Run ICA On Toy Data

import matplotlib.pyplot as plt
import numpy as np

from sklearn.decomposition import FastICA

import amica
from amica import AMICA

Generate Data and Load AMICA Results for Comparison

%%

data_dir = amica.datasets.data_path() / "toy_2" / "amicaout_toy_2"

x = amica.utils.generate_toy_data(n_samples=10_000, noise_factor=.05, seed=42)

Run AMICA and FastICA for comparison

fi = FastICA()
z = fi.fit_transform(x)

transformer = AMICA(mean_center=False, whiten="variance", random_state=42,)
transformer.fit(x.copy())

AMICA(mean_center=False, random_state=42, whiten='variance')

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apply the learned unmixing matrix to the data

y = transformer.transform(x)

fortran_results = amica.utils.load_fortran_results(
    data_dir, n_components=2, n_mixtures=3
    )
W_f = fortran_results["W"][:, :, 0]
y2 = x @ (W_f @ fortran_results["S"]).T

Plot Results

fig, ax = plt.subplots(4, 1, sharex=True)
for i, l, v in zip([1, 2, 3, 4], ['Sources', 'AMICA', 'AMICA-Python', 'FastICA'], [x, y2, y, z]):
    ax = plt.subplot(4, 1, i)
    ax.plot(v[:1000])
    ax.set_xticks([])
    ax.set_yticks([])
    ax.set_ylabel(l)
    ax.set_ylim([-1.1 * np.max(v), 1.1 * np.max(v)])