Estimating the Reliability of ICA Projections

Meinecke, Frank C., Ziehe, Andreas, Kawanabe, Motoaki, Müller, Klaus-Robert

Neural Information Processing Systems 

When applying unsupervised learning techniques like ICA or temporal decorrelation,a key question is whether the discovered projections arereliable. In other words: can we give error bars or can we assess the quality of our separation? We use resampling methods totackle these questions and show experimentally that our proposed variance estimations are strongly correlated to the separation error.We demonstrate that this reliability estimation can be used to choose the appropriate ICA-model, to enhance significantly theseparation performance, and, most important, to mark the components that have a actual physical meaning.

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