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should the initial guess be whitened too? #118

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ghost opened this issue May 3, 2020 · 3 comments
Open

should the initial guess be whitened too? #118

ghost opened this issue May 3, 2020 · 3 comments

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@ghost
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ghost commented May 3, 2020

https://github.com/JuliaStats/MultivariateStats.jl/blob/master/src/ica.jl#L169

Should W = W0'winit when do_whiten == true? Otherwise the sizes do not match.

@wildart
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wildart commented May 5, 2020

Did you mean this?

if do_whiten
W = W0 * W
end

@ghost
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ghost commented May 5, 2020

no, when the input winit is given, what is the size of it? It should be m * k, right? Then fastica! will complain that the size of W doesn't match the size of X. I just noticed that W0'winit has the right size and makes the output W similar to winit when the input is slightly perturbed.

@wildart
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wildart commented May 5, 2020

It's a bug. If you know how to fix it, PR will be appreciated.

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