FREDE: Linear-Space Anytime Graph Embeddings

Low-dimensional representations, or embeddings, of a graph's nodes facilitate data mining tasks. Known embedding methods explicitly or implicitly rely on a similarity measure among nodes. As the similarity matrix is quadratic, a tradeoff between space complexity and embedding quality arises; past research initially opted for heuristics and linear-transform factorizations, which allow for linear space but compromise on quality; recent research has proposed a quadratic-space solution as a viable option too. In this paper we observe that embedding methods effectively aim to preserve the covariance among the rows of a similarity matrix, and raise the question: is there a method that combines (i) linear space complexity, (ii) a nonlinear transform as its basis, and (iii) nontrivial quality guarantees? We answer this question in the affirmative, with FREDE(FREquent Directions Embedding), a sketching-based method that iteratively improves on quality while processing rows of the similarity matrix individually; thereby, it provides, at any iteration, column-covariance approximation guarantees that are, in due course, almost indistinguishable from those of the optimal row-covariance approximation by SVD. Our experimental evaluation on variably sized networks shows that FREDE performs as well as SVD and competitively against current state-of-the-art methods in diverse data mining tasks, even when it derives an embedding based on only 10% of node similarities.