The invention belongs to the technical field of visible light communication, and specifically relates to a machine learning multi-band carrier-free amplitude-phase (multi-band CAP) modulation system based on independent element analysis (ICA). The system of the present invention mainly includes matched filtering & down-sampling, first-level CAP forming and cross-matching filtering, ICA sub-band signal purification, each sub-band signal recovery phase offset, second-level CAP forming and cross-matching filtering, and subtracting sub-band interference , least mean square filter and other modules. In the present invention, after inversion of sub-band interference at the receiving end, it is sent to ICA together with the original received sub-band signal to initially purify each sub-band signal, and then through the second-stage sub-band interference inversion and subtracting the inter-sub-band interference, and then use the second level of equalization to eliminate the guard interval between sub-bands, improve the tolerance of the system to aliasing between sub-bands, achieve the same transmission rate with less bandwidth, and use the signal bandwidth more effectively , to improve the spectrum utilization of the visible light communication system.