Stochastic meta-descent (SMD) is a new technique for online adap(cid:173) tation of local learning rates in arbitrary twice-differentiable sys(cid:173) tems. Like matrix momentum it uses full second-order information while retaining O(n) computational complexity by exploiting the efficient computation of Hessian-vector products. Here we apply SMD to independent component analysis, and employ the result(cid:173) ing algorithm for the blind separation of time-varying mixtures. By matching individual learning rates to the rate of change in each source signal's mixture coefficients, our technique is capable of si(cid:173) multaneously tracking sources that move at very different, a priori unknown speeds.

Stochastic meta-descent (SMD) is a new technique for online adaptation of local learning rates in arbitrary twice-differentiable systems. Like matrix momentum it uses full second-order information while retaining O(n) computational complexity by exploiting the efficient computation of Hessian-vector products. Here we apply SMD to independent component analysis, and employ the resulting algorithm for the blind separation of time-varying mixtures. By matching individual learning rates to the rate of change in each source signal's mixture coefficients, our technique is capable of simultaneously tracking sources that move at very different, a priori unknown speeds.

Stochastic meta-descent (SMD) is a new technique for online adaptation of local learning rates in arbitrary twice-differentiable systems. Like matrix momentum it uses full second-order information while retaining O(n) computational complexity by exploiting the efficient computation of Hessian-vector products. Here we apply SMD to independent component analysis, and employ the resulting algorithm for the blind separation of time-varying mixtures. By matching individual learning rates to the rate of change in each source signal's mixture coefficients, our technique is capable of simultaneously tracking sources that move at very different, a priori unknown speeds.

Stochastic meta-descent (SMD) is a new technique for online adaptation oflocal learning rates in arbitrary twice-differentiable systems. Like matrix momentum it uses full second-order information while retaining O(n) computational complexity by exploiting the efficient computation of Hessian-vector products. Here we apply SMD to independent component analysis, and employ the resulting algorithmfor the blind separation of time-varying mixtures. By matching individual learning rates to the rate of change in each source signal's mixture coefficients, our technique is capable of simultaneously trackingsources that move at very different, a priori unknown speeds. 1 Introduction Independent component analysis (ICA) methods are typically run in batch mode in order to keep the stochasticity of the empirical gradient low. Often this is combined with a global learning rate annealing scheme that negotiates the tradeoff between fast convergence and good asymptotic performance.