauss=1,
kurt_size=6000, ext_blocks=1, max_iter=200, random_state=None,
blowup=1e4, blowup_fac=0.5, n_small_angle=20, use_bias=True,
verbose=None):
"""Run (extended) Infomax ICA decomposition on raw data.
Parameters
----------
data : np.ndarray, shape (n_samples, n_features)
The whitened data to unmix.
weights : np.ndarray, shape (n_features, n_features)
The initialized unmixing matrix.
Defaults to None, which means the identity matrix is used.
l_rate : float
This quantity indicates the relative size of the change in weights.
Defaults to ``0.01 / log(n_features ** 2)``.
.. note:: Smaller learning rates will slow down the ICA procedure.
block : int
The block size of randomly chosen data segments.
Defaults to floor(sqrt(n_times / 3.)).
w_change : float
The change at which to stop iteration. Defaults to 1e-12.
anneal_deg : float
The angle (in degrees) at which the learning rate will be reduced.
Defaults to 60.0.
anneal_step : float
The factor by which the learning rate will be reduced once
``anneal_deg`` is exceeded: ``l_rate *= anneal_step.``
Defaults to 0.9.
extended : bool
Whether to use the extended Infomax algorithm or not.
Defaults to True.
n_subgauss : int
The number of subgaussian components. Only considered for extended
Infomax. Defaults to 1.
kurt_size : int
The window size for kurtosis estimation. Only considered for extended
Infomax. Defaults to 6000.
ext_blocks : int
Only considered for extended Infomax. If positive, denotes the number
of blocks after which to recompute the kurtosis, which is used to
estimate the signs of the sources. In this case, the number of
sub-gaussian sources is automatically determined.
If negative, the number of sub-gaussian sources to be used is fixed
and equal to n_subgauss. In this case, the kurtosis is not estimated.
Defaults to 1.
max_iter : int
The maximum number of iterations. Defaults to 200.
random_state : int | np.random.RandomState
If random_state is an int, use random_state to seed the random number
generator. If random_state is already a np.random.RandomState instance,
use random_state as random number generator.
blowup : float
The maximum difference allowed between two successive estimations of
the unmixing matrix. Defaults to 10000.
blowup_fac : float
The factor by which the learning rate will be reduced if the difference
between two successive estimations of the unmixing matrix exceededs
``blowup``: ``l_rate *= blowup_fac``. Defaults to 0.5.
n_small_angle : int | None
The maximum number of allowed steps in which the angle between two
successive estimations of the unmixing matrix is less than
``anneal_deg``. If None, this parameter is not taken into account to
stop the iterations. Defaults to 20.
use_bias : bool
This quantity indicates if the bias should be computed.
Defaults to True.
verbose : bool, str, int, or None
If not None, override default verbosity level (see :func:`mne.verbose`
and :ref:`Logging documentation <tut_logging>` for more).
Returns
-------
unmixing_matrix : np.ndarray, shape (n_features, n_features)
The linear unmixing operator.
References
----------
.. [1] A. J. Bell, T. J. Sejnowski. An information-maximization approach to
blind separation and blind deconvolution. Neural Computation, 7(6),
1129-1159, 1995.
.. [2] T. W. Lee, M. Girolami, T. J. Sejnowski. Independent component
analysis using an extended infomax algorithm for mixed subgaussian
and supergaussian sources. Neural Computation, 11(2), 417-441, 1999.
"""
from scipy.stats import kurtosis
rng = check_random_state(random_state)
# define some default parameters
max_weight = 1e8
restart_fac = 0.9
min_l_rate = 1e-10
degconst = 180.0 / np.pi
# for extended Infomax
extmomentum = 0.5
signsbias = 0.02
signcount_threshold = 25
signcount_step = 2
# check data shape
n_samples, n_features = data.shape
n_features_square = n_features ** 2
# check input parameters
# heuristic default - may need adjustment for large or tiny data sets
if l_rate is None:
l_rate = 0.01 / math.log(n_features ** 2.0)
if block is None:
block = int(math.floor(math.sqrt(n_samples / 3.0)))
logger.info('Computing%sInfomax ICA' % ' Extended ' if extended else ' ')
# collect parameters
nblock = n_samples // block
lastt = (nblock - 1) * block + 1
# initialize training
if weights is None:
weights = np.identity(n_features, dtype=np.float64)
else:
weights = weights.T
BI = block * np.identity(n_features, dtype=np.float64)
bias = np.zeros((n_features, 1), dtype=np.float64)
onesrow = np.ones((1, block), dtype=np.float64)
startweights = weights.copy()
oldweights = startweights.copy()
step = 0
count_small_angle = 0
wts_blowup = False
blockno = 0
signcount = 0
initial_ext_blocks = ext_blocks # save the initial value in case of reset
# for extended Infomax
if extended:
signs = np.ones(n_features)
for k in range(n_subgauss):
signs[k] = -1
kurt_size = min(kurt_size, n_samples)
old_kurt = np.zeros(n_features, dtype=np.float64)
oldsigns = np.zeros(n_features)
# trainings loop
olddelta, oldchange = 1., 0.
while step < max_iter:
# shuffle data at each step
permute = random_permutation(n_samples, rng)
# ICA training block
# loop across block samples
for t in range(0, lastt, block):
u = np.dot(data[permute[t:t + block], :], weights)
u += np.dot(bias, onesrow).T
if extended:
# extended ICA update
y = np.tanh(u)
weights += l_rate * np.dot(weights,
BI -
signs[None, :] * np.dot(u.T, y) -
np.dot(u.T, u))
if use_bias:
bias += l_rate * np.reshape(np.sum(y, axis=0,
dtype=np.float64) * -2.0,
(n_features, 1))
else:
# logistic ICA weights update
y = 1.0 / (1.0 + np.exp(-u))
weights += l_rate * np.dot(weights,
BI + np.dot(u.T, (1.0 - 2.0 * y)))
if use_bias:
bias += l_rate * np.reshape(np.sum((1.0 - 2.0 * y), axis=0,
dtype=np.float64),
(n_features, 1))
# check change limit
max_weight_val = np.max(np.abs(weights))
if max_weight_val > max_weight:
wts_blowup = True
blockno += 1
if wts_blowup:
break
# ICA kurtosis estimation
if extended:
if ext_blocks > 0 and blockno % ext_blocks == 0:
if kurt_size < n_samples:
rp = np.floor(rng.uniform(0, 1, kurt_size) *
(n_samples - 1))
tpartact = np.dot(data[rp.astype(int), :], weights).T
else:
tpartact = np.dot(data, weights).T
# estimate kurtosis
kurt = kurtosis(tpartact, axis=1, fisher=True)
if extmomentum != 0:
kurt = (extmomentum * old_kurt +
(1.0 - extmomentum) * kurt)
old_kurt = kurt
# estimate weighted signs
signs = np.sign(kurt + signsbias)
ndiff = (signs - oldsigns != 0).sum()
if ndiff == 0:
signcount += 1
else:
signcount = 0
oldsigns = signs
if signcount >= signcount_threshold:
ext_blocks = np.fix(ext_blocks * signcount_step)
signcount = 0
# here we continue after the for loop over the ICA training blocks
# if weights in bounds:
if not wts_blowup:
oldwtchange = weights - oldweights
step += 1
angledelta = 0.0
delta = oldwtchange.reshape(1, n_features_square)
change = np.sum(delta * delta, dtype=np.float64)
if step > 2:
angledelta = math.acos(np.sum(delta * olddelta) /
math.sqrt(change * oldchange))
angledelta *= degconst
if verbose:
logger.info(
'step %d - lrate %5f, wchange %8.8f, angledelta %4.1f deg'
% (step, l_rate, change, angledelta))
# anneal learning rate
oldweights = weights.copy()
if angledelta > anneal_deg:
l_rate *= anneal_step # anneal learning rate
# accumulate angledelta until anneal_deg reaches l_rate
olddelta = delta
oldchange = change
count_small_angle = 0 # reset count when angledelta is large
else:
if step == 1: # on first step only
olddelta = delta # initialize
oldchange = change
if n_small_angle is not None:
count_small_angle += 1
if count_small_angle > n_small_angle:
max_iter = step
# apply stopping rule
if step > 2 and change < w_change:
step = max_iter
elif change > blowup:
l_rate *= blowup_fac
# restart if weights blow up (for lowering l_rate)
else:
step = 0 # start again
wts_blowup = 0 # re-initialize variables
blockno = 1
l_rate *= restart_fac # with lower learning rate
weights = startweights.copy()
oldweights = startweights.copy()
olddelta = np.zeros((1, n_features_square), dtype=np.float64)
bias = np.zeros((n_features, 1), dtype=np.float64)
ext_blocks = initial_ext_blocks
# for extended Infomax
if extended:
signs = np.ones(n_features)
for k in range(n_subgauss):
signs[k] = -1
oldsigns = np.zeros(n_features)
if l_rate > min_l_rate:
if verbose:
logger.info('... lowering learning rate to %g'
'\n... re-starting...' % l_rate)
else:
raise ValueError('Error in Infomax ICA: unmixing_matrix matrix'
'might not be invertible!')
# prepare return values
return weights.T
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