We study a linear mixing model with dependent latent components, assuming multiple data domains. Most existing models assume that the components are independent or at least uncorrelated, in line with independent component analysis (ICA). Some recent work allows for dependent components, but then makes specific assumptions such as parametric forms of dependencies, multi-view settings, or interventions, or does not recover the individual components. In contrast, we consider a multi-domain setting in which domains differ through domain-specific scalings of the components, while the distribution of the underlying latent components is the same across domains. This approach can model data collected, for example, from different sensors measuring the same process, different laboratories conducting the same experiment, different experimental conditions, or different subjects that might differ in biological or physiological factors. We show that, under sufficient domain variability, latent variables and mixing functions can be identified from second-order statistics alone. We propose the Multi-Domain Covariance Matching (MuDo-CoM) algorithm that generalizes previous methods of joint diagonalization. MuDo-CoM is validated on simulated data and a real-world fMRI dataset.
Figures & tables
Figure 1: Motivating example based on fMRI data. (a): latent variables Z=(Z1,…,Z5) with nontrivial dependencies, shown in their correlation matrix. (b): different domains (e.g., subjects) with their domain-specific diagonal scaling matrices Dτ , which rescale the latent variables while preserving their dependency structure, as illustrated in the marginal distribution of Z1 . (c): the scaled latents are mixed through a shared, domain-invariant mixing matrix A to generate observed data Xτ . (d): from these observations Xτ , the goal is to recover the latent variables Z (up to permutation and scaling), capturing both inter-regional dependence and inter-domain variability.
Method
Dependence
Para. Assump. on Z
Struc. Assump. on A
FastICA ( Hyvarinen, 1999 )
Zi⊥Zj
non-gaussian
● None
QNDIAG ( Ablin et al., 2019 )
cov (Zi,Zj)=0
● None
● None
PARAFAC-COV ( Harshman and others, 1970 )
cov (Zi,Zj)=0
● None
● None
iVAE ( Khemakhem et al., 2020 )
Zi⊥Zj∣U
Cond. exponential family
● None
MHA ( Monti and Hyvärinen, 2018 )
● None
● None
Orthonormal + nonnegative
MuDo-CoM (Our method)
● None
● None
● None
Table 1: Comparison of closely related approaches in terms of assumptions on latent dependence, parametric assumptions on the latent variables Z , and structural assumptions on the mixing matrix A . Both QNDIAG and PARAFAC implicitly assume that latent components are uncorrelated within each domain, because QNDIAG performs joint diagonalization of a collection of covariance matrices, and PARAFAC does not model cross-interactions between latent components. For more details, see App. E.2 .
n
d
T
N
k
SCMs
MuDo-CoM
FastICA
QNDIAG
PARAFAC
iVAE
MHA
5
n
2 n
5000
2
Gauss
0.999 ± .000
0.786 ± .056
0.814 ± .049
0.688 ± .151
0.808 ± .062
0.783 ± .033
10
n
2 n
5000
2
Gauss
0.999 ± .001
0.783 ± .013
0.823 ± .019
0.477 ± .200
0.735 ± .035
0.726 ± .039
20
n
2 n
5000
2
Gauss
0.998 ± .001
0.791 ± .021
0.835 ± .018
0.319 ± .081
0.711 ± .075
0.618 ± .018
10
1 n
2 n
5000
2
Gauss
0.999 ± .001
0.783 ± .013
0.823 ± .019
0.477 ± .200
0.735 ± .035
0.726 ± .039
10
2 n
2 n
5000
2
Gauss
0.999 ± .001
0.783 ± .013
0.823 ± .019
0.509 ± .167
0.734 ± .017
0.687 ± .027
10
4 n
2 n
5000
2
Gauss
0.997 ± .004
0.783 ± .013
0.823 ± .019
0.464 ± .204
0.792 ± .022
0.689 ± .031
Table 2: Results for the numerical experiments: Average d-MCC ± Std over 5 random seeds. The bold font indicates which parameters are varying in each block of rows and the best results among all methods.
Figure 2: Visualization of the estimated components for the fMRI data for one random seed. Each column gives the five columns of the matrix A^ for one method, after aligning permutation and signs. Red means positive activation in a parcel, while blue means negative activity; the brain is viewed from three different angles. The last row shows the sample correlation matrix of the recovered variables Z^ .
Appendix figures & tables8 assets
Supplementary material from the paper’s appendix.
Appendix
Symbol
Description
τ
Domain index
Z
Latent variables
Λ
Covariance matrix of the noise term
Xτ
Observations from domain τ
A
Linear mixing matrix
Dτ
Domain-specific scaling matrix for domain τ
Appendix
Table 5
Numerical
CamCAN
Optimizer
Adam
Adam
Learning rate
5e-3
5e-3
# Seeds
5
5 or 20
# Iterations
50000
10000
# Initialization
3
20
Appendix
Table 3: Parameters for experiments results in Sec. 6 and App. E .
n
d
T
N
k
SCMs
MuDo-CoM
FastICA
QNDIAG
PARAFAC
iVAE
MHA
5
n
2 n
5000
2
Gauss
0.999 ± .000
0.767 ± .053
0.800 ± .043
0.611 ± .193
0.715 ± .088
0.728 ± .046
10
n
2 n
5000
2
Gauss
0.999 ± .001
0.740 ± .033
0.788 ± .029
0.433 ± .219
0.634 ± .072
0.687 ± .045
20
n
2 n
5000
2
Gauss
0.985 ± .021
0.732 ± .021
0.794 ± .016
0.274 ± .072
0.606 ± .083
0.581 ± .019
10
1 n
2 n
5000
2
Gauss
0.999 ± .001
0.740 ± .033
0.788 ± .029
0.433 ± .219
0.646 ± .042
0.687 ± .045
10
2 n
2 n
5000
2
Gauss
0.998 ± .001
0.741 ± .034
0.788 ± .029
0.443 ± .174
0.634 ± .072
0.653 ± .034
10
4 n
2 n
5000
2
Gauss
0.980 ± .037
0.741 ± .034
0.788 ± .029
0.382 ± .231
0.716 ± .034
0.632 ± .034
Appendix
Table 4: Results for the numerical experiments: Ave. MCC ± Std over 5 random seeds. The bold font indicates which parameters vary across each block of rows, as well as the best performance method.
n
d
T
N
k
SCMs
Mudo-CoM
FastICA
QNDIAG
PARAFAC
MHA
5
n
2 n
5000
2
Gauss
0.07 ± 0.02
0.86 ± 0.10
0.80 ± 0.08
1.00 ± 0.18
1.43 ± 0.33
10
n
2 n
5000
2
Gauss
0.10 ± 0.02
1.04 ± 0.13
0.94 ± 0.11
1.80 ± 0.25
3.28 ± 0.26
20
n
2 n
5000
2
Gauss
0.19 ± 0.03
1.09 ± 0.11
0.94 ± 0.10
2.79 ± 0.63
6.31 ± 0.16
10
1 n
2 n
5000
2
Gauss
0.10 ± 0.02
1.04 ± 0.13
0.94 ± 0.11
1.80 ± 0.25
3.28 ± 0.26
10
2 n
2 n
5000
2
Gauss
0.11 ± 0.01
1.04 ± 0.13
0.94 ± 0.14
1.77 ± 0.51
3.36 ± 0.40
10
4 n
2 n
5000
2
Gauss
0.12 ± 0.04
1.04 ± 0.13
0.94 ± 0.12
1.69 ± 0.30
3.41 ± 0.31
Appendix
Table 5: Results for the numerical experiments: Ave. Amari ± Std over 5 random seeds. The bold font indicates which parameters vary across each block of rows, as well as the best performance method.
Figure 3: Effect of increasing the number of domains T . ( a ) Mean ± standard deviation of MCC and d-MCC over T∈{n,2n,3n,4n} across 5 random seeds. ( b ) Corresponding Amari distance, showing improved common mixing matrix recovery as more domains are observed.
σ
0
0.1
0.5
1
σ^
0.01
0.11
0.51
1.01
Amari
0.10
0.10
0.11
0.12
Appendix
Table 6: Average Amari destance and σ^ over 5 random seeds
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Takafumi Kanamori, Yushi Hirose, Shohei Yamamoto
Department of Mathematical and Computing Science, Institute of Science Tokyo · RIKEN Center for Advanced Intelligence Project
Independent Component Analysis (ICA) is a foundational tool for unsupervised representation learning, yet its high-dimensional theory remains largely limited to single-component recovery. We develop an asymptotically exact mean-field theory for multi-component online ICA, capturing the coupling induced by simultaneous learning and orthogonalization. In the high-dimensional limit, the joint empirical distribution of learned estimates and ground-truth components converges to a deterministic process, yielding a closed ODE system for the overlap matrix between learned directions and true components. This characterization reveals a genuinely multi-component, initialization-driven phase structure: a decoupled regime, where estimates align with distinct components and evolve nearly independently, and a competition regime, where overlapping initializations induce orthogonality-driven conflicts, slow reorientation, and delayed convergence. Our steady-state analysis gives explicit learnability boundaries and competition conditions linking step size, data moments, and initialization. These conditions show that larger higher-order moments and competition shrink the stable learning-rate window, increase convergence times, and predict a staircase phenomenon in which the number of recoverable components changes discretely with the learning rate. Experiments on synthetic data and hyperspectral remote sensing data validate the predicted trajectories and phase behavior.
Eser Ilke Genc, Samet Demir, Zafer Dogan
MLIP Research Group, KUIS AI Center, Koç University · Department of EEE, Koç University
Recent research has established empirical scaling laws to predict model performance on multi-domain data mixtures. However, a theoretical understanding of these model loss behaviors remains absent. In this work, we propose a unified framework to explain the underlying mechanics of data mixing. Our approach extends theoretical perspectives originally developed for standard neural scaling laws (e.g., Kaplan and Chinchilla) to the multi-domain setting. Based on the distributional assumption that domains overlap on fundamental skills while diverging on specialized skills, we identify two key factors that govern the domain losses of models trained on different data mixtures: Capacity Competition, where the allocation of finite model capacity couples domain losses globally, and Noise Reduction, where optimal weights shift toward harder-to-learn domains to minimize overall noise. Empirical evaluations show that our framework outperforms existing baselines by fitting the loss landscape with a lower Mean Relative Error and identifying higher-performing training mixtures. Most importantly, our model successfully extrapolates across scales, predicting highly effective mixtures for large, unseen scales using parameters fitted on smaller ones. In addition, our model achieves these results using significantly fewer parameters compared to previous empirical laws. Our code is available at https://github.com/meiqwq/Explaining-Data-Mixing-Scaling-Laws.
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Beijing Institute of Technology · IIIS, Tsinghua University