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    it discusses Fouruer ICA

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    it discusses Fouruer ICA

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    50 views11 pages

    Fourier ICA

    Uploaded by

    Sadiq Akbar
    it discusses Fouruer ICA

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as TXT, PDF, TXT or read online from Scribd
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    %% FourierICA % This simple implementation FourierICA is part of the supplementary material of the publication: % % A. Hyvrinen, P. Ramkumar, L.

    Parkkonen and R. Hari, _Independent component analy sis of short-time Fourier transforms % for spontaneous EEG/MEG analysis_, *NeuroImage* 49(1):257-271, 2010. % % Should you use this code, we kindly request you to cite the aforementioned pub lication. % % <http://www.cs.helsinki.fi/group/neuroinf/code/fourierica/fourierica.m DOWNLOA D FourierICA from here> % % %% Overview % % FourierICA is an unsupervised learning method suitable for the analysis of rhy thmic activity in EEG/MEG recordings. % The method performs _independent component analysis_ (ICA) on short-time Fouri er transforms of the data. As a result, % more "interesting" sources with (amplitude modulated) oscillatory behaviour ar e uncovered and appropriately ranked. % The method is also capable to reveal spatially-distributed sources appearing w ith different phases in different % EEG/MEG channels by means of a complex-valued mixing matrix. For more details, please read the publication % % A. Hyvrinen, P. Ramkumar, L. Parkkonen and R. Hari, _Independent component analy sis of short-time Fourier transforms % for spontaneous EEG/MEG analysis_, *NeuroImage* 49(1):257-271, 2010, % % or go to the webpage <http://www.cs.helsinki.fi/u/ahyvarin/> % % %% Input syntax formats % % # |[...]=fourierica(origdata,pcadim,samplfreq,minfreq,maxfreq)| % # |[...]=fourierica(origdata,pcadim,samplfreq,minfreq,maxfreq,options{:})| % # |[...]=fourierica(origdata,options{:})| % # |[...]=fourierica(origdata,options)| % % In (2) and (3) (but not in (4)), *options* is a cell list of the form {' _parn ame1_ ', _parvalue1_ , ...}. In (3), % *options* must include the *mandatory parameters*. % % In (4), *options* is a structure whose fields have the same name as the parame ters being specified. % % <html><h2><br></h2></html> %% Output syntax % % # |*[S_FT,A_orig,W_orig]*=fourierica(origdata,varargin)| % # |*[S_FT,A_orig,W_orig,objective]*=fourierica(origdata,varargin)| % # |*[S_FT,A_orig,W_orig,objective,convdata]*=fourierica(origdata,varargin)| %

    %% Input data % % Mandatory arguments are: % % # |*origdata* :| EEG/MEG data of size channels x time points (rows x colum ns). % # |*samplfreq* :| Sampling frequency (in Hz). % # |*pcadim* :| Number of principal components to be extracted. % # |*minfreq* :| Minimum frequency to be analised (in Hz). % # |*maxfreq* :| Maximum frequency to be analised (in Hz). % % Typical values would be: |pcadim=40,samplfreq=150, minfreq=7,maxfreq=30|. % % In addition, you can change any of the following optional parameters: % % * |*complexmixing* :| When |false| (default), mixing matrix is real-valued. Otherwise, complex-valued. % * |*windowlength_sec* :| Duration of short-time Fourier transform window (in s econds). By default, |windowlength_sec = 1|. % * |*overlapfactor* :| Overlap between consecutive windows. By default, |ove rlapfactor = 2|. % * |*components* :| Number of independent components. By default, |compon ents = pcadim|. % * |*hammingdata* :| If |true|, data is multiplied by an appropriate Hammi ng window before short-time Fourier % transformed. By default, |hammingdata = false|. More information on <matlab:do c('hamming') hamming>. % * |*removeoutliers* :| If |true| (default), remove outliers from data. % * |*fcnoutliers* :| Function handle of external code for removing outlier s. By default, |fcnoutliers = 0|, meaning % that if |removeoutliers = 1|, then the internal removal takes place (see the c ode). To specify another function, write % |fcnoutliers = @ _function-name_|. % * |*maxiter* :| Maximum number of iterations in estimating loop. By d efault, |maxiter = max(40*pcadim,2000)|. % * |*conveps* :| Convergence tolerance. By default, |conveps = 1e-7|. % * |*zerotolerance* :| Value of the smallest eigenvalue relative to the maxi mum eigenvalue that is considered % different from zero. By default, |zerotolerance = conveps|. % * |*showprogress* :| if |true| (default), it shows progress information du ring the iteration. % * |*seed* :| Sets the seed of the random number generator to a spe cific value. By default, |seed = -1|, % which allows Matlab to choose the seed. % * |*lambda* :| Constant in objective function. 1 (default) or 0.1 se ems to be the same. % %% Output data % % * S_FT: Source signals of the STFT's of data (3D tensor, channel x time x freq uency). When mixing matrix is real, S_FT % corresponds to the STFT's of the source signals in time domain, which can be o btained by computing W_orig*origdata. % * A_orig: Spatial patterns in original space (not whitened) % * W_orig: Spatial filters (pseudoinverse of A_orig) % * objective: Values of the objective function for each independent component. % * convdata: Structure with information of the convergence. Fields are: converg ed, convcriterion, numiter, pcadim and % components.

    % %% Examples: % % * Example 1: % % [S,A,W]=fourierica(origdata,150,40,7,30); % % * Example 2: % % options.samplfreq=150; % options.pcadim=40; % options.minfreq=7; % options.maxfreq=30; % [S,A,W]=fourierica(origdata,options) % % * Example 3: % % [S,A,W]=fourierica(origdata,150,40,7,30,'complexmixing',true) % % * Example 4: % % [S,A,W]=fourierica(origdata,'samplfreq',150,'pcadim',40,'minfreq',7,'max freq',30,'complexmixing',true) % % * Example 5: % % options.samplfreq=150; % options.pcadim=40; % options.minfreq=7; % options.maxfreq=30; % options.complexmixing=true; % [S,A,W]=fourierica(origdata,options) % % The first two examples are equivalent. Likewise are the last three examples. % Notice that the last three examples override the parameter _complexmixing_ , a nd thus complex mixing values % are used instead. % % %% Version control % % *Original code* by Aapo Hyvrinen, University of Helsinki (8 Nov 2011). % *Modified version* by Hugo Gabriel Eyherabide, University of Helsinki. (4 May 2012). % % *Latest version* by Hugo Gabriel Eyherabide, University of Helsinki. (10 Sep 2 013). % % Should you find a bug, please contact either Prof. Aapo Hyvrinen aapo.hyvarinen@ helsinki.fi or % Hugo Gabriel Eyherabide hugo.eyherabide@helsinki.fi % % %% License % % Copyright 2011 Aapo Hyvrinen %

    % Copyright 2012 Hugo Gabriel Eyherabide % % This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public % License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later % version. % % This program is distributed in the hope that it will be useful, but WITHOUT AN Y WARRANTY; without even the implied % warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. % % You should have received a copy of the GNU General Public License along with t his program. If not, see % <http://www.gnu.org/licenses/>. % % <html><h2><br></h2></html>

    %% Explanation of the code % <html><h2><br></h2></html> % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % HEADER % </h2></li></ul></html> % function varargout = fourierica(origdata,varargin) %% % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % INITIALIZATION % </h2></li></ul></html> % % Input and output arguments are processed here. The code checks for available p arameters and consistency. % Only parameters specified in parfixnames are mandatory. This parameters are al l of type |numeric|. % At the end, variables corresponding to the parameters are created in the funct ion workspace. % fprintf('Launching Fourier-ICA\n'); % Check the number of output arguments if nargout<3 || nargout>5, error('Wrong number of output arguments.'), end % Determine number of input arguments numargin=size(varargin,2); % Definition of mandatory parameters. They all are of type |numeric|. In the inp ut, they must % be introduced in the same order as in |parfixname|. parfixnames={'pcadim','samplfreq','minfreq','maxfreq'}; % Additional mandatory parameters can be included by adding elements to the cell |parfixnames|.

    % Definition of optional parameters names (|paroptnames|), their types (|paroptt ypes|) and default values % (|paroptdefval|). In the input, they can be introduced in any order using the input format shown in section "Input % data" paroptnames={'showprogress','seed','lambda','conveps','complexmixing','windowlen gth_sec','overlapfactor','components', ... 'removeoutliers','maxiter','fcnoutliers','zerotolerance','hammingdata'}; paropttypes={'logical','numeric','numeric','numeric','logical','numeric','numeri c','numeric',... 'logical','numeric','function_handle','numeric','logical'}; paroptdefval={'true','-1','1','1e-7','0','1','2','pcadim','1','max(40*pcadim,200 0)','[]','conveps','false'}; % Additional optional parameters can be included by adding elements to the cells |paroptnames|, |paropttypes| and % |paroptdefval|. % Convert all input syntax formats into struct type numparfix=size(parfixnames,2); numparopt=size(paroptnames,2); % Check if there are enough input arguments. if numargin>=numparfix % Check is mandatory parameters are of type |numeric|. if all(isnumeric([varargin{1:numparfix}])) for indpar=1:numparfix, eval(['param.' parfixnames{indpar} '=varargin{in dpar};']), end argini=numparfix+2; else argini=2; end % Check if the number of optional parameters is correct. if rem(numargin-argini,2)==1, error('Optional parameters should always go by pairs'); end for indarg=argini:2:numargin, if ischar(varargin{indarg-1}), ... eval(['param.' varargin{indarg-1} '=varargin{indarg};']), end, e nd elseif numargin==1 param=varargin{1}; else error('Wrong number of input arguments.'); end % Assign input arguments to function parameters (by creating variables in the fu nction workspace). numfields=0; % % Predefined messages for mandatory arguments % messages={'PCA dimension set to ';'Sampling frequency set to ';'Start of frequen cy band set to ' ... ;'End of frequency band set to '}; % Set mandatory parameters and create messages for indpar=1:numparfix, if isfield(param,parfixnames{indpar}), if isnumeric(param.([parfixnames{indpar}])) eval([ parfixnames{indpar} '=param.(parfixnames{indpar});'])

    messages{indpar,2}=param.(parfixnames{indpar}); else error([ parfixnames{indpar} ' should be numeric']); end numfields=numfields+1; else error(['Field ' parfixnames{indpar} ' is mandatory.']); end end % Display messages about mandatory parameters settings disp(messages); % Cheak optional parameters type, set optional parameters and Set mandatory para meters and create messages messages=cell(0,2); for indpar=1:numparopt, % Check if the optional parameter has been specified if isfield(param,paroptnames{indpar}), numfields=numfields+1; % Check if the value of the optional parameter is of the correct type. if isa(param.(paroptnames{indpar}),paropttypes{indpar}) % Assign value to optional parameter and creates message eval([ paroptnames{indpar} '=param.(paroptnames{indpar});']) messages{numfields-4,1}=['Further: ' paroptnames{indpar} ' set to '] ; messages{numfields-4,2}=param.(paroptnames{indpar}); else error([ paroptnames{indpar} ' should be ' paropttypes{indpar}]); end else % Uses default value if it wasn't specified by the user. eval([ paroptnames{indpar} '=' paroptdefval{indpar} ';']) end end % Display messages for those optional parameters set according to the user speci fications. disp(messages); % Warning about optional parameters not recognised. if length(fieldnames(param))>numfields, ... warning('Some specified parameters were not recognized!'), end clear param numargin varargin numfields paroptnames paroptdefval paropttypes par fixnames %% % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % WINDOWING, SHORT-TIME FOURIER TRANSFORM AND FILTERING</h2></html> % </h2></li></ul></html> % % The code first determines the correct window size and frequency band according to the parameters specified by the user % and then computes the short-time Fourier transform (STFT). Filtering is implem ented by an ideal band-pass filter % (gain=1) between the frequencies specified by the user. %

    disp('Sampling windows and STFT'); % Determines number of channels (|channels|) and time points (|T|) in original d ata (|origdata|). [channels,T]=size(origdata); %Compute number of time points in one window based on other parameters windowsize=floor(windowlength_sec*samplfreq); %Compute interval between consecutive windows windowinterval=ceil(windowsize/overlapfactor); %Compute number of windows windows=floor((T-windowsize)/windowinterval+1); %compute frequency indices (for the STFT) startfftind=floor(minfreq*windowlength_sec+1); if startfftind<1, error('minfreq must be positive'); end endfftind=floor(maxfreq*windowlength_sec+1); nyquistfreq=floor(windowsize/2); if endfftind>nyquistfreq, error('maxfreq must be less than the Nyquist frequency '); end fftsize=endfftind-startfftind+1; % Initialization of tensor X, which is the main data matrix input to the code wh ich follows. X=zeros(fftsize,windows,channels); % Define window initial limits window=[1,windowsize]; % Construct Hamming window if necessary if hammingdata, hammingwindow=hamming(windowsize,'periodic'); end % Short-time Fourier transform (window sampling + fft) for j=1:windows % Extract data window datawindow=origdata(:,window(1):window(2)); % Multiply by a Hamming window if necessary if hammingdata, datawindow=datawindow*diag(hammingwindow); end % Do FFT datawindow_ft=fft(datawindow'); X(:,j,:)=datawindow_ft(startfftind:endfftind,:); % New data window interval window=window+windowinterval; end clear datawindow datawindow_ft window %% % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % REMOVE OUTLIERS % </h2></li></ul></html> % % Outliers are defined as windows with large log-average power (_LAP_) % % $$LAP_{c,t}=log \sum_{f}{|X_{c,tf}|^2}$$ % % where _c_, _t_ and _f_ are channels, window time-onsets and frequencies, respe ctively. The threshold is defined as % |mean(LAP)+3 std(LAP)|. This process can be bypassed or replaced by specifying

    a function handle as an optional % parameter. if removeoutliers, if isempty(fcnoutliers) fprintf('Outlier removal:'); lognorms=log(sum(abs(X.*conj(X)))); outlierthreshold=mean(lognorms(:))+3*std(lognorms(:)); outlierindices=find(lognorms>outlierthreshold); fprintf(' removed %u windows\n',length(outlierindices)); X(:,outlierindices)=0; clear lognorms outlierthreshold outlierindices else X=fcnoutliers(X); end end %% % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % PCA, DIMENSION REDUCTION, WHITENING % </h2></li></ul></html> % % Do principal component analysis, reduce dimension of the data and whitening wi th respect to channels. This is % compulsory, as typical in BSS algorithms. % disp('Spatially whitening data with PCA dimension reduction'); % Concatenate STFT for consecutive windows in each channel Xmat_c=reshape(X,[fftsize*windows,channels]); % Store sample size after this transformation N=fftsize*windows; clear X % Substract mean value from channels Xmat_c_mv=mean(Xmat_c); Xmat_c=Xmat_c-Xmat_c_mv(ones(N,1),:); clear Xmat_c_mv %Do PCA (on matrix Xmat_c) covmat=cov(Xmat_c); if ~complexmixing, covmat=real(covmat); else covmat=conj(covmat); end [Ec, Dc] = eig(covmat); [d,order] = sort(diag(Dc),'descend'); clear covmat Dc % Checks for negative eigenvalues if any(d(1:pcadim)<0), warning('Negative eigenvalues! Reducing PCA and ICA dimen sion...'), end % Check for eigenvalues near zero (relative to the maximum eigenvalue) zeroeigval=sum((d(1:pcadim)/d(1))<zerotolerance); % Adjust dimensions if necessary (because zero eigenvalues were found) pcadim=pcadim-zeroeigval; if pcadim<components, components=pcadim; end if zeroeigval, fprintf('PCA dimension is %d and ICA dimension is %d\n',pcadim,co mponents); end

    % Construct whitening and dewhitening matrices dsqrt = sqrt(d(1:pcadim)); dsqrtinv = 1./dsqrt; Ec = Ec(:,order(1:pcadim)); whiteningmatrix=diag(dsqrtinv)*Ec'; dewhiteningmatrix=Ec*diag(dsqrt); clear d order zeroeigval dsqrt dsqrtinv Ec % Reduce dimensions and whiten data. |Zmat_c| is the main input for the iterativ e algorithm Zmat_c=whiteningmatrix*transpose(Xmat_c); Zmat_c_tr=Zmat_c'; % Also used in the fixed-point iteration. clear Xmat_c

    %% % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % COMPLEX-VALUED FAST-ICA ESTIMATION % </h2></li></ul></html> % fprintf('Launching complex-valued FastICA: ');

    % Sets the random number generator switch seed case -1, numrandn=@randn; otherwise, stream=RandStream('mrg32k3a','seed',19); numrandn=@(x,y)randn(str eam,x,y); end % Initial point, make it imaginary and unitary switch complexmixing, case true, W_old=complex(numrandn(components,pcadim),numrandn(components,pca dim)); case false, W_old=numrandn(components,pcadim); end W_old=sqrtm(inv(W_old*W_old'))*W_old; % Iteration starts here tic for iter=1:maxiter %Compute outputs, note lack of conjugate Y=W_old*Zmat_c; %Computing nonlinearities Y2=abs(Y.*conj(Y)); gY2 = 1./(lambda + Y2); dmv=lambda*sum(gY2.^2,2); %Fixed-point iteration W_new=(Y.*gY2)*Zmat_c_tr-diag(dmv)*W_old; %In case we want to restrict W to be real-valued, do it here: switch complexmixing, case true, W=W_new; case false, W=real(W_new); end

    %Make unitary W=sqrtm(inv(W*W'))*W; %check if converged convcriterion=1-sum(abs(sum(W.*conj(W_old),2)))/components; if convcriterion<conveps, break, end %Show progress to user if showprogress, erasechar={'\b'}; infostr=[num2str(iter,'%4d') ' ' num2str(convcriterion,'%1.4e')]; fprintf([erasechar{ones(length(infostr),1)} infostr]); end %store old value W_old=W; end toc clear Y Y2 gY2 dmv W_old W_new Zmat_c_tr %Compute mixing matrix (in whitened space) A=W'; %Compute source signal estimates S=W*Zmat_c; %Tell if convergence problems if convcriterion>conveps, fprintf(2,'\nFailed to converge, results may be wrong!\n') else fprintf('\nConverged.\n') end %% % % <html><ul style="margin-left:-1.5em;"><li><h2 style="color:#000077;"> % SORT COMPONENTS AND TRANSFORMS TO ORIGINAL SPACE % </h2></li></ul></html> % fprintf('Sorting components and reformatting results.\n') %compute objective function for each component objective=-mean(log(lambda+abs(S.*conj(S))),2); %sort components using the objective [objective,componentorder]=sort(objective,'descend'); W=W(componentorder,:); A=A(:,componentorder); S=S(componentorder,:); %Compute mixing and demixing matrix in original channel space %Spatial filters W_orig=W*whiteningmatrix; %Spatial patterns A_orig=dewhiteningmatrix*A; %Independent components. If real mixing matrix, these are STFT's of the %sources.

    S_FT=permute(reshape(S,[components,fftsize,windows]),[1,3,2]); %Output convergence data switch nargout case 3, varargout={S_FT,A_orig,W_orig}; case 4, varargout={S_FT,A_orig,W_orig,objective}; case 5, convdata=struct('convcriterion',convcriterion,'converged',convcriter ion<conveps, ... 'numiter',numiter,'pcadim',pcadim,'components',components); ... varargout={S_FT,A_orig,W_orig,objective,convdata}; end fprintf('Done.\n')

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