我们考虑了从节点观测值估算多个网络拓扑的问题,其中假定这些网络是从相同(未知)随机图模型中绘制的。我们采用图形作为我们的随机图模型,这是一个非参数模型,可以从中绘制出潜在不同大小的图形。图形子的多功能性使我们能够解决关节推理问题,即使对于要恢复的图形包含不同数量的节点并且缺乏整个图形的精确比对的情况。我们的解决方案是基于将最大似然惩罚与Graphon估计方案结合在一起,可用于增强现有网络推理方法。通过引入嘈杂图抽样信息的强大方法,进一步增强了所提出的联合网络和图形估计。我们通过将其性能与合成和实际数据集中的竞争方法进行比较来验证我们提出的方法。
translated by 谷歌翻译
This article explores and analyzes the unsupervised clustering of large partially observed graphs. We propose a scalable and provable randomized framework for clustering graphs generated from the stochastic block model. The clustering is first applied to a sub-matrix of the graph's adjacency matrix associated with a reduced graph sketch constructed using random sampling. Then, the clusters of the full graph are inferred based on the clusters extracted from the sketch using a correlation-based retrieval step. Uniform random node sampling is shown to improve the computational complexity over clustering of the full graph when the cluster sizes are balanced. A new random degree-based node sampling algorithm is presented which significantly improves upon the performance of the clustering algorithm even when clusters are unbalanced. This framework improves the phase transitions for matrix-decomposition-based clustering with regard to computational complexity and minimum cluster size, which are shown to be nearly dimension-free in the low inter-cluster connectivity regime. A third sampling technique is shown to improve balance by randomly sampling nodes based on spatial distribution. We provide analysis and numerical results using a convex clustering algorithm based on matrix completion.
translated by 谷歌翻译
当节点具有人口统计属性时,概率图形模型中社区结构的推理可能不会与公平约束一致。某些人口统计学可能在某些检测到的社区中过度代表,在其他人中欠代表。本文定义了一个新的$ \ ell_1 $ -regulared伪似然方法,用于公平图形模型选择。特别是,我们假设真正的基础图表​​中存在一些社区或聚类结构,我们寻求从数据中学习稀疏的无向图形及其社区,使得人口统计团体在社区内相当代表。我们的优化方法使用公平的人口统计奇偶校验定义,但框架很容易扩展到其他公平的定义。我们建立了分别,连续和二进制数据的高斯图形模型和Ising模型的提出方法的统计一致性,证明了我们的方法可以以高概率恢复图形及其公平社区。
translated by 谷歌翻译
我们提出了一种凸锥程序,可推断随机点产品图(RDPG)的潜在概率矩阵。优化问题最大化Bernoulli最大似然函数,增加核规范正则化术语。双重问题具有特别良好的形式,与众所周知的SemideFinite程序放松MaxCut问题有关。使用原始双功率条件,我们绑定了原始和双解决方案的条目和等级。此外,我们在轻微的技术假设下绑定了最佳目标值并证明了略微修改模型的概率估计的渐近一致性。我们对合成RDPG的实验不仅恢复了自然集群,而且还揭示了原始数据的下面的低维几何形状。我们还证明该方法在空手道俱乐部图表和合成美国参议图中恢复潜在结构,并且可以扩展到最多几百个节点的图表。
translated by 谷歌翻译
来自节点观测集的学习图表代表了一个正式称为图形拓扑推断的突出问题。然而,当前方法通过通常关注推断的单个网络而受到限制,并且他们假设来自所有节点的观察。首先,许多当代设置涉及多个相关网络,而第二个,其次,通常只是观察到剩余剩余隐藏的节点子集的情况。通过这些事实的动机,我们介绍了一种联合图拓扑推理方法,用于模拟隐藏变量的影响。在所观察到的信号在寻求的图表和图表密切相关的假设下,多个网络的联合估计允许我们利用这种关系来提高学习图的质量。此外,我们面临建模隐藏节点影响以最大限度地减少其不利影响的挑战性问题。为了获得可编程方法,我们利用手头的设置的特定结构,并利用不同图之间的相似性,这影响了观察到的和隐藏节点。为了测试所提出的方法,提供了综合和实际图的数值模拟。
translated by 谷歌翻译
We consider the nonlinear inverse problem of learning a transition operator $\mathbf{A}$ from partial observations at different times, in particular from sparse observations of entries of its powers $\mathbf{A},\mathbf{A}^2,\cdots,\mathbf{A}^{T}$. This Spatio-Temporal Transition Operator Recovery problem is motivated by the recent interest in learning time-varying graph signals that are driven by graph operators depending on the underlying graph topology. We address the nonlinearity of the problem by embedding it into a higher-dimensional space of suitable block-Hankel matrices, where it becomes a low-rank matrix completion problem, even if $\mathbf{A}$ is of full rank. For both a uniform and an adaptive random space-time sampling model, we quantify the recoverability of the transition operator via suitable measures of incoherence of these block-Hankel embedding matrices. For graph transition operators these measures of incoherence depend on the interplay between the dynamics and the graph topology. We develop a suitable non-convex iterative reweighted least squares (IRLS) algorithm, establish its quadratic local convergence, and show that, in optimal scenarios, no more than $\mathcal{O}(rn \log(nT))$ space-time samples are sufficient to ensure accurate recovery of a rank-$r$ operator $\mathbf{A}$ of size $n \times n$. This establishes that spatial samples can be substituted by a comparable number of space-time samples. We provide an efficient implementation of the proposed IRLS algorithm with space complexity of order $O(r n T)$ and per-iteration time complexity linear in $n$. Numerical experiments for transition operators based on several graph models confirm that the theoretical findings accurately track empirical phase transitions, and illustrate the applicability and scalability of the proposed algorithm.
translated by 谷歌翻译
Gaussian graphical models provide a powerful framework for uncovering conditional dependence relationships between sets of nodes; they have found applications in a wide variety of fields including sensor and communication networks, physics, finance, and computational biology. Often, one observes data on the nodes and the task is to learn the graph structure, or perform graphical model selection. While this is a well-studied problem with many popular techniques, there are typically three major practical challenges: i) many existing algorithms become computationally intractable in huge-data settings with tens of thousands of nodes; ii) the need for separate data-driven hyperparameter tuning considerably adds to the computational burden; iii) the statistical accuracy of selected edges often deteriorates as the dimension and/or the complexity of the underlying graph structures increase. We tackle these problems by developing the novel Minipatch Graph (MPGraph) estimator. Our approach breaks up the huge graph learning problem into many smaller problems by creating an ensemble of tiny random subsets of both the observations and the nodes, termed minipatches. We then leverage recent advances that use hard thresholding to solve the latent variable graphical model problem to consistently learn the graph on each minipatch. Our approach is computationally fast, embarrassingly parallelizable, memory efficient, and has integrated stability-based hyperparamter tuning. Additionally, we prove that under weaker assumptions than that of the Graphical Lasso, our MPGraph estimator achieves graph selection consistency. We compare our approach to state-of-the-art computational approaches for Gaussian graphical model selection including the BigQUIC algorithm, and empirically demonstrate that our approach is not only more statistically accurate but also extensively faster for huge graph learning problems.
translated by 谷歌翻译
我们提出了对学度校正随机块模型(DCSBM)的合适性测试。该测试基于调整后的卡方统计量,用于测量$ n $多项式分布的组之间的平等性,该分布具有$ d_1,\ dots,d_n $观测值。在网络模型的背景下,多项式的数量($ n $)的数量比观测值数量($ d_i $)快得多,与节点$ i $的度相对应,因此设置偏离了经典的渐近学。我们表明,只要$ \ {d_i \} $的谐波平均值生长到无穷大,就可以使统计量在NULL下分配。顺序应用时,该测试也可以用于确定社区数量。该测试在邻接矩阵的压缩版本上进行操作,因此在学位上有条件,因此对大型稀疏网络具有高度可扩展性。我们结合了一个新颖的想法,即在测试$ K $社区时根据$(k+1)$ - 社区分配来压缩行。这种方法在不牺牲计算效率的情况下增加了顺序应用中的力量,我们证明了它在恢复社区数量方面的一致性。由于测试统计量不依赖于特定的替代方案,因此其效用超出了顺序测试,可用于同时测试DCSBM家族以外的各种替代方案。特别是,我们证明该测试与具有社区结构的潜在可变性网络模型的一般家庭一致。
translated by 谷歌翻译
网络研究中最根本的问题之一是社区检测。随机块模型(SBM)是一种流行的模型,具有不同的估计方法,其社区检测一致性结果揭晓。但是,SBM受到强烈假设的限制:同一社区中的所有节点在随机上都是等效的,这可能不适合实际应用。我们引入了成对协变量调整后的随机块模型(PCABM),这是SBM的概括,该模型包含成对协变量信息。我们研究协变量和社区分配系数的最大似然估计。结果表明,在适当的稀疏条件下,协变量和社区分配的系数估计均一致。引入了带有调节的光谱聚类(SCWA),以有效地求解PCABM。在某些条件下,我们得出了SCWA下社区检测的错误限制,并表明它是社区检测一致的。此外,研究了模型的选择,并研究了成对协变量的特征选择,并提出了两种相应的算法。当可访问协变量信息时,PCABM与SBM或学位校正的随机块模型(DCBM)进行比较。
translated by 谷歌翻译
Research in Graph Signal Processing (GSP) aims to develop tools for processing data defined on irregular graph domains. In this paper we first provide an overview of core ideas in GSP and their connection to conventional digital signal processing, along with a brief historical perspective to highlight how concepts recently developed in GSP build on top of prior research in other areas. We then summarize recent advances in developing basic GSP tools, including methods for sampling, filtering or graph learning. Next, we review progress in several application areas using GSP, including processing and analysis of sensor network data, biological data, and applications to image processing and machine learning.
translated by 谷歌翻译
我们考虑使用共享结构估算两个功能无向图形模型之间的差异的问题。在许多应用中,数据自然被认为是随机函数的向量而不是标量的矢量。例如,脑电图(EEG)数据更适当地被视为时间函数。在这样的问题中,不仅可以每个样本测量的函数数量大,而且每个功能都是自身是无限尺寸对象,使估计模型参数具有挑战性。这进一步复杂于曲线通常仅在离散时间点观察到。我们首先定义一个功能差异图,捕获两个功能图形模型之间的差异,并在功能性差分图定义良好时正式表征。然后,我们提出了一种方法,软件,直接估计功能差异图,而不首先估计每个图形。这在各个图形是密集的情况下,这是特别有益的,但差分图是稀疏的。我们表明,融合始终估计功能差图,即使在全面观察和离散的功能路径的高维设置中也是如此。我们通过仿真研究说明了我们方法的有限样本性质。我们还提出了一种竞争方法,该方法是关节功能图形套索,它概括了关节图形套索到功能设置。最后,我们将我们的方法应用于EEG数据,以揭示一群含有酒精使用障碍和对照组的个体之间的功能性脑连接的差异。
translated by 谷歌翻译
Network data are ubiquitous in modern machine learning, with tasks of interest including node classification, node clustering and link prediction. A frequent approach begins by learning an Euclidean embedding of the network, to which algorithms developed for vector-valued data are applied. For large networks, embeddings are learned using stochastic gradient methods where the sub-sampling scheme can be freely chosen. Despite the strong empirical performance of such methods, they are not well understood theoretically. Our work encapsulates representation methods using a subsampling approach, such as node2vec, into a single unifying framework. We prove, under the assumption that the graph is exchangeable, that the distribution of the learned embedding vectors asymptotically decouples. Moreover, we characterize the asymptotic distribution and provided rates of convergence, in terms of the latent parameters, which includes the choice of loss function and the embedding dimension. This provides a theoretical foundation to understand what the embedding vectors represent and how well these methods perform on downstream tasks. Notably, we observe that typically used loss functions may lead to shortcomings, such as a lack of Fisher consistency.
translated by 谷歌翻译
我们介绍了一个新型的多层加权网络模型,该模型除了本地信号外,还考虑了全局噪声。该模型类似于多层随机块模型(SBM),但关键区别在于,跨层之间的块之间的相互作用在整个系统中是常见的,我们称之为环境噪声。单个块还以这些固定的环境参数为特征,以表示不属于其他任何地方的成员。这种方法允许将块同时聚类和类型化到信号或噪声中,以便更好地理解其在整个系统中的作用,而现有块模型未考虑。我们采用了分层变异推断的新颖应用来共同检测和区分块类型。我们称此模型为多层加权网络称为随机块(具有)环境噪声模型(SBANM),并开发了相关的社区检测算法。我们将此方法应用于费城神经发育队列中的受试者,以发现与精神病有关的具有共同心理病理学的受试者社区。
translated by 谷歌翻译
众所周知,许多网络系统,例如电网,大脑和舆论动态社交网络,都可以遵守保护法。这种现象的例子包括电网中的基尔乔夫法律和社交网络中的意见共识。网络系统中的保护定律可以建模为$ x = b^{*} y $的平衡方程,其中$ b^{*} $的稀疏模式捕获了网络的连接,$ y,x \在\ mathbb {r}^p $中分别是节点上“电势”和“注入流”的向量。节点电位$ y $会导致跨边缘的流量,并且在节点上注入的流量$ x $是网络动力学的无关紧要的。在几个实用的系统中,网络结构通常是未知的,需要从数据估算。为此,可以访问节点电位$ y $的样本,但只有节点注射$ x $的统计信息。在这个重要问题的激励下,我们研究了$ n $ y $ y $ y $ y $ y $ y $ y $ y $ b^{*} $稀疏结构的估计,假设节点注射$ x $遵循高斯分布,并带有已知的发行协方差$ \ sigma_x $。我们建议在高维度中为此问题的新$ \ ell_ {1} $ - 正则最大似然估计器,网络的大小$ p $大于样本量$ n $。我们表明,此优化问题是目标中的凸,并接受了独特的解决方案。在新的相互不一致的条件下,我们在三重$(n,p,d)$上建立了足够的条件,对于$ b^{*} $的精确稀疏恢复是可能的; $ d $是图的程度。我们还建立了在元素最大,Frobenius和运营商规范中回收$ b^{*} $的保证。最后,我们通过对拟议估计量对合成和现实世界数据的性能进行实验验证来补充这些理论结果。
translated by 谷歌翻译
Graph learning problems are typically approached by focusing on learning the topology of a single graph when signals from all nodes are available. However, many contemporary setups involve multiple related networks and, moreover, it is often the case that only a subset of nodes is observed while the rest remain hidden. Motivated by this, we propose a joint graph learning method that takes into account the presence of hidden (latent) variables. Intuitively, the presence of the hidden nodes renders the inference task ill-posed and challenging to solve, so we overcome this detrimental influence by harnessing the similarity of the estimated graphs. To that end, we assume that the observed signals are drawn from a Gaussian Markov random field with latent variables and we carefully model the graph similarity among hidden (latent) nodes. Then, we exploit the structure resulting from the previous considerations to propose a convex optimization problem that solves the joint graph learning task by providing a regularized maximum likelihood estimator. Finally, we compare the proposed algorithm with different baselines and evaluate its performance over synthetic and real-world graphs.
translated by 谷歌翻译
作为估计高维网络的工具,图形模型通常应用于钙成像数据以估计功能性神经元连接,即神经元活动之间的关系。但是,在许多钙成像数据集中,没有同时记录整个神经元的人群,而是部分重叠的块。如(Vinci等人2019年)最初引入的,这导致了图形缝问题,在该问题中,目的是在仅观察到功能的子集时推断完整图的结构。在本文中,我们研究了一种新颖的两步方法来绘制缝的方法,该方法首先使用低级协方差完成技术在估计图结构之前使用低级协方差完成技术划分完整的协方差矩阵。我们介绍了三种解决此问题的方法:阻止奇异价值分解,核标准惩罚和非凸低级别分解。尽管先前的工作已经研究了低级别矩阵的完成,但我们解决了阻碍遗失的挑战,并且是第一个在图形学习背景下研究问题的挑战。我们讨论了两步过程的理论特性,通过证明新颖的l无限 - 基 - 误差界的矩阵完成,以块错失性证明了一种提出的方​​法的图选择一致性。然后,我们研究了所提出的方法在模拟和现实世界数据示例上的经验性能,通过该方法,我们显示了这些方法从钙成像数据中估算功能连通性的功效。
translated by 谷歌翻译
随机块模型(SBM)是一个随机图模型,其连接不同的顶点组不同。它被广泛用作研究聚类和社区检测的规范模型,并提供了肥沃的基础来研究组合统计和更普遍的数据科学中出现的信息理论和计算权衡。该专着调查了最近在SBM中建立社区检测的基本限制的最新发展,无论是在信息理论和计算方案方面,以及各种恢复要求,例如精确,部分和弱恢复。讨论的主要结果是在Chernoff-Hellinger阈值中进行精确恢复的相转换,Kesten-Stigum阈值弱恢复的相变,最佳的SNR - 单位信息折衷的部分恢复以及信息理论和信息理论之间的差距计算阈值。该专着给出了在寻求限制时开发的主要算法的原则推导,特别是通过绘制绘制,半定义编程,(线性化)信念传播,经典/非背带频谱和图形供电。还讨论了其他块模型的扩展,例如几何模型和一些开放问题。
translated by 谷歌翻译
网络分析一直是揭示大量对象之间关系和交互的强大工具。然而,它在准确识别重要节点节点相互作用的有效性受到快速增长的网络规模的挑战,数据以空前的粒度和规模收集。克服这种高维度的共同智慧是将节点崩溃成较小的群体,并在小组级别进行连通性分析。将努力分为两个阶段不可避免地打开了一致性的差距,并降低了效率。共识学习是通用知识发现的新常态,并具有多个可用的数据源。为此,本文以组合多个数据源来开发同时分组和连接分析的统一框架。该算法还保证了统计上最佳的估计器。
translated by 谷歌翻译
高斯图形模型(GGM)广泛用于基因组学,生态学,心理测量学等各个领域的探索性数据分析。在高维度的情况下,当变量数量超过观测值数量的数量级时,GGM的估计是一个困难且不稳定的优化问题。变量或变量选择的聚类通常是在GGM估计之前进行的。我们提出了一种新方法,允许同时推断出分层聚类结构和描述层次结构每个级别独立性结构的图。该方法基于解决凸优化问题,该问题结合了图形套索惩罚与融合型套索惩罚。提出了有关真实和合成数据的结果。
translated by 谷歌翻译
We develop the theory and algorithmic toolbox for networked federated learning in decentralized collections of local datasets with an intrinsic network structure. This network structure arises from domain-specific notions of similarity between local datasets. Different notions of similarity are induced by spatio-temporal proximity, statistical dependencies or functional relations. Our main conceptual contribution is to formulate networked federated learning using a generalized total variation minimization. This formulation unifies and considerably extends existing federated multi-task learning methods. It is highly flexible and can be combined with a broad range of parametric models including Lasso or deep neural networks. Our main algorithmic contribution is a novel networked federated learning algorithm which is well suited for distributed computing environments such as edge computing over wireless networks. This algorithm is robust against inexact computations arising from limited computational resources including processing time or bandwidth. For local models resulting in convex problems, we derive precise conditions on the local models and their network structure such that our algorithm learns nearly optimal local models. Our analysis reveals an interesting interplay between the convex geometry of local models and the (cluster-) geometry of their network structure.
translated by 谷歌翻译