Graph Learning Based on Spatiotemporal Smoothness for Time-Varying Graph Signal

Graph learning often boils down to uncovering the hidden structure of data, which has been applied in various fields such as biology, sociology, and environmental studies. However, distributed sensing in realistic application often gives rise to spatiotemporal signals, which can be characterized through new tools of graph signal processing as a time-varying graph signal. It calls upon the development from static graph signal studies to the joint space-time analysis. In this paper, we study the problem of learning graphs from time-varying graph signals. Based on the correlated properties in observed signals, a dynamic graph-based model is first presented, which particularly takes into account space-time interactions in signal representation. Considering the case that the time correlation pattern is unavailable, the graph learning problem is cast as a joint correlation detecting and graph refining problem. Then it is solved by the proposed correlation-aware and spatiotemporal smoothness-based graph learning method (CASTS), which novelly introduces the spatiotemporal smooth prior to the field of time-vertex signal analysis. By promoting such smoothness in each learning steps, the graph learning accuracy can be efficiently improved. The experiments on both synthetic and real-world datasets demonstrate the improvement of the proposed CASTS over current state-of-the-art graph learning methods, and meanwhile show the capability of dynamic prediction in climate analysis.

[1]  Pascal Frossard,et al.  Learning Heat Diffusion Graphs , 2016, IEEE Transactions on Signal and Information Processing over Networks.

[2]  Antonio Ortega,et al.  Spectral anomaly detection using graph-based filtering for wireless sensor networks , 2014, 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[3]  Pierre Vandergheynst,et al.  Stationary Signal Processing on Graphs , 2016, IEEE Transactions on Signal Processing.

[4]  José M. F. Moura,et al.  Discrete Signal Processing on Graphs , 2012, IEEE Transactions on Signal Processing.

[5]  Joshua B. Tenenbaum,et al.  Discovering Structure by Learning Sparse Graphs , 2010 .

[6]  Georgios B. Giannakis,et al.  Topology inference of directed graphs using nonlinear structural vector autoregressive models , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[7]  Michael G. Rabbat Inferring sparse graphs from smooth signals with theoretical guarantees , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[8]  Andreas Loukas,et al.  Stationary time-vertex signal processing , 2016, EURASIP Journal on Advances in Signal Processing.

[9]  Pascal Frossard,et al.  The emerging field of signal processing on graphs: Extending high-dimensional data analysis to networks and other irregular domains , 2012, IEEE Signal Processing Magazine.

[10]  Pascal Frossard,et al.  Learning Laplacian Matrix in Smooth Graph Signal Representations , 2014, IEEE Transactions on Signal Processing.

[11]  Pascal Frossard,et al.  Learning time varying graphs , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[12]  José M. F. Moura,et al.  Discrete Signal Processing on Graphs: Frequency Analysis , 2013, IEEE Transactions on Signal Processing.

[13]  J. Friedman,et al.  New Insights and Faster Computations for the Graphical Lasso , 2011 .

[14]  R. Tibshirani,et al.  Sparse inverse covariance estimation with the graphical lasso. , 2008, Biostatistics.

[15]  José M. F. Moura,et al.  Big Data Analysis with Signal Processing on Graphs: Representation and processing of massive data sets with irregular structure , 2014, IEEE Signal Processing Magazine.

[16]  Stephen P. Boyd,et al.  Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers , 2011, Found. Trends Mach. Learn..

[17]  Ulrike von Luxburg,et al.  A tutorial on spectral clustering , 2007, Stat. Comput..

[18]  Georgios B. Giannakis,et al.  Kernel-Based Reconstruction of Graph Signals , 2016, IEEE Transactions on Signal Processing.

[19]  R. Snyder California Irrigation Management Information System , 1984, American Potato Journal.

[20]  José M. F. Moura,et al.  Signal Processing on Graphs: Causal Modeling of Unstructured Data , 2015, IEEE Transactions on Signal Processing.

[21]  Yan Liu,et al.  EBM: an entropy-based model to infer social strength from spatiotemporal data , 2013, SIGMOD '13.

[22]  Santiago Segarra,et al.  Network Topology Inference from Spectral Templates , 2016, IEEE Transactions on Signal and Information Processing over Networks.

[23]  Vassilis Kalofolias,et al.  How to Learn a Graph from Smooth Signals , 2016, AISTATS.

[24]  Philip A. Chou,et al.  Graph Signal Processing – A Probabilistic Framework , 2016 .

[25]  Michael G. Rabbat,et al.  Characterization and Inference of Graph Diffusion Processes From Observations of Stationary Signals , 2016, IEEE Transactions on Signal and Information Processing over Networks.

[26]  José M. F. Moura,et al.  Discrete signal processing on graphs: Graph filters , 2013, 2013 IEEE International Conference on Acoustics, Speech and Signal Processing.

[27]  A. R. McIntosh,et al.  Spatiotemporal analysis of event-related fMRI data using partial least squares , 2004, NeuroImage.

[28]  Santiago Segarra,et al.  Network topology inference from non-stationary graph signals , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[29]  Trevor J. Hastie,et al.  Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso , 2011, J. Mach. Learn. Res..

[30]  William M. Rand,et al.  Objective Criteria for the Evaluation of Clustering Methods , 1971 .

[31]  Yuantao Gu,et al.  Time-Varying Graph Signal Reconstruction , 2017, IEEE Journal of Selected Topics in Signal Processing.

[32]  N. Eckert,et al.  A spatio-temporal modelling framework for assessing the fluctuations of avalanche occurrence resulting from climate change: application to 60 years of data in the northern French Alps , 2010 .

[33]  Su-In Lee,et al.  Efficient Dimensionality Reduction for High-Dimensional Network Estimation , 2014, ICML.

[34]  Alfred O. Hero,et al.  Learning sparse graphs under smoothness prior , 2016, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[35]  Christian P. Robert,et al.  Statistics for Spatio-Temporal Data , 2014 .

[36]  Michael G. Rabbat,et al.  Approximating signals supported on graphs , 2012, 2012 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[37]  Albert,et al.  Emergence of scaling in random networks , 1999, Science.

[38]  Pierre Vandergheynst,et al.  GSPBOX: A toolbox for signal processing on graphs , 2014, ArXiv.

[39]  Antonio Ortega,et al.  Graph Learning From Data Under Laplacian and Structural Constraints , 2016, IEEE Journal of Selected Topics in Signal Processing.

[40]  Georgios B. Giannakis,et al.  Tracking Switched Dynamic Network Topologies From Information Cascades , 2016, IEEE Transactions on Signal Processing.

[41]  Dimitri P. Bertsekas,et al.  Convex Optimization Algorithms , 2015 .

[42]  Pascal Frossard,et al.  Graph learning under sparsity priors , 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).

[43]  Xue Liu,et al.  Data Loss and Reconstruction in Wireless Sensor Networks , 2014, IEEE Transactions on Parallel and Distributed Systems.