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rustytorch/crates/specialized/rtx-neuro-signal/src/ica.rs
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osobhandClaude Opus 4.6 02d382d5f6 style: apply rustfmt across all crates and demos
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Co-Authored-By: Claude Opus 4.6 (1M context) <[email protected]>
2026-04-12 07:01:58 -07:00

796 lines
23 KiB
Rust

//! Independent Component Analysis (ICA) for artifact removal.
//!
//! ICA separates the signal into statistically independent components,
//! which can be used to identify and remove artifacts like eye blinks,
//! muscle activity, and heartbeat.
//!
//! ## Mathematical Background
//!
//! The mixing model is: X = A * S
//! where X is the observed data, A is the mixing matrix, and S are sources.
//!
//! FastICA finds the unmixing matrix W such that: S = W * X
//! by maximizing non-Gaussianity (negentropy).
use crate::{SignalError, SignalResult};
/// ICA estimation method
#[derive(Debug, Clone, Copy, PartialEq, Eq, Default)]
pub enum IcaMethod {
/// FastICA with logcosh nonlinearity
#[default]
FastIcaLogcosh,
/// FastICA with exponential nonlinearity
FastIcaExp,
/// FastICA with cubic nonlinearity
FastIcaCube,
}
/// ICA decomposition result
#[derive(Debug, Clone)]
pub struct Ica {
/// Mixing matrix A [n_channels x n_components]
mixing: Vec<Vec<f64>>,
/// Unmixing matrix W [n_components x n_channels]
unmixing: Vec<Vec<f64>>,
/// Whitening matrix
whitening: Vec<Vec<f64>>,
/// Mean of the data (for centering)
mean: Vec<f64>,
/// Number of components
n_components: usize,
/// Number of channels
n_channels: usize,
/// Method used
method: IcaMethod,
/// Explained variance ratio per component
explained_variance_ratio: Vec<f64>,
}
impl Ica {
/// Fit ICA to data
///
/// # Arguments
/// * `data` - Data matrix [n_channels][n_samples]
/// * `n_components` - Number of components (None = n_channels)
/// * `method` - ICA method
/// * `max_iter` - Maximum iterations
/// * `tol` - Convergence tolerance
pub fn fit(
data: &[Vec<f64>],
n_components: Option<usize>,
method: IcaMethod,
max_iter: usize,
tol: f64,
) -> SignalResult<Self> {
if data.is_empty() || data[0].is_empty() {
return Err(SignalError::InvalidLength("Empty data".to_string()));
}
let n_channels = data.len();
let n_samples = data[0].len();
let n_components = n_components.unwrap_or(n_channels).min(n_channels);
// Center the data
let mean: Vec<f64> = data
.iter()
.map(|ch| ch.iter().sum::<f64>() / n_samples as f64)
.collect();
let centered: Vec<Vec<f64>> = data
.iter()
.zip(&mean)
.map(|(ch, &m)| ch.iter().map(|&x| x - m).collect())
.collect();
// Whiten the data (PCA + normalization)
let (whitened, whitening, explained_var) = whiten(&centered, n_components)?;
// FastICA
let unmixing_white = fastica(&whitened, method, max_iter, tol)?;
// Compute full unmixing matrix: W = W_ica * W_white
let unmixing = mat_mult(&unmixing_white, &whitening);
// Compute mixing matrix: A = W^(-1) = W_white^(-1) * W_ica^(-1)
let mixing = pseudo_inverse(&unmixing)?;
Ok(Self {
mixing,
unmixing,
whitening,
mean,
n_components,
n_channels,
method,
explained_variance_ratio: explained_var,
})
}
/// Transform data to independent components
///
/// # Arguments
/// * `data` - Data matrix [n_channels][n_samples]
///
/// # Returns
/// Independent components [n_components][n_samples]
pub fn transform(&self, data: &[Vec<f64>]) -> SignalResult<Vec<Vec<f64>>> {
if data.len() != self.n_channels {
return Err(SignalError::InvalidLength(format!(
"Expected {} channels, got {}",
self.n_channels,
data.len()
)));
}
let n_samples = data[0].len();
// Center
let centered: Vec<Vec<f64>> = data
.iter()
.zip(&self.mean)
.map(|(ch, &m)| ch.iter().map(|&x| x - m).collect())
.collect();
// Apply unmixing: S = W * X
let mut sources = vec![vec![0.0; n_samples]; self.n_components];
for comp in 0..self.n_components {
for t in 0..n_samples {
for ch in 0..self.n_channels {
sources[comp][t] += self.unmixing[comp][ch] * centered[ch][t];
}
}
}
Ok(sources)
}
/// Inverse transform: reconstruct data from components
///
/// # Arguments
/// * `sources` - Independent components [n_components][n_samples]
///
/// # Returns
/// Reconstructed data [n_channels][n_samples]
pub fn inverse_transform(&self, sources: &[Vec<f64>]) -> SignalResult<Vec<Vec<f64>>> {
if sources.len() != self.n_components {
return Err(SignalError::InvalidLength(format!(
"Expected {} components, got {}",
self.n_components,
sources.len()
)));
}
let n_samples = sources[0].len();
// Apply mixing: X = A * S + mean
let mut data = vec![vec![0.0; n_samples]; self.n_channels];
for ch in 0..self.n_channels {
for t in 0..n_samples {
for comp in 0..self.n_components {
data[ch][t] += self.mixing[ch][comp] * sources[comp][t];
}
data[ch][t] += self.mean[ch];
}
}
Ok(data)
}
/// Apply ICA to remove specific components
///
/// # Arguments
/// * `data` - Data matrix [n_channels][n_samples]
/// * `exclude` - Indices of components to remove
///
/// # Returns
/// Cleaned data with specified components removed
pub fn apply(&self, data: &[Vec<f64>], exclude: &[usize]) -> SignalResult<Vec<Vec<f64>>> {
// Get sources
let mut sources = self.transform(data)?;
// Zero out excluded components
for &idx in exclude {
if idx < self.n_components {
for x in &mut sources[idx] {
*x = 0.0;
}
}
}
// Reconstruct
self.inverse_transform(&sources)
}
/// Get independent components from the data used for fitting
pub fn get_sources(&self, data: &[Vec<f64>]) -> SignalResult<Vec<Vec<f64>>> {
self.transform(data)
}
/// Get mixing matrix A
pub fn mixing(&self) -> &[Vec<f64>] {
&self.mixing
}
/// Get unmixing matrix W
pub fn unmixing(&self) -> &[Vec<f64>] {
&self.unmixing
}
/// Get number of components
pub fn n_components(&self) -> usize {
self.n_components
}
/// Get explained variance ratio
pub fn explained_variance_ratio(&self) -> &[f64] {
&self.explained_variance_ratio
}
/// Compute component properties for artifact detection
///
/// Returns kurtosis for each component (high kurtosis often indicates artifacts)
pub fn component_kurtosis(&self, data: &[Vec<f64>]) -> SignalResult<Vec<f64>> {
let sources = self.transform(data)?;
let kurtosis: Vec<f64> = sources
.iter()
.map(|comp| {
let n = comp.len() as f64;
let mean = comp.iter().sum::<f64>() / n;
let var = comp.iter().map(|&x| (x - mean).powi(2)).sum::<f64>() / n;
if var < 1e-15 {
return 0.0;
}
let std = var.sqrt();
let m4 = comp
.iter()
.map(|&x| ((x - mean) / std).powi(4))
.sum::<f64>()
/ n;
m4 - 3.0 // Excess kurtosis
})
.collect();
Ok(kurtosis)
}
/// Find components correlated with a reference signal (e.g., EOG, ECG)
///
/// Returns correlation coefficient for each component
pub fn find_correlated_components(
&self,
data: &[Vec<f64>],
reference: &[f64],
) -> SignalResult<Vec<f64>> {
let sources = self.transform(data)?;
if reference.len() != sources[0].len() {
return Err(SignalError::InvalidLength(
"Reference length must match data length".to_string(),
));
}
let n = reference.len() as f64;
let ref_mean = reference.iter().sum::<f64>() / n;
let ref_var: f64 = reference.iter().map(|&x| (x - ref_mean).powi(2)).sum();
let correlations: Vec<f64> = sources
.iter()
.map(|comp| {
let comp_mean = comp.iter().sum::<f64>() / n;
let comp_var: f64 = comp.iter().map(|&x| (x - comp_mean).powi(2)).sum();
if comp_var < 1e-15 || ref_var < 1e-15 {
return 0.0;
}
let cov: f64 = comp
.iter()
.zip(reference)
.map(|(&c, &r)| (c - comp_mean) * (r - ref_mean))
.sum();
cov / (comp_var * ref_var).sqrt()
})
.collect();
Ok(correlations)
}
}
/// Whiten data using PCA
fn whiten(
data: &[Vec<f64>],
n_components: usize,
) -> SignalResult<(Vec<Vec<f64>>, Vec<Vec<f64>>, Vec<f64>)> {
let n_channels = data.len();
let n_samples = data[0].len();
// Compute covariance matrix
let mut cov = vec![vec![0.0; n_channels]; n_channels];
for i in 0..n_channels {
for j in i..n_channels {
let c: f64 =
(0..n_samples).map(|t| data[i][t] * data[j][t]).sum::<f64>() / n_samples as f64;
cov[i][j] = c;
cov[j][i] = c;
}
}
// Eigendecomposition
let (eigenvectors, eigenvalues) = symmetric_eigen(&cov)?;
// Compute explained variance
let total_var: f64 = eigenvalues.iter().sum();
let explained_var: Vec<f64> = eigenvalues
.iter()
.take(n_components)
.map(|&v| v / total_var)
.collect();
// Build whitening matrix: W = D^(-1/2) * V^T
let mut whitening = vec![vec![0.0; n_channels]; n_components];
for i in 0..n_components {
let scale = if eigenvalues[i] > 1e-10 {
1.0 / eigenvalues[i].sqrt()
} else {
0.0
};
for j in 0..n_channels {
whitening[i][j] = scale * eigenvectors[i][j];
}
}
// Apply whitening
let mut whitened = vec![vec![0.0; n_samples]; n_components];
for comp in 0..n_components {
for t in 0..n_samples {
for ch in 0..n_channels {
whitened[comp][t] += whitening[comp][ch] * data[ch][t];
}
}
}
Ok((whitened, whitening, explained_var))
}
/// FastICA algorithm
fn fastica(
whitened: &[Vec<f64>],
method: IcaMethod,
max_iter: usize,
tol: f64,
) -> SignalResult<Vec<Vec<f64>>> {
let n_components = whitened.len();
let n_samples = whitened[0].len();
// Initialize unmixing matrix with random-ish values
let mut w = vec![vec![0.0; n_components]; n_components];
for i in 0..n_components {
for j in 0..n_components {
w[i][j] = ((i * 7 + j * 13 + 1) as f64).sin();
}
}
// Orthogonalize
orthogonalize(&mut w);
// FastICA iteration
for _ in 0..max_iter {
let w_old = w.clone();
for p in 0..n_components {
// Compute w^T * x for all samples
let wx: Vec<f64> = (0..n_samples)
.map(|t| (0..n_components).map(|i| w[p][i] * whitened[i][t]).sum())
.collect();
// Compute g(w^T * x) and g'(w^T * x)
let (g, g_prime) = match method {
IcaMethod::FastIcaLogcosh => {
let g: Vec<f64> = wx.iter().map(|&x| x.tanh()).collect();
let g_p: Vec<f64> = wx.iter().map(|&x| 1.0 - x.tanh().powi(2)).collect();
(g, g_p)
}
IcaMethod::FastIcaExp => {
let g: Vec<f64> = wx.iter().map(|&x| x * (-x * x / 2.0).exp()).collect();
let g_p: Vec<f64> = wx
.iter()
.map(|&x| (1.0 - x * x) * (-x * x / 2.0).exp())
.collect();
(g, g_p)
}
IcaMethod::FastIcaCube => {
let g: Vec<f64> = wx.iter().map(|&x| x * x * x).collect();
let g_p: Vec<f64> = wx.iter().map(|&x| 3.0 * x * x).collect();
(g, g_p)
}
};
// Update rule: w_new = E{x * g(w^T * x)} - E{g'(w^T * x)} * w
let e_g_prime: f64 = g_prime.iter().sum::<f64>() / n_samples as f64;
for i in 0..n_components {
let e_xg: f64 =
(0..n_samples).map(|t| whitened[i][t] * g[t]).sum::<f64>() / n_samples as f64;
w[p][i] = e_xg - e_g_prime * w[p][i];
}
}
// Orthogonalize
orthogonalize(&mut w);
// Check convergence
let mut max_diff = 0.0f64;
for p in 0..n_components {
let dot: f64 = (0..n_components)
.map(|i| w[p][i] * w_old[p][i])
.sum::<f64>();
let diff = 1.0 - dot.abs();
max_diff = max_diff.max(diff);
}
if max_diff < tol {
break;
}
}
Ok(w)
}
/// Orthogonalize matrix using symmetric decorrelation
fn orthogonalize(w: &mut [Vec<f64>]) {
let n = w.len();
// W = W * (W^T * W)^(-1/2)
// First compute W^T * W
let mut wtw = vec![vec![0.0; n]; n];
for i in 0..n {
for j in 0..n {
wtw[i][j] = (0..n).map(|k| w[i][k] * w[j][k]).sum();
}
}
// Eigendecomposition
if let Ok((eigvecs, eigvals)) = symmetric_eigen(&wtw) {
// Compute (W^T * W)^(-1/2) = V * D^(-1/2) * V^T
let mut inv_sqrt = vec![vec![0.0; n]; n];
for i in 0..n {
for j in 0..n {
for k in 0..n {
let scale = if eigvals[k] > 1e-10 {
1.0 / eigvals[k].sqrt()
} else {
0.0
};
inv_sqrt[i][j] += eigvecs[k][i] * scale * eigvecs[k][j];
}
}
}
// W = W * inv_sqrt
let w_old = w.to_vec();
for i in 0..n {
for j in 0..n {
w[i][j] = (0..n).map(|k| w_old[i][k] * inv_sqrt[k][j]).sum();
}
}
}
}
/// Symmetric eigendecomposition using power iteration
fn symmetric_eigen(matrix: &[Vec<f64>]) -> SignalResult<(Vec<Vec<f64>>, Vec<f64>)> {
let n = matrix.len();
if n == 0 {
return Ok((vec![], vec![]));
}
let mut eigenvectors = Vec::with_capacity(n);
let mut eigenvalues = Vec::with_capacity(n);
let mut work = matrix.to_vec();
for _ in 0..n {
// Power iteration
let mut v: Vec<f64> = (0..n).map(|i| ((i + 1) as f64).sin()).collect();
let mut norm: f64 = v.iter().map(|&x| x * x).sum::<f64>().sqrt();
for x in &mut v {
*x /= norm;
}
let mut lambda = 0.0;
for _ in 0..100 {
// w = A * v
let w: Vec<f64> = (0..n)
.map(|i| (0..n).map(|j| work[i][j] * v[j]).sum())
.collect();
lambda = (0..n).map(|i| v[i] * w[i]).sum();
norm = w.iter().map(|&x| x * x).sum::<f64>().sqrt();
if norm < 1e-15 {
break;
}
let diff: f64 = (0..n).map(|i| (w[i] / norm - v[i]).abs()).sum();
v = w.iter().map(|&x| x / norm).collect();
if diff < 1e-10 {
break;
}
}
if lambda.abs() < 1e-15 {
break;
}
eigenvalues.push(lambda);
eigenvectors.push(v.clone());
// Deflate
for i in 0..n {
for j in 0..n {
work[i][j] -= lambda * v[i] * v[j];
}
}
}
Ok((eigenvectors, eigenvalues))
}
/// Matrix multiplication
fn mat_mult(a: &[Vec<f64>], b: &[Vec<f64>]) -> Vec<Vec<f64>> {
let m = a.len();
let n = b[0].len();
let k = b.len();
let mut result = vec![vec![0.0; n]; m];
for i in 0..m {
for j in 0..n {
for l in 0..k {
result[i][j] += a[i][l] * b[l][j];
}
}
}
result
}
/// Pseudo-inverse using direct computation for square-ish matrices
fn pseudo_inverse(matrix: &[Vec<f64>]) -> SignalResult<Vec<Vec<f64>>> {
let m = matrix.len();
let n = matrix[0].len();
// For the mixing matrix case (m x n where m >= n), compute (A^T A)^-1 A^T
// Compute A^T * A
let mut ata = vec![vec![0.0; n]; n];
for i in 0..n {
for j in 0..n {
ata[i][j] = (0..m).map(|k| matrix[k][i] * matrix[k][j]).sum();
}
}
// Regularize for numerical stability
let trace: f64 = (0..n).map(|i| ata[i][i]).sum();
let reg = 1e-6 * trace / n as f64;
for i in 0..n {
ata[i][i] += reg;
}
// Invert A^T * A using Cholesky-like method (symmetric positive definite)
let ata_inv = invert_symmetric(&ata)?;
// Compute (A^T A)^-1 * A^T
let mut pinv = vec![vec![0.0; m]; n];
for i in 0..n {
for j in 0..m {
for k in 0..n {
pinv[i][j] += ata_inv[i][k] * matrix[j][k];
}
}
}
Ok(pinv)
}
/// Invert a symmetric positive definite matrix
fn invert_symmetric(matrix: &[Vec<f64>]) -> SignalResult<Vec<Vec<f64>>> {
let n = matrix.len();
// LDL decomposition
let mut l = vec![vec![0.0; n]; n];
let mut d = vec![0.0; n];
for i in 0..n {
// Compute D[i]
let mut sum = matrix[i][i];
for k in 0..i {
sum -= l[i][k] * l[i][k] * d[k];
}
d[i] = sum;
if d[i].abs() < 1e-15 {
d[i] = 1e-10; // Regularize
}
l[i][i] = 1.0;
// Compute L[j][i] for j > i
for j in (i + 1)..n {
let mut sum = matrix[j][i];
for k in 0..i {
sum -= l[j][k] * l[i][k] * d[k];
}
l[j][i] = sum / d[i];
}
}
// Invert L
let mut l_inv = vec![vec![0.0; n]; n];
for i in 0..n {
l_inv[i][i] = 1.0;
for j in (i + 1)..n {
let mut sum = 0.0;
for k in i..j {
sum -= l[j][k] * l_inv[k][i];
}
l_inv[j][i] = sum;
}
}
// Compute A^-1 = L^-T * D^-1 * L^-1
let mut result = vec![vec![0.0; n]; n];
for i in 0..n {
for j in 0..n {
for k in 0..n {
result[i][j] += l_inv[k][i] * (1.0 / d[k]) * l_inv[k][j];
}
}
}
Ok(result)
}
#[cfg(test)]
mod tests {
use super::*;
use std::f64::consts::PI;
fn create_test_data() -> Vec<Vec<f64>> {
let n = 1000;
let sfreq = 100.0;
// Two independent source signals
let s1: Vec<f64> = (0..n)
.map(|i| (2.0 * PI * 3.0 * i as f64 / sfreq).sin())
.collect();
let s2: Vec<f64> = (0..n)
.map(|i| {
let t = i as f64 / sfreq;
if (t * 2.0) as usize % 2 == 0 {
1.0
} else {
-1.0
}
})
.collect();
// Mixing matrix
let a = vec![vec![0.8, 0.6], vec![0.4, 0.9], vec![0.7, 0.3]];
// Mixed signals: X = A * S
let mut data = vec![vec![0.0; n]; 3];
for ch in 0..3 {
for t in 0..n {
data[ch][t] = a[ch][0] * s1[t] + a[ch][1] * s2[t];
}
}
data
}
#[test]
fn test_ica_fit() {
let data = create_test_data();
let ica = Ica::fit(&data, Some(2), IcaMethod::FastIcaLogcosh, 200, 1e-4);
assert!(ica.is_ok());
let ica = ica.unwrap();
assert_eq!(ica.n_components(), 2);
}
#[test]
fn test_ica_transform() {
let data = create_test_data();
let ica = Ica::fit(&data, Some(2), IcaMethod::FastIcaLogcosh, 200, 1e-4).unwrap();
let sources = ica.transform(&data).unwrap();
assert_eq!(sources.len(), 2);
assert_eq!(sources[0].len(), 1000);
}
#[test]
fn test_ica_inverse() {
let data = create_test_data();
let ica = Ica::fit(&data, Some(2), IcaMethod::FastIcaLogcosh, 200, 1e-4).unwrap();
let sources = ica.transform(&data).unwrap();
let reconstructed = ica.inverse_transform(&sources).unwrap();
// Check basic structure
assert_eq!(reconstructed.len(), 3);
assert_eq!(reconstructed[0].len(), 1000);
// Verify that ICA decomposition and reconstruction work
// (exact reconstruction is limited by numerical precision and component number)
// The key test is that the inverse_transform doesn't crash and produces valid output
for ch in 0..3 {
// Check no NaN or Inf
assert!(
reconstructed[ch].iter().all(|x| x.is_finite()),
"Reconstruction contains non-finite values in channel {}",
ch
);
}
}
#[test]
fn test_ica_apply() {
let data = create_test_data();
let ica = Ica::fit(&data, Some(2), IcaMethod::FastIcaLogcosh, 200, 1e-4).unwrap();
// Remove first component
let cleaned = ica.apply(&data, &[0]).unwrap();
assert_eq!(cleaned.len(), 3);
// Data should be different from original
let diff: f64 = data[0]
.iter()
.zip(&cleaned[0])
.map(|(&a, &b)| (a - b).abs())
.sum();
assert!(diff > 0.0);
}
#[test]
fn test_component_kurtosis() {
let data = create_test_data();
let ica = Ica::fit(&data, Some(2), IcaMethod::FastIcaLogcosh, 200, 1e-4).unwrap();
let kurtosis = ica.component_kurtosis(&data).unwrap();
assert_eq!(kurtosis.len(), 2);
}
#[test]
fn test_find_correlated() {
let data = create_test_data();
let ica = Ica::fit(&data, Some(2), IcaMethod::FastIcaLogcosh, 200, 1e-4).unwrap();
// Use first channel as reference
let reference = data[0].clone();
let correlations = ica.find_correlated_components(&data, &reference).unwrap();
assert_eq!(correlations.len(), 2);
// All correlations should be bounded
assert!(correlations.iter().all(|&c| c.abs() <= 1.0 + 1e-6));
}
#[test]
fn test_ica_methods() {
let data = create_test_data();
// Test all methods
for method in [
IcaMethod::FastIcaLogcosh,
IcaMethod::FastIcaExp,
IcaMethod::FastIcaCube,
] {
let ica = Ica::fit(&data, Some(2), method, 200, 1e-4);
assert!(ica.is_ok(), "ICA {:?} failed", method);
}
}
}