What is the difference between PCA and ICA?
PCA vs ICA
Specifically, PCA is often used to compress information i.e. dimensionality reduction. While ICA aims to separate information by transforming the input space into a maximally independent basis.
What is kurtosis ICA?
ICA decomposes a multivariate signal into 'independent' components through 1. orthogonal rotation and 2. maximizing statistical independence between components in some way - one method used is to maximize non-gaussianity (kurtosis).
How do you perform ICA?
To perform ICA, we can use fastICA R package. We have to install fastICA package in R or R studio. A data matrix with n rows representing observations and p columns representing variables. Number of components to be extracted.