Yes, Scott Walker actually tweeted this:
Perhaps Walker should have paid more attention in high school. American Independence Day is categorically not about celebrating independence from the government. It is about celebrating independence from King George III and the British empire, and America forming its own independent, representative government - a government that the American public would be dependent on. So in fact, the complete opposite of Walker's definition.
Here's a thought for Walker: if you want to become President of the United States of America, it's probably a good idea to read up on a bit of history first.