Contrastive independent component analysis

Visualizing data and finding patterns in data are ubiquitous problems in the sciences. Increasingly, applications seek signal and structure in a contrastive setting: a foreground dataset relative to a background dataset. For this purpose, we propose contrastive independent component analysis (cICA). This generalizes independent component analysis to independent latent variables across a foreground and background. We propose a hierarchical tensor decomposition algorithm for cICA. We study the identifiability of cICA and demonstrate its performance visualizing data and finding patterns in data, using synthetic and real-world datasets, comparing the approach to existing contrastive methods.