论文标题

从流媒体固定图信号的在线拓扑推断,带有部分连接信息

Online Topology Inference from Streaming Stationary Graph Signals with Partial Connectivity Information

论文作者

Shafipour, Rasoul, Mateos, Gonzalo

论文摘要

我们从流网络数据开发在线图学习算法。我们的目标是通过获取(可能在获取数据的数据)来处理数据来跟踪(可能)时变的网络拓扑以及效果记忆和计算节省。该设置需要在未知网络上局部扩散动力学生成的固定图信号建模的观测值。此外,我们可能有关于链接预测问题中存在或不存在一些边缘的先验信息。平稳性假设意味着观测值的协方差矩阵和所谓的图形移位算子(GSO-编码图形拓扑编码的矩阵)在轻度要求下通勤。这激发了将拓扑推理任务作为一个反问题,因此人们搜索了在结构上可以接受的稀疏GSO,并且与观察值的经验协方差矩阵相比大致通勤。对于流数据,可以递归地更新协方差,我们可以显示在线近端梯度迭代以有效地跟踪具有可量化保证的逆问题的时变解决方案。具体而言,我们得出了GSO恢复成本强烈凸的条件,并使用此属性证明在线算法会在最佳时变批处理解决方案的附近收敛到。数值测试说明了所提出的图形学习方法在适应流信息和跟踪所寻求的动态网络中的变化方面的有效性。

We develop online graph learning algorithms from streaming network data. Our goal is to track the (possibly) time-varying network topology, and effect memory and computational savings by processing the data on-the-fly as they are acquired. The setup entails observations modeled as stationary graph signals generated by local diffusion dynamics on the unknown network. Moreover, we may have a priori information on the presence or absence of a few edges as in the link prediction problem. The stationarity assumption implies that the observations' covariance matrix and the so-called graph shift operator (GSO -- a matrix encoding the graph topology) commute under mild requirements. This motivates formulating the topology inference task as an inverse problem, whereby one searches for a sparse GSO that is structurally admissible and approximately commutes with the observations' empirical covariance matrix. For streaming data said covariance can be updated recursively, and we show online proximal gradient iterations can be brought to bear to efficiently track the time-varying solution of the inverse problem with quantifiable guarantees. Specifically, we derive conditions under which the GSO recovery cost is strongly convex and use this property to prove that the online algorithm converges to within a neighborhood of the optimal time-varying batch solution. Numerical tests illustrate the effectiveness of the proposed graph learning approach in adapting to streaming information and tracking changes in the sought dynamic network.

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