Adapting Machine Learning Algorithms to Novel Use Cases

Measuring the kurtosis (fourth moment) of a statistical distribution may seem like a pedantic exercise for an introductory statistics class, after one learns about the first moment (mean), second moment (variance), and third moment (skewness). However, kurtosis can be used for some unexpected and significant use cases, particularly when employed as a special case of Independent Component Analysis (ICA) for unsupervised learning. ICA is a variant of PCA (Principal Component Analysis) in situations where the data distribution contains subcomponents that are statistically independent of each other, though generally not orthogonal.