Compressive Recovery of Sparse Precision MatricesTitouan Vayer, Etienne Lasalle, Rémi Gribonval et al.
We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$. Standard approaches amount to searching for a precision matrix $Θ$ representative of a Gaussian graphical model that adequately explains the data. However, most maximum likelihood-based estimators usually require storing the $d^{2}$ values of the empirical covariance matrix, which can become prohibitive in a high-dimensional setting. In this work, we adopt a compressive viewpoint and aim to estimate a sparse $Θ$ from a \emph{sketch} of the data, i.e. a low-dimensional vector of size $m \ll d^{2}$ carefully designed from $X$ using non-linear random features. Under certain assumptions on the spectrum of $Θ$ (or its condition number), we show that it is possible to estimate it from a sketch of size $m=Ω\left((d+2k)\log(d)\right)$ where $k$ is the maximal number of edges of the underlying graph. These information-theoretic guarantees are inspired by compressed sensing theory and involve restricted isometry properties and instance optimal decoders. We investigate the possibility of achieving practical recovery with an iterative algorithm based on the graphical lasso, viewed as a specific denoiser. We compare our approach and graphical lasso on synthetic datasets, demonstrating its favorable performance even when the dataset is compressed.
10.3MLJan 21, 2025
A note on the relations between mixture models, maximum-likelihood and entropic optimal transportTitouan Vayer, Etienne Lasalle
This note aims to demonstrate that performing maximum-likelihood estimation for a mixture model is equivalent to minimizing over the parameters an optimal transport problem with entropic regularization. The objective is pedagogical: we seek to present this already known result in a concise and hopefully simple manner. We give an illustration with Gaussian mixture models by showing that the standard EM algorithm is a specific block-coordinate descent on an optimal transport loss.
4.5MLDec 30, 2025
Topological Spatial Graph CoarseningAnna Calissano, Etienne Lasalle
Spatial graphs are particular graphs for which the nodes are localized in space (e.g., public transport network, molecules, branching biological structures). In this work, we consider the problem of spatial graph reduction, that aims to find a smaller spatial graph (i.e., with less nodes) with the same overall structure as the initial one. In this context, performing the graph reduction while preserving the main topological features of the initial graph is particularly relevant, due to the additional spatial information. Thus, we propose a topological spatial graph coarsening approach based on a new framework that finds a trade-off between the graph reduction and the preservation of the topological characteristics. The coarsening is realized by collapsing short edges. In order to capture the topological information required to calibrate the reduction level, we adapt the construction of classical topological descriptors made for point clouds (the so-called persistent diagrams) to spatial graphs. This construction relies on the introduction of a new filtration called triangle-aware graph filtration. Our coarsening approach is parameter-free and we prove that it is equivariant under rotations, translations and scaling of the initial spatial graph. We evaluate the performances of our method on synthetic and real spatial graphs, and show that it significantly reduces the graph sizes while preserving the relevant topological information.
4.1LGApr 24, 2025
A multilevel approach to accelerate the training of TransformersGuillaume Lauga, Maël Chaumette, Edgar Desainte-Maréville et al.
In this article, we investigate the potential of multilevel approaches to accelerate the training of transformer architectures. Using an ordinary differential equation (ODE) interpretation of these architectures, we propose an appropriate way of varying the discretization of these ODE Transformers in order to accelerate the training. We validate our approach experimentally by a comparison with the standard training procedure.