Gonzalo Mateos

Gonzalo Mateos, Georgios B. Giannakis

The recursive least-squares (RLS) algorithm has well-documented merits for reducing complexity and storage requirements, when it comes to online estimation of stationary signals as well as for tracking slowly-varying nonstationary processes. In this paper, a distributed recursive least-squares (D-RLS) algorithm is developed for cooperative estimation using ad hoc wireless sensor networks. Distributed iterations are obtained by minimizing a separable reformulation of the exponentially-weighted least-squares cost, using the alternating-minimization algorithm. Sensors carry out reduced-complexity tasks locally, and exchange messages with one-hop neighbors to consent on the network-wide estimates adaptively. A steady-state mean-square error (MSE) performance analysis of D-RLS is conducted, by studying a stochastically-driven `averaged' system that approximates the D-RLS dynamics asymptotically in time. For sensor observations that are linearly related to the time-invariant parameter vector sought, the simplifying independence setting assumptions facilitate deriving accurate closed-form expressions for the MSE steady-state values. The problems of mean- and MSE-sense stability of D-RLS are also investigated, and easily-checkable sufficient conditions are derived under which a steady-state is attained. Without resorting to diminishing step-sizes which compromise the tracking ability of D-RLS, stability ensures that per sensor estimates hover inside a ball of finite radius centered at the true parameter vector, with high-probability, even when inter-sensor communication links are noisy. Interestingly, computer simulations demonstrate that the theoretical findings are accurate also in the pragmatic settings whereby sensors acquire temporally-correlated data.

Gonzalo Mateos, Georgios B. Giannakis

The smart grid vision is to build an intelligent power network with an unprecedented level of situational awareness and controllability over its services and infrastructure. This paper advocates statistical inference methods to robustify power monitoring tasks against the outlier effects owing to faulty readings and malicious attacks, as well as against missing data due to privacy concerns and communication errors. In this context, a novel load cleansing and imputation scheme is developed leveraging the low intrinsic-dimensionality of spatiotemporal load profiles and the sparse nature of "bad data.'' A robust estimator based on principal components pursuit (PCP) is adopted, which effects a twofold sparsity-promoting regularization through an $\ell_1$-norm of the outliers, and the nuclear norm of the nominal load profiles. Upon recasting the non-separable nuclear norm into a form amenable to decentralized optimization, a distributed (D-) PCP algorithm is developed to carry out the imputation and cleansing tasks using networked devices comprising the so-termed advanced metering infrastructure. If D-PCP converges and a qualification inequality is satisfied, the novel distributed estimator provably attains the performance of its centralized PCP counterpart, which has access to all networkwide data. Computer simulations and tests with real load curve data corroborate the convergence and effectiveness of the novel D-PCP algorithm.

Marcelo Fiori, Bernardo Marenco, Federico Larroca et al.

The Random Dot Product Graph (RDPG) is a generative model for relational data, where nodes are represented via latent vectors in low-dimensional Euclidean space. RDPGs crucially postulate that edge formation probabilities are given by the dot product of the corresponding latent positions. Accordingly, the embedding task of estimating these vectors from an observed graph is typically posed as a low-rank matrix factorization problem. The workhorse Adjacency Spectral Embedding (ASE) enjoys solid statistical properties, but it is formally solving a surrogate problem and can be computationally intensive. In this paper, we bring to bear recent advances in non-convex optimization and demonstrate their impact to RDPG inference. We advocate first-order gradient descent methods to better solve the embedding problem, and to organically accommodate broader network embedding applications of practical relevance. Notably, we argue that RDPG embeddings of directed graphs loose interpretability unless the factor matrices are constrained to have orthogonal columns. We thus develop a novel feasible optimization method in the resulting manifold. The effectiveness of the graph representation learning framework is demonstrated on reproducible experiments with both synthetic and real network data. Our open-source algorithm implementations are scalable, and unlike the ASE they are robust to missing edge data and can track slowly-varying latent positions from streaming graphs.

Max Wasserman, Gonzalo Mateos

We introduce pyGSL, a Python library that provides efficient implementations of state-of-the-art graph structure learning models along with diverse datasets to evaluate them on. The implementations are written in GPU-friendly ways, allowing one to scale to much larger network tasks. A common interface is introduced for algorithm unrolling methods, unifying implementations of recent state-of-the-art techniques and allowing new methods to be quickly developed by avoiding the need to rebuild the underlying unrolling infrastructure. Implementations of differentiable graph structure learning models are written in PyTorch, allowing us to leverage the rich software ecosystem that exists e.g., around logging, hyperparameter search, and GPU-communication. This also makes it easy to incorporate these models as components in larger gradient based learning systems where differentiable estimates of graph structure may be useful, e.g. in latent graph learning. Diverse datasets and performance metrics allow consistent comparisons across models in this fast growing field. The full code repository can be found on https://github.com/maxwass/pyGSL.

Saurabh Sihag, Gonzalo Mateos, Corey McMillan et al.

Graph neural networks (GNN) are an effective framework that exploit inter-relationships within graph-structured data for learning. Principal component analysis (PCA) involves the projection of data on the eigenspace of the covariance matrix and draws similarities with the graph convolutional filters in GNNs. Motivated by this observation, we study a GNN architecture, called coVariance neural network (VNN), that operates on sample covariance matrices as graphs. We theoretically establish the stability of VNNs to perturbations in the covariance matrix, thus, implying an advantage over standard PCA-based data analysis approaches that are prone to instability due to principal components associated with close eigenvalues. Our experiments on real-world datasets validate our theoretical results and show that VNN performance is indeed more stable than PCA-based statistical approaches. Moreover, our experiments on multi-resolution datasets also demonstrate that VNNs are amenable to transferability of performance over covariance matrices of different dimensions; a feature that is infeasible for PCA-based approaches.

Saurabh Sihag, Gonzalo Mateos, Corey McMillan et al.

The deviation between chronological age and biological age is a well-recognized biomarker associated with cognitive decline and neurodegeneration. Age-related and pathology-driven changes to brain structure are captured by various neuroimaging modalities. These datasets are characterized by high dimensionality as well as collinearity, hence applications of graph neural networks in neuroimaging research routinely use sample covariance matrices as graphs. We have recently studied covariance neural networks (VNNs) that operate on sample covariance matrices using the architecture derived from graph convolutional networks, and we showed VNNs enjoy significant advantages over traditional data analysis approaches. In this paper, we demonstrate the utility of VNNs in inferring brain age using cortical thickness data. Furthermore, our results show that VNNs exhibit multi-scale and multi-site transferability for inferring {brain age}. In the context of brain age in Alzheimer's disease (AD), our experiments show that i) VNN outputs are interpretable as brain age predicted using VNNs is significantly elevated for AD with respect to healthy subjects for different datasets; and ii) VNNs can be transferable, i.e., VNNs trained on one dataset can be transferred to another dataset with different dimensions without retraining for brain age prediction.

Hamed Ajorlou, Samuel Rey, Gonzalo Mateos et al.

Learning the structure of directed acyclic graphs (DAGs) from observational data is a central problem in causal discovery, statistical signal processing, and machine learning. Under a linear Gaussian structural equation model (SEM) with equal noise variances, the problem is identifiable and we show that the ensemble precision matrix of the observations exhibits a distinctive structure that facilitates DAG recovery. Exploiting this property, we propose BUILD (Bottom-Up Inference of Linear DAGs), a deterministic stepwise algorithm that identifies leaf nodes and their parents, then prunes the leaves by removing incident edges to proceed to the next step, exactly reconstructing the DAG from the true precision matrix. In practice, precision matrices must be estimated from finite data, and ill-conditioning may lead to error accumulation across BUILD steps. As a mitigation strategy, we periodically re-estimate the precision matrix (with less variables as leaves are pruned), trading off runtime for enhanced robustness. Reproducible results on challenging synthetic benchmarks demonstrate that BUILD compares favorably to state-of-the-art DAG learning algorithms, while offering an explicit handle on complexity.

O. Deniz Kose, Yanning Shen, Gonzalo Mateos

Graphs are mathematical tools that can be used to represent complex real-world systems, such as financial markets and social networks. Hence, machine learning (ML) over graphs has attracted significant attention recently. However, it has been demonstrated that ML over graphs amplifies the already existing bias towards certain under-represented groups in various decision-making problems due to the information aggregation over biased graph structures. Faced with this challenge, in this paper, we design a fair graph filter that can be employed in a versatile manner for graph-based learning tasks. The design of the proposed filter is based on a bias analysis and its optimality in mitigating bias compared to its fairness-agnostic counterpart is established. Experiments on real-world networks for node classification demonstrate the efficacy of the proposed filter design in mitigating bias, while attaining similar utility and better stability compared to baseline algorithms.

Max Wasserman, Saurabh Sihag, Gonzalo Mateos et al.

Machine learning frameworks such as graph neural networks typically rely on a given, fixed graph to exploit relational inductive biases and thus effectively learn from network data. However, when said graphs are (partially) unobserved, noisy, or dynamic, the problem of inferring graph structure from data becomes relevant. In this paper, we postulate a graph convolutional relationship between the observed and latent graphs, and formulate the graph learning task as a network inverse (deconvolution) problem. In lieu of eigendecomposition-based spectral methods or iterative optimization solutions, we unroll and truncate proximal gradient iterations to arrive at a parameterized neural network architecture that we call a Graph Deconvolution Network (GDN). GDNs can learn a distribution of graphs in a supervised fashion, perform link prediction or edge-weight regression tasks by adapting the loss function, and they are inherently inductive. We corroborate GDN's superior graph recovery performance and its generalization to larger graphs using synthetic data in supervised settings. Furthermore, we demonstrate the robustness and representation power of GDNs on real world neuroimaging and social network datasets.

Ayushman Raghuvanshi, Gonzalo Mateos, Sundeep Prabhakar Chepuri

Graph neural networks (GNNs) often struggle to learn discriminative node representations for heterophilic graphs, where connected nodes tend to have dissimilar labels and feature similarity provides weak structural cues. We propose frequency-guided graph structure learning (FgGSL), an end-to-end graph inference framework that jointly learns homophilic and heterophilic graph structures along with a spectral encoder. FgGSL employs a learnable, symmetric, feature-driven masking function to infer said complementary graphs, which are processed using pre-designed low- and high-pass graph filter banks. A label-based structural loss explicitly promotes the recovery of homophilic and heterophilic edges, enabling task-driven graph structure learning. We derive stability bounds for the structural loss and establish robustness guarantees for the filter banks under graph perturbations. Experiments on six heterophilic benchmarks demonstrate that FgGSL consistently outperforms state-of-the-art GNNs and graph rewiring methods, highlighting the benefits of combining frequency information with supervised topology inference.

Samuel Rey, Madeline navarro, Gonzalo Mateos

This work addresses the problem of learning directed acyclic graphs (DAGs) from nodal observations generated by a linear structural equation model. DAG learning is a central task in signal processing, machine learning, and causal inference, but it remains challenging because acyclicity is a global combinatorial property. Continuous acyclicity constraints have led to important algorithmic advances by replacing the discrete DAG constraint with smooth equality constraints. However, existing formulations still involve difficult non-convex optimization landscapes and may suffer from degenerate first-order optimality conditions. Here, we restrict attention to DAGs with non-negative edge weights and exploit this additional structure to obtain a simpler characterization of acyclicity. Building on this characterization, we formulate a regularized non-negative DAG learning problem and develop an algorithm based on the method of multipliers. We further analyze the benign optimization landscape induced by non-negativity. In the population regime, we show that the true DAG is the unique global minimizer of the proposed augmented-Lagrangian formulation; moreover, the landscape contains no spurious interior stationary points, and the true DAG is the only acyclic KKT point. Numerical experiments on synthetic and real-world data show that the proposed method improves over state-of-the-art continuous DAG-learning alternatives.

Seyed Saman Saboksayr, Gonzalo Mateos, Mariano Tepper

We deal with the combinatorial problem of learning directed acyclic graph (DAG) structure from observational data adhering to a linear structural equation model (SEM). Leveraging advances in differentiable, nonconvex characterizations of acyclicity, recent efforts have advocated a continuous constrained optimization paradigm to efficiently explore the space of DAGs. Most existing methods employ lasso-type score functions to guide this search, which (i) require expensive penalty parameter retuning when the $\textit{unknown}$ SEM noise variances change across problem instances; and (ii) implicitly rely on limiting homoscedasticity assumptions. In this work, we propose a new convex score function for sparsity-aware learning of linear DAGs, which incorporates concomitant estimation of scale and thus effectively decouples the sparsity parameter from the exogenous noise levels. Regularization via a smooth, nonconvex acyclicity penalty term yields CoLiDE ($\textbf{Co}$ncomitant $\textbf{Li}$near $\textbf{D}$AG $\textbf{E}$stimation), a regression-based criterion amenable to efficient gradient computation and closed-form estimation of noise variances in heteroscedastic scenarios. Our algorithm outperforms state-of-the-art methods without incurring added complexity, especially when the DAGs are larger and the noise level profile is heterogeneous. We also find CoLiDE exhibits enhanced stability manifested via reduced standard deviations in several domain-specific metrics, underscoring the robustness of our novel linear DAG estimator.

O. Deniz Kose, Yanning Shen, Gonzalo Mateos

Graphs are mathematical tools that can be used to represent complex real-world interconnected systems, such as financial markets and social networks. Hence, machine learning (ML) over graphs has attracted significant attention recently. However, it has been demonstrated that ML over graphs amplifies the already existing bias towards certain under-represented groups in various decision-making problems due to the information aggregation over biased graph structures. Faced with this challenge, here we take a fresh look at the problem of bias mitigation in graph-based learning by borrowing insights from graph signal processing. Our idea is to introduce predesigned graph filters within an ML pipeline to reduce a novel unsupervised bias measure, namely the correlation between sensitive attributes and the underlying graph connectivity. We show that the optimal design of said filters can be cast as a convex problem in the graph spectral domain. We also formulate a linear programming (LP) problem informed by a theoretical bias analysis, which attains a closed-form solution and leads to a more efficient fairness-aware graph filter. Finally, for a design whose degrees of freedom are independent of the input graph size, we minimize the bias metric over the family of polynomial graph convolutional filters. Our optimal filter designs offer complementary strengths to explore favorable fairness-utility-complexity tradeoffs. For performance evaluation, we conduct extensive and reproducible node classification experiments over real-world networks. Our results show that the proposed framework leads to better fairness measures together with similar utility compared to state-of-the-art fairness-aware baselines.

Samuel Rey, Seyed Saman Saboksayr, Gonzalo Mateos

We address the problem of learning the topology of directed acyclic graphs (DAGs) from nodal observations, which adhere to a linear structural equation model. Recent advances framed the combinatorial DAG structure learning task as a continuous optimization problem, yet existing methods must contend with the complexities of non-convex optimization. To overcome this limitation, we assume that the latent DAG contains only non-negative edge weights. Leveraging this additional structure, we argue that cycles can be effectively characterized (and prevented) using a convex acyclicity function based on the log-determinant of the adjacency matrix. This convexity allows us to relax the task of learning the non-negative weighted DAG as an abstract convex optimization problem. We propose a DAG recovery algorithm based on the method of multipliers, that is guaranteed to return a global minimizer. Furthermore, we prove that in the infinite sample size regime, the convexity of our approach ensures the recovery of the true DAG structure. We empirically validate the performance of our algorithm in several reproducible synthetic-data test cases, showing that it outperforms state-of-the-art alternatives.

Bernardo Marenco, Paola Bermolen, Marcelo Fiori et al.

Given a sequence of random (directed and weighted) graphs, we address the problem of online monitoring and detection of changes in the underlying data distribution. Our idea is to endow sequential change-point detection (CPD) techniques with a graph representation learning substrate based on the versatile Random Dot Product Graph (RDPG) model. We consider efficient, online updates of a judicious monitoring function, which quantifies the discrepancy between the streaming graph observations and the nominal RDPG. This reference distribution is inferred via spectral embeddings of the first few graphs in the sequence. We characterize the distribution of this running statistic to select thresholds that guarantee error-rate control, and under simplifying approximations we offer insights on the algorithm's detection resolution and delay. The end result is a lightweight online CPD algorithm, that is also explainable by virtue of the well-appreciated interpretability of RDPG embeddings. This is in stark contrast with most existing graph CPD approaches, which either rely on extensive computation, or they store and process the entire observed time series. An apparent limitation of the RDPG model is its suitability for undirected and unweighted graphs only, a gap we aim to close here to broaden the scope of the CPD framework. Unlike previous proposals, our non-parametric RDPG model for weighted graphs does not require a priori specification of the weights' distribution to perform inference and estimation. This network modeling contribution is of independent interest beyond CPD. We offer an open-source implementation of the novel online CPD algorithm for weighted and direct graphs, whose effectiveness and efficiency are demonstrated via (reproducible) synthetic and real network data experiments.

Samuel Rey, Gonzalo Mateos

This work aims to learn the directed acyclic graph (DAG) that captures the instantaneous dependencies underlying a multivariate time series. The observed data follow a linear structural vector autoregressive model (SVARM) with both instantaneous and time-lagged dependencies, where the instantaneous structure is modeled by a DAG to reflect potential causal relationships. While recent continuous relaxation approaches impose acyclicity through smooth constraint functions involving powers of the adjacency matrix, they lead to non-convex optimization problems that are challenging to solve. In contrast, we assume that the underlying DAG has only non-negative edge weights, and leverage this additional structure to impose acyclicity via a convex constraint. This enables us to cast the problem of non-negative DAG recovery from multivariate time-series data as a convex optimization problem in abstract form, which we solve using the method of multipliers. Crucially, the convex formulation guarantees global optimality of the solution. Finally, we assess the performance of the proposed method on synthetic time-series data, where it outperforms existing alternatives.

Hector Chahuara, Gonzalo Mateos

Graph signal processing deals with algorithms and signal representations that leverage graph structures for multivariate data analysis. Often said graph topology is not readily available and may be time-varying, hence (dynamic) graph structure learning from nodal (e.g., sensor) observations becomes a critical first step. In this paper, we develop a novel algorithm for online graph learning using observation streams, assumed to be smooth on the latent graph. Unlike batch algorithms for topology identification from smooth signals, our modus operandi is to process graph signals sequentially and thus keep memory and computational costs in check. To solve the resulting smoothness-regularized, time-varying inverse problem, we develop online and lightweight iterations built upon the proximal variant of the alternating direction method of multipliers (ADMM), well known for its fast convergence in batch settings. The proximal term in the topology updates seamlessly implements a temporal-variation regularization, and we argue the online procedure exhibits sublinear static regret under some simplifying assumptions. Reproducible experiments with synthetic and real graphs demonstrate the effectiveness of our method in adapting to streaming signals and tracking slowly-varying network connectivity. The proposed approach also exhibits better tracking performance (in terms of suboptimality), when compared to state-of-the-art online graph learning baselines.

Saurabh Sihag, Gonzalo Mateos, Alejandro Ribeiro

Brain age is the estimate of biological age derived from neuroimaging datasets using machine learning algorithms. Increasing brain age with respect to chronological age can reflect increased vulnerability to neurodegeneration and cognitive decline. In this paper, we study NeuroVNN, based on coVariance neural networks, as a paradigm for foundation model for the brain age prediction application. NeuroVNN is pre-trained as a regression model on healthy population to predict chronological age using cortical thickness features and fine-tuned to estimate brain age in different neurological contexts. Importantly, NeuroVNN adds anatomical interpretability to brain age and has a `scale-free' characteristic that allows its transference to datasets curated according to any arbitrary brain atlas. Our results demonstrate that NeuroVNN can extract biologically plausible brain age estimates in different populations, as well as transfer successfully to datasets of dimensionalities distinct from that for the dataset used to train NeuroVNN.

Samuel Rey, Hamed Ajorlou, Gonzalo Mateos

We develop a novel convolutional architecture tailored for learning from data defined over directed acyclic graphs (DAGs). DAGs can be used to model causal relationships among variables, but their nilpotent adjacency matrices pose unique challenges towards developing DAG signal processing and machine learning tools. To address this limitation, we harness recent advances offering alternative definitions of causal shifts and convolutions for signals on DAGs. We develop a novel convolutional graph neural network that integrates learnable DAG filters to account for the partial ordering induced by the graph topology, thus providing valuable inductive bias to learn effective representations of DAG-supported data. We discuss the salient advantages and potential limitations of the proposed DAG convolutional network (DCN) and evaluate its performance on two learning tasks using synthetic data: network diffusion estimation and source identification. DCN compares favorably relative to several baselines, showcasing its promising potential.

Saurabh Sihag, Gonzalo Mateos, Alejandro Ribeiro

Brain age is the estimate of biological age derived from neuroimaging datasets using machine learning algorithms. Increasing \textit{brain age gap} characterized by an elevated brain age relative to the chronological age can reflect increased vulnerability to neurodegeneration and cognitive decline. Hence, brain age gap is a promising biomarker for monitoring brain health. However, black-box machine learning approaches to brain age gap prediction have limited practical utility. Recent studies on coVariance neural networks (VNN) have proposed a relatively transparent deep learning pipeline for neuroimaging data analyses, which possesses two key features: (i) inherent \textit{anatomically interpretablity} of derived biomarkers; and (ii) a methodologically interpretable perspective based on \textit{linkage with eigenvectors of anatomic covariance matrix}. In this paper, we apply the VNN-based approach to study brain age gap using cortical thickness features for various prevalent neurodegenerative conditions. Our results reveal distinct anatomic patterns for brain age gap in Alzheimer's disease, frontotemporal dementia, and atypical Parkinsonian disorders. Furthermore, we demonstrate that the distinct anatomic patterns of brain age gap are linked with the differences in how VNN leverages the eigenspectrum of the anatomic covariance matrix, thus lending explainability to the reported results.

Bernardo Marenco, Paola Bermolen, Marcelo Fiori et al.

Modeling of intricate relational patterns has become a cornerstone of contemporary statistical research and related data science fields. Networks, represented as graphs, offer a natural framework for this analysis. This paper extends the Random Dot Product Graph (RDPG) model to accommodate weighted graphs, markedly broadening the model's scope to scenarios where edges exhibit heterogeneous weight distributions. We propose a nonparametric weighted (W)RDPG model that assigns a sequence of latent positions to each node. Inner products of these nodal vectors specify the moments of their incident edge weights' distribution via moment-generating functions. In this way, and unlike prior art, the WRDPG can discriminate between weight distributions that share the same mean but differ in other higher-order moments. We derive statistical guarantees for an estimator of the nodal's latent positions adapted from the workhorse adjacency spectral embedding, establishing its consistency and asymptotic normality. We also contribute a generative framework that enables sampling of graphs that adhere to a (prescribed or data-fitted) WRDPG, facilitating, e.g., the analysis and testing of observed graph metrics using judicious reference distributions. The paper is organized to formalize the model's definition, the estimation (or nodal embedding) process and its guarantees, as well as the methodologies for generating weighted graphs, all complemented by illustrative and reproducible examples showcasing the WRDPG's effectiveness in various network analytic applications.

Saurabh Sihag, Gonzalo Mateos, Alejandro Ribeiro

Neurodegeneration, characterized by the progressive loss of neuronal structure or function, is commonly assessed in clinical practice through reductions in cortical thickness or brain volume, as visualized by structural MRI. While informative, these conventional approaches lack the statistical sophistication required to fully capture the spatially correlated and heterogeneous nature of neurodegeneration, which manifests both in healthy aging and in neurological disorders. To address these limitations, brain age gap has emerged as a promising data-driven biomarker of brain health. The brain age gap prediction (BAGP) models estimate the difference between a person's predicted brain age from neuroimaging data and their chronological age. The resulting brain age gap serves as a compact biomarker of brain health, with recent studies demonstrating its predictive utility for disease progression and severity. However, practical adoption of BAGP models is hindered by their methodological obscurities and limited generalizability across diverse clinical populations. This tutorial article provides an overview of BAGP and introduces a principled framework for this application based on recent advancements in graph signal processing (GSP). In particular, we focus on graph neural networks (GNNs) and introduce the coVariance neural network (VNN), which leverages the anatomical covariance matrices derived from structural MRI. VNNs offer strong theoretical grounding and operational interpretability, enabling robust estimation of brain age gap predictions. By integrating perspectives from GSP, machine learning, and network neuroscience, this work clarifies the path forward for reliable and interpretable BAGP models and outlines future research directions in personalized medicine.

Sonakshi Dua, Gonzalo Mateos, Sundeep Prabhakar Chepuri

Trustworthy decision making in networked, dynamic environments calls for innovative uncertainty quantification substrates in predictive models for graph time series. Existing conformal prediction (CP) methods have been applied separately to multivariate time series and static graphs, but they either ignore the underlying graph topology or neglect temporal dynamics. To bridge this gap, here we develop a CP-based sequential prediction region framework tailored for graph time series. A key technical innovation is to leverage the graph structure and thus capture pairwise dependencies across nodes, while providing user-specified coverage guarantees on the predictive outcomes. We formally establish that our scheme yields an exponential shrinkage in the volume of the ellipsoidal prediction set relative to its graph-agnostic counterpart. Using real-world datasets, we demonstrate that the novel uncertainty quantification framework maintains desired empirical coverage while achieving markedly smaller (up to 80% reduction) prediction regions than existing approaches.

Haoyu Wang, Renyuan Ma, Gonzalo Mateos et al.

We introduce a principled generative framework for graph signals that enables explicit control of feature heterophily, a key property underlying the effectiveness of graph learning methods. Our model combines a Lipschitz graphon-based random graph generator with Gaussian node features filtered through a smooth spectral function of the rescaled Laplacian. We establish new theoretical guarantees: (i) a concentration result for the empirical heterophily score; and (ii) almost-sure convergence of the feature heterophily measure to a deterministic functional of the graphon degree profile, based on a graphon-limit law for polynomial averages of Laplacian eigenvalues. These results elucidate how the interplay between the graphon and the filter governs the limiting level of feature heterophily, providing a tunable mechanism for data modeling and generation. We validate the theory through experiments demonstrating precise control of homophily across graph families and spectral filters.

Sergio Rozada, Samuel Rey, Gonzalo Mateos et al.

Dynamic programming (DP) is a fundamental tool used across many engineering fields. The main goal of DP is to solve Bellman's optimality equations for a given Markov decision process (MDP). Standard methods like policy iteration exploit the fixed-point nature of these equations to solve them iteratively. However, these algorithms can be computationally expensive when the state-action space is large or when the problem involves long-term dependencies. Here we propose a new approach that unrolls and truncates policy iterations into a learnable parametric model dubbed BellNet, which we train to minimize the so-termed Bellman error from random value function initializations. Viewing the transition probability matrix of the MDP as the adjacency of a weighted directed graph, we draw insights from graph signal processing to interpret (and compactly re-parameterize) BellNet as a cascade of nonlinear graph filters. This fresh look facilitates a concise, transferable, and unifying representation of policy and value iteration, with an explicit handle on complexity during inference. Preliminary experiments conducted in a grid-like environment demonstrate that BellNet can effectively approximate optimal policies in a fraction of the iterations required by classical methods.

Samuel Rey, Hamed Ajorlou, Gonzalo Mateos

Directed acyclic graphs (DAGs) are central to science and engineering applications including causal inference, scheduling, and neural architecture search. In this work, we introduce the DAG Convolutional Network (DCN), a novel graph neural network (GNN) architecture designed specifically for convolutional learning from signals supported on DAGs. The DCN leverages causal graph filters to learn nodal representations that account for the partial ordering inherent to DAGs, a strong inductive bias does not present in conventional GNNs. Unlike prior art in machine learning over DAGs, DCN builds on formal convolutional operations that admit spectral-domain representations. We further propose the Parallel DCN (PDCN), a model that feeds input DAG signals to a parallel bank of causal graph-shift operators and processes these DAG-aware features using a shared multilayer perceptron. This way, PDCN decouples model complexity from graph size while maintaining satisfactory predictive performance. The architectures' permutation equivariance and expressive power properties are also established. Comprehensive numerical tests across several tasks, datasets, and experimental conditions demonstrate that (P)DCN compares favorably with state-of-the-art baselines in terms of accuracy, robustness, and computational efficiency. These results position (P)DCN as a viable framework for deep learning from DAG-structured data that is designed from first (graph) signal processing principles.

O. Deniz Kose, Gonzalo Mateos, Yanning Shen

The growing enforcement of the right to be forgotten regulations has propelled recent advances in certified (graph) unlearning strategies to comply with data removal requests from deployed machine learning (ML) models. Motivated by the well-documented bias amplification predicament inherent to graph data, here we take a fresh look at graph unlearning and leverage it as a bias mitigation tool. Given a pre-trained graph ML model, we develop a training-free unlearning procedure that offers certifiable bias mitigation via a single-step Newton update on the model weights. This way, we contribute a computationally lightweight alternative to the prevalent training- and optimization-based fairness enhancement approaches, with quantifiable performance guarantees. We first develop a novel fairness-aware nodal feature unlearning strategy along with refined certified unlearning bounds for this setting, whose impact extends beyond the realm of graph unlearning. We then design structural unlearning methods endowed with principled selection mechanisms over nodes and edges informed by rigorous bias analyses. Unlearning these judiciously selected elements can mitigate algorithmic biases with minimal impact on downstream utility (e.g., node classification accuracy). Experimental results over real networks corroborate the bias mitigation efficacy of our unlearning strategies, and delineate markedly favorable utility-complexity trade-offs relative to retraining from scratch using augmented graph data obtained via removals.

Martín Schmidt, Sara Silva, Federico Larroca et al.

With recent advancements in non-invasive techniques for measuring brain activity, such as magnetic resonance imaging (MRI), the study of structural and functional brain networks through graph signal processing (GSP) has gained notable prominence. GSP stands as a key tool in unraveling the interplay between the brain's function and structure, enabling the analysis of graphs defined by the connections between regions of interest -- referred to as connectomes in this context. Our work represents a further step in this direction by exploring supervised contrastive learning methods within the realm of graph representation learning. The main objective of this approach is to generate subject-level (i.e., graph-level) vector representations that bring together subjects sharing the same label while separating those with different labels. These connectome embeddings are derived from a graph neural network Encoder-Decoder architecture, which jointly considers structural and functional connectivity. By leveraging data augmentation techniques, the proposed framework achieves state-of-the-art performance in a gender classification task using Human Connectome Project data. More broadly, our connectome-centric methodological advances support the promising prospect of using GSP to discover more about brain function, with potential impact to understanding heterogeneity in the neurodegeneration for precision medicine and diagnosis.

Sofía Pérez Casulo, Marcelo Fiori, Federico Larroca et al.

We put forth a principled design of a neural architecture to learn nodal Adjacency Spectral Embeddings (ASE) from graph inputs. By bringing to bear the gradient descent (GD) method and leveraging the principle of algorithm unrolling, we truncate and re-interpret each GD iteration as a layer in a graph neural network (GNN) that is trained to approximate the ASE. Accordingly, we call the resulting embeddings and our parametric model Learned ASE (LASE), which is interpretable, parameter efficient, robust to inputs with unobserved edges, and offers controllable complexity during inference. LASE layers combine Graph Convolutional Network (GCN) and fully-connected Graph Attention Network (GAT) modules, which is intuitively pleasing since GCN-based local aggregations alone are insufficient to express the sought graph eigenvectors. We propose several refinements to the unrolled LASE architecture (such as sparse attention in the GAT module and decoupled layerwise parameters) that offer favorable approximation error versus computation tradeoffs; even outperforming heavily-optimized eigendecomposition routines from scientific computing libraries. Because LASE is a differentiable function with respect to its parameters as well as its graph input, we can seamlessly integrate it as a trainable module within a larger (semi-)supervised graph representation learning pipeline. The resulting end-to-end system effectively learns ``discriminative ASEs'' that exhibit competitive performance in supervised link prediction and node classification tasks, outperforming a GNN even when the latter is endowed with open loop, meaning task-agnostic, precomputed spectral positional encodings.

Max Wasserman, Gonzalo Mateos

Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse problem with a smoothness promoting objective and rely on iterative methods to obtain a solution. In supervised settings where graph labels are available, one can unroll and truncate these iterations into a deep network that is trained end-to-end. Such a network is parameter efficient and inherits inductive bias from the optimization formulation, an appealing aspect for data constrained settings in, e.g., medicine, finance, and the natural sciences. But typically such settings care equally about uncertainty over edge predictions, not just point estimates. Here we introduce novel iterations with independently interpretable parameters, i.e., parameters whose values - independent of other parameters' settings - proportionally influence characteristics of the estimated graph, such as edge sparsity. After unrolling these iterations, prior knowledge over such graph characteristics shape prior distributions over these independently interpretable network parameters to yield a Bayesian neural network (BNN) capable of graph structure learning (GSL) from smooth signal observations. Fast execution and parameter efficiency allow for high-fidelity posterior approximation via Markov Chain Monte Carlo (MCMC) and thus uncertainty quantification on edge predictions. Synthetic and real data experiments corroborate this model's ability to provide well-calibrated estimates of uncertainty, in test cases that include unveiling economic sector modular structure from S$\&$P$500$ data and recovering pairwise digit similarities from MNIST images. Overall, this framework enables GSL in modest-scale applications where uncertainty on the data structure is paramount.

Saurabh Sihag, Gonzalo Mateos, Corey McMillan et al.

In computational neuroscience, there has been an increased interest in developing machine learning algorithms that leverage brain imaging data to provide estimates of "brain age" for an individual. Importantly, the discordance between brain age and chronological age (referred to as "brain age gap") can capture accelerated aging due to adverse health conditions and therefore, can reflect increased vulnerability towards neurological disease or cognitive impairments. However, widespread adoption of brain age for clinical decision support has been hindered due to lack of transparency and methodological justifications in most existing brain age prediction algorithms. In this paper, we leverage coVariance neural networks (VNN) to propose an explanation-driven and anatomically interpretable framework for brain age prediction using cortical thickness features. Specifically, our brain age prediction framework extends beyond the coarse metric of brain age gap in Alzheimer's disease (AD) and we make two important observations: (i) VNNs can assign anatomical interpretability to elevated brain age gap in AD by identifying contributing brain regions, (ii) the interpretability offered by VNNs is contingent on their ability to exploit specific eigenvectors of the anatomical covariance matrix. Together, these observations facilitate an explainable and anatomically interpretable perspective to the task of brain age prediction.

Saurabh Sihag, Gonzalo Mateos, Corey T. McMillan et al.

Graph convolutional networks (GCN) leverage topology-driven graph convolutional operations to combine information across the graph for inference tasks. In our recent work, we have studied GCNs with covariance matrices as graphs in the form of coVariance neural networks (VNNs) that draw similarities with traditional PCA-driven data analysis approaches while offering significant advantages over them. In this paper, we first focus on theoretically characterizing the transferability of VNNs. The notion of transferability is motivated from the intuitive expectation that learning models could generalize to "compatible" datasets (possibly of different dimensionalities) with minimal effort. VNNs inherit the scale-free data processing architecture from GCNs and here, we show that VNNs exhibit transferability of performance over datasets whose covariance matrices converge to a limit object. Multi-scale neuroimaging datasets enable the study of the brain at multiple scales and hence, can validate the theoretical results on the transferability of VNNs. To gauge the advantages offered by VNNs in neuroimaging data analysis, we focus on the task of "brain age" prediction using cortical thickness features. In clinical neuroscience, there has been an increased interest in machine learning algorithms which provide estimates of "brain age" that deviate from chronological age. We leverage the architecture of VNNs to extend beyond the coarse metric of brain age gap in Alzheimer's disease (AD) and make two important observations: (i) VNNs can assign anatomical interpretability to elevated brain age gap in AD, and (ii) the interpretability offered by VNNs is contingent on their ability to exploit specific principal components of the anatomical covariance matrix. We further leverage the transferability of VNNs to cross validate the above observations across different datasets.

Yang Li, Gonzalo Mateos, Zhengwu Zhang

Recent advances in neuroimaging along with algorithmic innovations in statistical learning from network data offer a unique pathway to integrate brain structure and function, and thus facilitate revealing some of the brain's organizing principles at the system level. In this direction, we develop a supervised graph representation learning framework to model the relationship between brain structural connectivity (SC) and functional connectivity (FC) via a graph encoder-decoder system, where the SC is used as input to predict empirical FC. A trainable graph convolutional encoder captures direct and indirect interactions between brain regions-of-interest that mimic actual neural communications, as well as to integrate information from both the structural network topology and nodal (i.e., region-specific) attributes. The encoder learns node-level SC embeddings which are combined to generate (whole brain) graph-level representations for reconstructing empirical FC networks. The proposed end-to-end model utilizes a multi-objective loss function to jointly reconstruct FC networks and learn discriminative graph representations of the SC-to-FC mapping for downstream subject (i.e., graph-level) classification. Comprehensive experiments demonstrate that the learnt representations of said relationship capture valuable information from the intrinsic properties of the subject's brain networks and lead to improved accuracy in classifying a large population of heavy drinkers and non-drinkers from the Human Connectome Project. Our work offers new insights on the relationship between brain networks that support the promising prospect of using graph representation learning to discover more about human brain activity and function.

Seyed Saman Saboksayr, Gonzalo Mateos

We consider network topology identification subject to a signal smoothness prior on the nodal observations. A fast dual-based proximal gradient algorithm is developed to efficiently tackle a strongly convex, smoothness-regularized network inverse problem known to yield high-quality graph solutions. Unlike existing solvers, the novel iterations come with global convergence rate guarantees and do not require additional step-size tuning. Reproducible simulated tests demonstrate the effectiveness of the proposed method in accurately recovering random and real-world graphs, markedly faster than state-of-the-art alternatives and without incurring an extra computational burden.

Seyed Saman Saboksayr, Gonzalo Mateos, Mujdat Cetin

The growing success of graph signal processing (GSP) approaches relies heavily on prior identification of a graph over which network data admit certain regularity. However, adaptation to increasingly dynamic environments as well as demands for real-time processing of streaming data pose major challenges to this end. In this context, we develop novel algorithms for online network topology inference given streaming observations assumed to be smooth on the sought graph. Unlike existing batch algorithms, our goal is to track the (possibly) time-varying network topology while maintaining the memory and computational costs in check by processing graph signals sequentially-in-time. To recover the graph in an online fashion, we leverage proximal gradient (PG) methods to solve a judicious smoothness-regularized, time-varying optimization problem. Under mild technical conditions, we establish that the online graph learning algorithm converges to within a neighborhood of (i.e., it tracks) the optimal time-varying batch solution. Computer simulations using both synthetic and real financial market data illustrate the effectiveness of the proposed algorithm in adapting to streaming signals to track slowly-varying network connectivity.

Carlos Lassance, Vincent Gripon, Gonzalo Mateos

Graphs are nowadays ubiquitous in the fields of signal processing and machine learning. As a tool used to express relationships between objects, graphs can be deployed to various ends: I) clustering of vertices, II) semi-supervised classification of vertices, III) supervised classification of graph signals, and IV) denoising of graph signals. However, in many practical cases graphs are not explicitly available and must therefore be inferred from data. Validation is a challenging endeavor that naturally depends on the downstream task for which the graph is learnt. Accordingly, it has often been difficult to compare the efficacy of different algorithms. In this work, we introduce several ease-to-use and publicly released benchmarks specifically designed to reveal the relative merits and limitations of graph inference methods. We also contrast some of the most prominent techniques in the literature.

Abolfazl Hashemi, Rasoul Shafipour, Haris Vikalo et al.

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end, we formulate the task at hand as the minimization of MSE subject to binary constraints, and approximate the resulting NP-hard problem via semidefinite programming (SDP) relaxation. Moreover, we provide an alternative formulation based on maximizing a monotone weak submodular function and propose a randomized-greedy algorithm to find a sub-optimal subset. We then derive a worst-case performance guarantee on the MSE returned by the randomized greedy algorithm for general non-stationary graph signals. The efficacy of the proposed methods is illustrated through numerical simulations on synthetic and real-world graphs. Notably, the randomized greedy algorithm yields an order-of-magnitude speedup over state-of-the-art greedy sampling schemes, while incurring only a marginal MSE performance loss.

Rasoul Shafipour, Raiyan Abdul Baten, Md Kamrul Hasan et al.

In this study, we explore peer-interaction effects in online networks on speaking skill development. In particular, we present an evidence for gradual buildup of skills in a small-group setting that has not been reported in the literature. We introduce a novel dataset of six online communities consisting of 158 participants focusing on improving their speaking skills. They video-record speeches for 5 prompts in 10 days and exchange comments and performance-ratings with their peers. We ask (i) whether the participants' ratings are affected by their interaction patterns with peers, and (ii) whether there is any gradual buildup of speaking skills in the communities towards homogeneity. To analyze the data, we employ tools from the emerging field of Graph Signal Processing (GSP). GSP enjoys a distinction from Social Network Analysis in that the latter is concerned primarily with the connection structures of graphs, while the former studies signals on top of graphs. We study the performance ratings of the participants as graph signals atop underlying interaction topologies. Total variation analysis of the graph signals show that the participants' rating differences decrease with time (slope=-0.04, p<0.01), while average ratings increase (slope=0.07, p<0.05)--thereby gradually building up the ratings towards community-wide homogeneity. We provide evidence for peer-influence through a prediction formulation. Our consensus-based prediction model outperforms baseline network-agnostic regression models by about 23% in predicting performance ratings. This, in turn, shows that participants' ratings are affected by their peers' ratings and the associated interaction patterns, corroborating previous findings. Then, we formulate a consensus-based diffusion model that captures these observations of peer-influence from our analyses.

Georgios B. Giannakis, Qing Ling, Gonzalo Mateos et al.

This chapter deals with decentralized learning algorithms for in-network processing of graph-valued data. A generic learning problem is formulated and recast into a separable form, which is iteratively minimized using the alternating-direction method of multipliers (ADMM) so as to gain the desired degree of parallelization. Without exchanging elements from the distributed training sets and keeping inter-node communications at affordable levels, the local (per-node) learners consent to the desired quantity inferred globally, meaning the one obtained if the entire training data set were centrally available. Impact of the decentralized learning framework to contemporary wireless communications and networking tasks is illustrated through case studies including target tracking using wireless sensor networks, unveiling Internet traffic anomalies, power system state estimation, as well as spectrum cartography for wireless cognitive radio networks.

Morteza Mardani, Gonzalo Mateos, Georgios B. Giannakis

Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well as the need for {\em real-time} processing of streaming data pose major challenges to this end. In this context, the present paper permeates benefits from rank minimization to scalable imputation of missing data, via tracking low-dimensional subspaces and unraveling latent (possibly multi-way) structure from \emph{incomplete streaming} data. For low-rank matrix data, a subspace estimator is proposed based on an exponentially-weighted least-squares criterion regularized with the nuclear norm. After recasting the non-separable nuclear norm into a form amenable to online optimization, real-time algorithms with complementary strengths are developed and their convergence is established under simplifying technical assumptions. In a stationary setting, the asymptotic estimates obtained offer the well-documented performance guarantees of the {\em batch} nuclear-norm regularized estimator. Under the same unifying framework, a novel online (adaptive) algorithm is developed to obtain multi-way decompositions of \emph{low-rank tensors} with missing entries, and perform imputation as a byproduct. Simulated tests with both synthetic as well as real Internet and cardiac magnetic resonance imagery (MRI) data confirm the efficacy of the proposed algorithms, and their superior performance relative to state-of-the-art alternatives.

Juan Andres Bazerque, Gonzalo Mateos, Georgios B. Giannakis

A novel regularizer of the PARAFAC decomposition factors capturing the tensor's rank is proposed in this paper, as the key enabler for completion of three-way data arrays with missing entries. Set in a Bayesian framework, the tensor completion method incorporates prior information to enhance its smoothing and prediction capabilities. This probabilistic approach can naturally accommodate general models for the data distribution, lending itself to various fitting criteria that yield optimum estimates in the maximum-a-posteriori sense. In particular, two algorithms are devised for Gaussian- and Poisson-distributed data, that minimize the rank-regularized least-squares error and Kullback-Leibler divergence, respectively. The proposed technique is able to recover the "ground-truth'' tensor rank when tested on synthetic data, and to complete brain imaging and yeast gene expression datasets with 50% and 15% of missing entries respectively, resulting in recovery errors at -10dB and -15dB.

Morteza Mardani, Gonzalo Mateos, Georgios B. Giannakis

Given the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, the goal of this paper is to establish deterministic conditions under which exact recovery of the low-rank and sparse components becomes possible. This fundamental identifiability issue arises with traffic anomaly detection in backbone networks, and subsumes compressed sensing as well as the timely low-rank plus sparse matrix recovery tasks encountered in matrix decomposition problems. Leveraging the ability of $\ell_1$- and nuclear norms to recover sparse and low-rank matrices, a convex program is formulated to estimate the unknowns. Analysis and simulations confirm that the said convex program can recover the unknowns for sufficiently low-rank and sparse enough components, along with a compression matrix possessing an isometry property when restricted to operate on sparse vectors. When the low-rank, sparse, and compression matrices are drawn from certain random ensembles, it is established that exact recovery is possible with high probability. First-order algorithms are developed to solve the nonsmooth convex optimization problem with provable iteration complexity guarantees. Insightful tests with synthetic and real network data corroborate the effectiveness of the novel approach in unveiling traffic anomalies across flows and time, and its ability to outperform existing alternatives.

Morteza Mardani, Gonzalo Mateos, Georgios B. Giannakis

Given a limited number of entries from the superposition of a low-rank matrix plus the product of a known fat compression matrix times a sparse matrix, recovery of the low-rank and sparse components is a fundamental task subsuming compressed sensing, matrix completion, and principal components pursuit. This paper develops algorithms for distributed sparsity-regularized rank minimization over networks, when the nuclear- and $\ell_1$-norm are used as surrogates to the rank and nonzero entry counts of the sought matrices, respectively. While nuclear-norm minimization has well-documented merits when centralized processing is viable, non-separability of the singular-value sum challenges its distributed minimization. To overcome this limitation, an alternative characterization of the nuclear norm is adopted which leads to a separable, yet non-convex cost minimized via the alternating-direction method of multipliers. The novel distributed iterations entail reduced-complexity per-node tasks, and affordable message passing among single-hop neighbors. Interestingly, upon convergence the distributed (non-convex) estimator provably attains the global optimum of its centralized counterpart, regardless of initialization. Several application domains are outlined to highlight the generality and impact of the proposed framework. These include unveiling traffic anomalies in backbone networks, predicting networkwide path latencies, and mapping the RF ambiance using wireless cognitive radios. Simulations with synthetic and real network data corroborate the convergence of the novel distributed algorithm, and its centralized performance guarantees.