We propose a new method of independent component analysis (ICA) in order to extract appropriate features from high-dimensional data. In general, matrix factorization methods including ICA have a problem regarding the interpretability of extracted features. For the improvement of interpretability, sparse constraint on a factorized matrix is helpful. With this background, we construct a new ICA method with sparsity. In our method, the ℓ 1 -regularized IC term is added to the cost function of ICA, and minimization of the cost function is performed by a difference of convex functions algorithm. For the validity of our proposed method, we apply it to synthetic data and real functional magnetic resonance imaging data.

A hypothesis in the study of the brain is that sparse coding is realized in information representation of external stimuli, which has been experimentally confirmed for visual stimulus recently. However, unlike the specific functional region in the brain, sparse coding in information processing in the whole brain has not been clarified sufficiently. In this study, we investigate the validity of sparse coding in the whole human brain by applying various matrix factorization methods to functional magnetic resonance imaging data of neural activities in the brain. The result suggests the sparse coding hypothesis in information representation in the whole human brain, because extracted features from the sparse matrix factorization (MF) method, sparse principal component analysis (SparsePCA), or method of optimal directions (MOD) under a high sparsity setting or an approximate sparse MF method, fast independent component analysis (FastICA), can classify external visual stimuli more accurately than the nonsparse MF method or sparse MF method under a low sparsity setting.

We study the problem of hyperparameter tuning in sparse matrix factorization under a Bayesian framework. In prior work, an analytical solution of sparse matrix factorization with Laplace prior was obtained by a variational Bayes method under several approximations. Based on this solution, we propose a novel numerical method of hyperparameter tuning by evaluating the zero point of the normalization factor in a sparse matrix prior. We also verify that our method shows excellent performance for ground-truth sparse matrix reconstruction by comparing it with the widely used algorithm of sparse principal component analysis.