The ICA Procedure

The ICA procedure has the following main features:

provides a VAR statement to specify the numeric variables for the analysis
supports whitening and dimension reduction
produces an output data table that contains independent components and whitened variables

PROC ICA implements the following methods in parallel, based on the FastICA algorithm of Hyvärinen and Oja (2000):

symmetric decorrelation, which calculates all the independent components simultaneously
deflationary decorrelation, which extracts the independent components successively

Because PROC ICA runs on SAS Cloud Analytic Services (CAS), it also does the following:

enables you to run on a cluster of machines that distribute the data and the computations
enables you to run in single-machine mode
exploits all the available cores and concurrent threads. For information about how PROC ICA uses threads, see the section Multithreading in Chapter 3: Shared Concepts.

Last updated: December 21, 2018