How does ICA implement n_components? #30701
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dherrera1911
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When I call
help(FastICA), the docstring says that the implementation is based on "A. Hyvarinen and E. Oja, Independent Component Analysis: Algorithms and Applications". However, I'm not sure from this reference what is the implementation of the optionn_components. The paper in question only treats the case where number of components equals the number of dimensions, and dimensionality reduction would be done in the pre-processing with PCA. However, in the implementation I also see the following comment:"While FastICA was proposed to estimate as many sources as features, it is possible to estimate less by setting n_components < n_features. It this case K is not a square matrix and the estimated A is the pseudo-inverse of
W K.". Maybe a reference for this should be included in the docstring for FastICA?All reactions