Séminaire de Statistique et Optimisation

Random Spanning Forests on Graphs for Fast Laplacian-Based Computations

par M. Nicolas TREMBLAY (GIPSA-Lab, Grenoble)

Europe/Paris
K. Johnson (1R3)

K. Johnson

1R3

Description

Graphs are ubiquitous tools to represent networks, may they be networks modeling data from neurosciences, sociology, molecular biology, chemistry, etc. A cornerstone of the analysis of graphs is the Laplacian matrix L that encodes their structure. From a linear algebra point-of-view, the analysis of L offers fundamental insights on key properties of the graph : the diffusion speed of an information or a disease on a network, the vulnerability of a network to targeted or random attacks, the redundancy of certain parts of the network, the network’s structure in more or less independent modules, are all examples of characteristics of a network one may extract from the Laplacian matrix.

In this work, we concentrate on two specific problems that often arise in the context of graph-based data : i/ compute inverse traces of the form Tr( (L+qI)^(-1) ), ii/ compute smoothing operations of the form (L+qI)^(-1) y where q>0 and y some vector defined over the nodes of the graph. These two problems arise in many well-known graph-based algorithms, such as semi-supervised learning, label propagation, graph Tikhonov regularization, graph inpainting, etc.

In the context of large graphs, the required inverse which scales as O(n^3) in the worst-case, is often too expensive in practice. Many approaches have been developed in the state-of-the-art to circumvent this problem : polynomial approximation and (preconditioned) conjugate gradient are the two most well-known.

In this work, we develop a new class of techniques based on random spanning forests. We show that these forests are natural candidates to provide original, efficient, and easy-to-implement estimators.

This is joint work with Pierre-Olivier Amblard, Luca Avena, Simon Barthelmé, Alexandre Gaudillière and Yusuf Yigit Pilavci