[RFC] Update ICA interface and implementation #122
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This PR is aimed at starting a discussion around the interface and implementation of ICA.
The current implementation uses symbols for dispatch which means that one can not add new algorithms without modifying the source. It also uses an awkward "function to get a function" do dispatch on the derivative type.
This PR:
AbstractICAAlg
ICADeriv
type and gets rid of theicaderiv
middlehand.Some performance benchmarks on the computationally heavy part of the algorithm:
The factor of 6x is too big to ignore for many scenarios, but does require a dependency on LoopVectorization. Consider the two functions below, which in this PR makes the heavy lifting
the second version using LoopVectorization and SLEEFPirates is 6x faster on my machine. A user wanting to make this happen can simply implement a new
ICADeriv
typeTanhfast
and overloadupdate_UE!
, without MultivariateStats taking a dependency on LoopVectorization.jlThis is obviously a breaking change, but I hope people will find it for the better.