A study of the fixed points and spurious solutions of the deflation-based FastICA algorithm

The FastICA algorithm is one of the most popular algorithms in the domain of independent component analysis (ICA). Despite its success, it is observed that FastICA occasionally yields outcomes that do not correspond to any true solutions (known as demixing vectors) of the ICA problem. These outcomes are commonly referred to as spurious solutions. Although FastICA is a well-studied ICA algorithm, the occurrence of spurious solutions is not yet completely understood by the ICA community. In this contribution, we aim at addressing this issue. In the first part of this work, we are interested in characterizing the relationship between demixing vectors, local optimizers of the contrast function and (attractive or unattractive) fixed points of FastICA algorithm. We will show that there exists an inclusion relationship between these sets. In the second part, we investigate the possible scenarios where spurious solutions occur. It will be shown that when certain bimodal Gaussian mixture distributions are involved, there may exist spurious solutions that are attractive fixed points of FastICA. In this case, popular nonlinearities such as “Gauss” or “tanh” tend to yield spurious solutions, whereas “kurtosis” gives much more reliable results.