Elvin Isufi, Andreas Loukas, Nathanael Perraudin et al.
Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task. This work provides contributions in this direction by considering the forecasting of a process evolving over a graph. We make use of the (approximate) time-vertex stationarity assumption, i.e., timevarying graph signals whose first and second order statistical moments are invariant over time and correlated to a known graph topology. The latter is combined with VAR and VARMA models to tackle the dimensionality issues present in predicting the temporal evolution of multivariate time series. We find out that by projecting the data to the graph spectral domain: (i) the multivariate model estimation reduces to that of fitting a number of uncorrelated univariate ARMA models and (ii) an optimal low-rank data representation can be exploited so as to further reduce the estimation costs. In the case that the multivariate process can be observed at a subset of nodes, the proposed models extend naturally to Kalman filtering on graphs allowing for optimal tracking. Numerical experiments with both synthetic and real data validate the proposed approach and highlight its benefits over state-of-the-art alternatives.
Karolis Martinkus, Andreas Loukas, Nathanaël Perraudin et al.
We approach the graph generation problem from a spectral perspective by first generating the dominant parts of the graph Laplacian spectrum and then building a graph matching these eigenvalues and eigenvectors. Spectral conditioning allows for direct modeling of the global and local graph structure and helps to overcome the expressivity and mode collapse issues of one-shot graph generators. Our novel GAN, called SPECTRE, enables the one-shot generation of much larger graphs than previously possible with one-shot models. SPECTRE outperforms state-of-the-art deep autoregressive generators in terms of modeling fidelity, while also avoiding expensive sequential generation and dependence on node ordering. A case in point, in sizable synthetic and real-world graphs SPECTRE achieves a 4-to-170 fold improvement over the best competitor that does not overfit and is 23-to-30 times faster than autoregressive generators.
Kilian Konstantin Haefeli, Karolis Martinkus, Nathanaël Perraudin et al.
Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on continuous Gaussian perturbations. Instead, in this work, we suggest using discrete noise for the forward Markov process. This ensures that in every intermediate step the graph remains discrete. Compared to the previous approach, our experimental results on four datasets and multiple architectures show that using a discrete noising process results in higher quality generated samples indicated with an average MMDs reduced by a factor of 1.5. Furthermore, the number of denoising steps is reduced from 1000 to 32 steps, leading to a 30 times faster sampling procedure.
Nathanaël Perraudin, Nicki Holighaus, Peter L. Søndergaard et al.
Redundant Gabor frames admit an infinite number of dual frames, yet only the canonical dual Gabor system, constructed from the minimal l2-norm dual window, is widely used. This window function however, might lack desirable properties, e.g. good time-frequency concentration, small support or smoothness. We employ convex optimization methods to design dual windows satisfying the Wexler-Raz equations and optimizing various constraints. Numerical experiments suggest that alternate dual windows with considerably improved features can be found.
Steven Stalder, Nathanaël Perraudin, Radhakrishna Achanta et al.
An important step towards explaining deep image classifiers lies in the identification of image regions that contribute to individual class scores in the model's output. However, doing this accurately is a difficult task due to the black-box nature of such networks. Most existing approaches find such attributions either using activations and gradients or by repeatedly perturbing the input. We instead address this challenge by training a second deep network, the Explainer, to predict attributions for a pre-trained black-box classifier, the Explanandum. These attributions are provided in the form of masks that only show the classifier-relevant parts of an image, masking out the rest. Our approach produces sharper and more boundary-precise masks when compared to the saliency maps generated by other methods. Moreover, unlike most existing approaches, ours is capable of directly generating very distinct class-specific masks in a single forward pass. This makes the proposed method very efficient during inference. We show that our attributions are superior to established methods both visually and quantitatively with respect to the PASCAL VOC-2007 and Microsoft COCO-2014 datasets.
Stefania Russo, Nathanaël Perraudin, Steven Stalder et al.
In this technical report we compare different deep learning models for prediction of water depth rasters at high spatial resolution. Efficient, accurate, and fast methods for water depth prediction are nowadays important as urban floods are increasing due to higher rainfall intensity caused by climate change, expansion of cities and changes in land use. While hydrodynamic models models can provide reliable forecasts by simulating water depth at every location of a catchment, they also have a high computational burden which jeopardizes their application to real-time prediction in large urban areas at high spatial resolution. Here, we propose to address this issue by using data-driven techniques. Specifically, we evaluate deep learning models which are trained to reproduce the data simulated by the CADDIES cellular-automata flood model, providing flood forecasts that can occur at different future time horizons. The advantage of using such models is that they can learn the underlying physical phenomena a priori, preventing manual parameter setting and computational burden. We perform experiments on a dataset consisting of two catchments areas within Switzerland with 18 simpler, short rainfall patterns and 4 long, more complex ones. Our results show that the deep learning models present in general lower errors compared to the other methods, especially for water depths $>0.5m$. However, when testing on more complex rainfall events or unseen catchment areas, the deep models do not show benefits over the simpler ones.
Michaël Defferrard, Martino Milani, Frédérick Gusset et al.
Designing a convolution for a spherical neural network requires a delicate tradeoff between efficiency and rotation equivariance. DeepSphere, a method based on a graph representation of the sampled sphere, strikes a controllable balance between these two desiderata. This contribution is twofold. First, we study both theoretically and empirically how equivariance is affected by the underlying graph with respect to the number of vertices and neighbors. Second, we evaluate DeepSphere on relevant problems. Experiments show state-of-the-art performance and demonstrates the efficiency and flexibility of this formulation. Perhaps surprisingly, comparison with previous work suggests that anisotropic filters might be an unnecessary price to pay. Our code is available at https://github.com/deepsphere
Nathanaël Perraudin, Ankit Srivastava, Aurelien Lucchi et al.
Deep generative models, such as Generative Adversarial Networks (GANs) or Variational Autoencoders (VAs) have been demonstrated to produce images of high visual quality. However, the existing hardware severely limits the size of the images that can be generated. The rapid growth of high dimensional data in many fields of science therefore poses a significant challenge for generative models. In cosmology, the large-scale, three-dimensional matter distribution, modeled with N-body simulations, plays a crucial role in understanding the evolution of the universe. As these simulations are computationally very expensive, GANs have recently generated interest as a possible method to emulate these datasets, but they have been, so far, mostly limited to two dimensional data. In this work, we introduce a new benchmark for the generation of three dimensional N-body simulations, in order to stimulate new ideas in the machine learning community and move closer to the practical use of generative models in cosmology. As a first benchmark result, we propose a scalable GAN approach for training a generator of N-body three-dimensional cubes. Our technique relies on two key building blocks, (i) splitting the generation of the high-dimensional data into smaller parts, and (ii) using a multi-scale approach that efficiently captures global image features that might otherwise be lost in the splitting process. We evaluate the performance of our model for the generation of N-body samples using various statistical measures commonly used in cosmology. Our results show that the proposed model produces samples of high visual quality, although the statistical analysis reveals that capturing rare features in the data poses significant problems for the generative models. We make the data, quality evaluation routines, and the proposed GAN architecture publicly available at https://github.com/nperraud/3DcosmoGAN
Michaël Defferrard, Nathanaël Perraudin, Tomasz Kacprzak et al.
Spherical data is found in many applications. By modeling the discretized sphere as a graph, we can accommodate non-uniformly distributed, partial, and changing samplings. Moreover, graph convolutions are computationally more efficient than spherical convolutions. As equivariance is desired to exploit rotational symmetries, we discuss how to approach rotation equivariance using the graph neural network introduced in Defferrard et al. (2016). Experiments show good performance on rotation-invariant learning problems. Code and examples are available at https://github.com/SwissDataScienceCenter/DeepSphere
Andreas Bergmeister, Karolis Martinkus, Nathanaël Perraudin et al.
In the realm of generative models for graphs, extensive research has been conducted. However, most existing methods struggle with large graphs due to the complexity of representing the entire joint distribution across all node pairs and capturing both global and local graph structures simultaneously. To overcome these issues, we introduce a method that generates a graph by progressively expanding a single node to a target graph. In each step, nodes and edges are added in a localized manner through denoising diffusion, building first the global structure, and then refining the local details. The local generation avoids modeling the entire joint distribution over all node pairs, achieving substantial computational savings with subquadratic runtime relative to node count while maintaining high expressivity through multiscale generation. Our experiments show that our model achieves state-of-the-art performance on well-established benchmark datasets while successfully scaling to graphs with at least 5000 nodes. Our method is also the first to successfully extrapolate to graphs outside of the training distribution, showcasing a much better generalization capability over existing methods.
Kadek Hendrawan Palgunadi, Andreas Bergmeister, Andrea Bosisio et al.
Accurate prediction and synthesis of seismic waveforms are crucial for seismic-hazard assessment and earthquake-resistant infrastructure design. Existing prediction methods, such as ground-motion models and physics-based wave-field simulations, often fail to capture the full complexity of seismic wavefields, particularly at higher frequencies. This study introduces HighFEM, a novel, computationally efficient, and scalable (i.e., capable of generating many seismograms simultaneously) generative model for high-frequency seismic-waveform generation. Our approach leverages a spectrogram representation of the seismic-waveform data, which is reduced to a lower-dimensional manifold via an autoencoder. A state-of-the-art diffusion model is trained to generate this latent representation conditioned on key input parameters: earthquake magnitude, recording distance, site conditions, hypocenter depth, and azimuthal gap. The model generates waveforms with frequency content up to 50 Hz. Any scalar ground-motion statistic, such as peak ground-motion amplitudes and spectral accelerations, can be readily derived from the synthesized waveforms. We validate our model using commonly employed seismological metrics and performance metrics from image-generation studies. Our results demonstrate that the openly available model can generate realistic high-frequency seismic waveforms across a wide range of input parameters, even in data-sparse regions. For the scalar ground-motion statistics commonly used in seismic-hazard and earthquake-engineering studies, we show that our model accurately reproduces both the median trends of the real data and their variability. To evaluate and compare the growing number of these and similar Generative Waveform Models (GWMs), we argue that they should be openly available and included in community ground-motion-model evaluation efforts.
Nathanaël Perraudin, Adrien Teutrie, Cécile Hébert et al.
We consider the problem of regularized Poisson Non-negative Matrix Factorization (NMF) problem, encompassing various regularization terms such as Lipschitz and relatively smooth functions, alongside linear constraints. This problem holds significant relevance in numerous Machine Learning applications, particularly within the domain of physical linear unmixing problems. A notable challenge arises from the main loss term in the Poisson NMF problem being a KL divergence, which is non-Lipschitz, rendering traditional gradient descent-based approaches inefficient. In this contribution, we explore the utilization of Block Successive Upper Minimization (BSUM) to overcome this challenge. We build approriate majorizing function for Lipschitz and relatively smooth functions, and show how to introduce linear constraints into the problem. This results in the development of two novel algorithms for regularized Poisson NMF. We conduct numerical simulations to showcase the effectiveness of our approach.
Karolis Martinkus, Aurelien Lucchi, Nathanaël Perraudin
Learning system dynamics directly from observations is a promising direction in machine learning due to its potential to significantly enhance our ability to understand physical systems. However, the dynamics of many real-world systems are challenging to learn due to the presence of nonlinear potentials and a number of interactions that scales quadratically with the number of particles $N$, as in the case of the N-body problem. In this work, we introduce an approach that transforms a fully-connected interaction graph into a hierarchical one which reduces the number of edges to $O(N)$. This results in linear time and space complexity while the pre-computation of the hierarchical graph requires $O(N\log (N))$ time and $O(N)$ space. Using our approach, we are able to train models on much larger particle counts, even on a single GPU. We evaluate how the phase space position accuracy and energy conservation depend on the number of simulated particles. Our approach retains high accuracy and efficiency even on large-scale gravitational N-body simulations which are impossible to run on a single machine if a fully-connected graph is used. Similar results are also observed when simulating Coulomb interactions. Furthermore, we make several important observations regarding the performance of this new hierarchical model, including: i) its accuracy tends to improve with the number of particles in the simulation and ii) its generalisation to unseen particle counts is also much better than for models that use all $O(N^2)$ interactions.
Andres Marafioti, Piotr Majdak, Nicki Holighaus et al.
We introduce GACELA, a generative adversarial network (GAN) designed to restore missing musical audio data with a duration ranging between hundreds of milliseconds to a few seconds, i.e., to perform long-gap audio inpainting. While previous work either addressed shorter gaps or relied on exemplars by copying available information from other signal parts, GACELA addresses the inpainting of long gaps in two aspects. First, it considers various time scales of audio information by relying on five parallel discriminators with increasing resolution of receptive fields. Second, it is conditioned not only on the available information surrounding the gap, i.e., the context, but also on the latent variable of the conditional GAN. This addresses the inherent multi-modality of audio inpainting at such long gaps and provides the option of user-defined inpainting. GACELA was tested in listening tests on music signals of varying complexity and gap durations ranging from 375~ms to 1500~ms. While our subjects were often able to detect the inpaintings, the severity of the artifacts decreased from unacceptable to mildly disturbing. GACELA represents a framework capable to integrate future improvements such as processing of more auditory-related features or more explicit musical features.
Nathanaël Perraudin, Sandro Marcon, Aurelien Lucchi et al.
Weak gravitational lensing mass maps play a crucial role in understanding the evolution of structures in the universe and our ability to constrain cosmological models. The prediction of these mass maps is based on expensive N-body simulations, which can create a computational bottleneck for cosmological analyses. Modern deep generative models, such as Generative Adversarial Networks (GAN), have demonstrated their potential to achieve this goal. Most existing GAN approaches produce simulations for a fixed value of the cosmological parameters, which limits their practical applicability. We propose a novel conditional GAN model that is able to generate mass maps for any pair of matter density $Ω_m$ and matter clustering strength $σ_8$, parameters which have the largest impact on the evolution of structures in the universe. Our results show that our conditional GAN can interpolate efficiently within the space of simulated cosmologies, and generate maps anywhere inside this space with good visual quality high statistical accuracy. We perform an extensive quantitative comparison of the N-body and GAN -generated maps using a range of metrics: the pixel histograms, peak counts, power spectra, bispectra, Minkowski functionals, correlation matrices of the power spectra, the Multi-Scale Structural Similarity Index (MS-SSIM) and our equivalent of the Fréchet Inception Distance (FID). We find a very good agreement on these metrics, with typical differences are <5% at the centre of the simulation grid, and slightly worse for cosmologies at the grid edges. The agreement for the bispectrum is slightly worse, on the <20% level. This contribution is a step towards building emulators of mass maps directly, capturing both the cosmological signal and its variability. We make the code and the data publicly available: https://renkulab.io/gitlab/nathanael.perraudin/darkmattergan
This paper focuses on the discrimination capacity of aggregation functions: these are the permutation invariant functions used by graph neural networks to combine the features of nodes. Realizing that the most powerful aggregation functions suffer from a dimensionality curse, we consider a restricted setting. In particular, we show that the standard sum and a novel histogram-based function have the capacity to discriminate between any fixed number of inputs chosen by an adversary. Based on our insights, we design a graph neural network aiming, not to maximize discrimination capacity, but to learn discriminative graph representations that generalize well. Our empirical evaluation provides evidence that our choices can yield benefits to the problem of structural graph classification.
Andrés Marafioti, Nicki Holighaus, Nathanaël Perraudin et al.
Time-frequency (TF) representations provide powerful and intuitive features for the analysis of time series such as audio. But still, generative modeling of audio in the TF domain is a subtle matter. Consequently, neural audio synthesis widely relies on directly modeling the waveform and previous attempts at unconditionally synthesizing audio from neurally generated invertible TF features still struggle to produce audio at satisfying quality. In this article, focusing on the short-time Fourier transform, we discuss the challenges that arise in audio synthesis based on generated invertible TF features and how to overcome them. We demonstrate the potential of deliberate generative TF modeling by training a generative adversarial network (GAN) on short-time Fourier features. We show that by applying our guidelines, our TF-based network was able to outperform a state-of-the-art GAN generating waveforms directly, despite the similar architecture in the two networks.
Paulina Grnarova, Kfir Y Levy, Aurelien Lucchi et al.
Generative Adversarial Networks (GANs) have shown remarkable results in modeling complex distributions, but their evaluation remains an unsettled issue. Evaluations are essential for: (i) relative assessment of different models and (ii) monitoring the progress of a single model throughout training. The latter cannot be determined by simply inspecting the generator and discriminator loss curves as they behave non-intuitively. We leverage the notion of duality gap from game theory to propose a measure that addresses both (i) and (ii) at a low computational cost. Extensive experiments show the effectiveness of this measure to rank different GAN models and capture the typical GAN failure scenarios, including mode collapse and non-convergent behaviours. This evaluation metric also provides meaningful monitoring on the progression of the loss during training. It highly correlates with FID on natural image datasets, and with domain specific scores for text, sound and cosmology data where FID is not directly suitable. In particular, our proposed metric requires no labels or a pretrained classifier, making it domain agnostic.
Nathanaël Perraudin, Michaël Defferrard, Tomasz Kacprzak et al.
Convolutional Neural Networks (CNNs) are a cornerstone of the Deep Learning toolbox and have led to many breakthroughs in Artificial Intelligence. These networks have mostly been developed for regular Euclidean domains such as those supporting images, audio, or video. Because of their success, CNN-based methods are becoming increasingly popular in Cosmology. Cosmological data often comes as spherical maps, which make the use of the traditional CNNs more complicated. The commonly used pixelization scheme for spherical maps is the Hierarchical Equal Area isoLatitude Pixelisation (HEALPix). We present a spherical CNN for analysis of full and partial HEALPix maps, which we call DeepSphere. The spherical CNN is constructed by representing the sphere as a graph. Graphs are versatile data structures that can act as a discrete representation of a continuous manifold. Using the graph-based representation, we define many of the standard CNN operations, such as convolution and pooling. With filters restricted to being radial, our convolutions are equivariant to rotation on the sphere, and DeepSphere can be made invariant or equivariant to rotation. This way, DeepSphere is a special case of a graph CNN, tailored to the HEALPix sampling of the sphere. This approach is computationally more efficient than using spherical harmonics to perform convolutions. We demonstrate the method on a classification problem of weak lensing mass maps from two cosmological models and compare the performance of the CNN with that of two baseline classifiers. The results show that the performance of DeepSphere is always superior or equal to both of these baselines. For high noise levels and for data covering only a smaller fraction of the sphere, DeepSphere achieves typically 10% better classification accuracy than those baselines. Finally, we show how learned filters can be visualized to introspect the neural network.
Joachim Muth, Stefan Uhlich, Nathanael Perraudin et al.
Music source separation with deep neural networks typically relies only on amplitude features. In this paper we show that additional phase features can improve the separation performance. Using the theoretical relationship between STFT phase and amplitude, we conjecture that derivatives of the phase are a good feature representation opposed to the raw phase. We verify this conjecture experimentally and propose a new DNN architecture which combines amplitude and phase. This joint approach achieves a better signal-to distortion ratio on the DSD100 dataset for all instruments compared to a network that uses only amplitude features. Especially, the bass instrument benefits from the phase information.
Graphs are a prevalent tool in data science, as they model the inherent structure of the data. They have been used successfully in unsupervised and semi-supervised learning. Typically they are constructed either by connecting nearest samples, or by learning them from data, solving an optimization problem. While graph learning does achieve a better quality, it also comes with a higher computational cost. In particular, the current state-of-the-art model cost is $\mathcal{O}(n^2)$ for $n$ samples. In this paper, we show how to scale it, obtaining an approximation with leading cost of $\mathcal{O}(n\log(n))$, with quality that approaches the exact graph learning model. Our algorithm uses known approximate nearest neighbor techniques to reduce the number of variables, and automatically selects the correct parameters of the model, requiring a single intuitive input: the desired edge density.
Francesco Grassi, Andreas Loukas, Nathanaël Perraudin et al.
An emerging way to deal with high-dimensional non-euclidean data is to assume that the underlying structure can be captured by a graph. Recently, ideas have begun to emerge related to the analysis of time-varying graph signals. This work aims to elevate the notion of joint harmonic analysis to a full-fledged framework denoted as Time-Vertex Signal Processing, that links together the time-domain signal processing techniques with the new tools of graph signal processing. This entails three main contributions: (a) We provide a formal motivation for harmonic time-vertex analysis as an analysis tool for the state evolution of simple Partial Differential Equations on graphs. (b) We improve the accuracy of joint filtering operators by up-to two orders of magnitude. (c) Using our joint filters, we construct time-vertex dictionaries analyzing the different scales and the local time-frequency content of a signal. The utility of our tools is illustrated in numerous applications and datasets, such as dynamic mesh denoising and classification, still-video inpainting, and source localization in seismic events. Our results suggest that joint analysis of time-vertex signals can bring benefits to regression and learning.
Johan Paratte, Nathanaël Perraudin, Pierre Vandergheynst
Visualizing high-dimensional data has been a focus in data analysis communities for decades, which has led to the design of many algorithms, some of which are now considered references (such as t-SNE for example). In our era of overwhelming data volumes, the scalability of such methods have become more and more important. In this work, we present a method which allows to apply any visualization or embedding algorithm on very large datasets by considering only a fraction of the data as input and then extending the information to all data points using a graph encoding its global similarity. We show that in most cases, using only $\mathcal{O}(\log(N))$ samples is sufficient to diffuse the information to all $N$ data points. In addition, we propose quantitative methods to measure the quality of embeddings and demonstrate the validity of our technique on both synthetic and real-world datasets.
This paper considers regression tasks involving high-dimensional multivariate processes whose structure is dependent on some {known} graph topology. We put forth a new definition of time-vertex wide-sense stationarity, or joint stationarity for short, that goes beyond product graphs. Joint stationarity helps by reducing the estimation variance and recovery complexity. In particular, for any jointly stationary process (a) one reliably learns the covariance structure from as little as a single realization of the process, and (b) solves MMSE recovery problems, such as interpolation and denoising, in computational time nearly linear on the number of edges and timesteps. Experiments with three datasets suggest that joint stationarity can yield accuracy improvements in the recovery of high-dimensional processes evolving over a graph, even when the latter is only approximately known, or the process is not strictly stationary.
Nathanael Perraudin, Nicki Holighaus, Piotr Majdak et al.
We present a novel method for the compensation of long duration data loss in audio signals, in particular music. The concealment of such signal defects is based on a graph that encodes signal structure in terms of time-persistent spectral similarity. A suitable candidate segment for the substitution of the lost content is proposed by an intuitive optimization scheme and smoothly inserted into the gap, i.e. the lost or distorted signal region. Extensive listening tests show that the proposed algorithm provides highly promising results when applied to a variety of real-world music signals.
Nathanael Perraudin, Andreas Loukas, Francesco Grassi et al.
Graph-based methods for signal processing have shown promise for the analysis of data exhibiting irregular structure, such as those found in social, transportation, and sensor networks. Yet, though these systems are often dynamic, state-of-the-art methods for signal processing on graphs ignore the dimension of time, treating successive graph signals independently or taking a global average. To address this shortcoming, this paper considers the statistical analysis of time-varying graph signals. We introduce a novel definition of joint (time-vertex) stationarity, which generalizes the classical definition of time stationarity and the more recent definition appropriate for graphs. Joint stationarity gives rise to a scalable Wiener optimization framework for joint denoising, semi-supervised learning, or more generally inversing a linear operator, that is provably optimal. Experimental results on real weather data demonstrate that taking into account graph and time dimensions jointly can yield significant accuracy improvements in the reconstruction effort.
Francesco Grassi, Nathanael Perraudin, Benjamin Ricaud
Graph Signal Processing generalizes classical signal processing to signal or data indexed by the vertices of a weighted graph. So far, the research efforts have been focused on static graph signals. However numerous applications involve graph signals evolving in time, such as spreading or propagation of waves on a network. The analysis of this type of data requires a new set of methods that fully takes into account the time and graph dimensions. We propose a novel class of wavelet frames named Dynamic Graph Wavelets, whose time-vertex evolution follows a dynamic process. We demonstrate that this set of functions can be combined with sparsity based approaches such as compressive sensing to reveal information on the dynamic processes occurring on a graph. Experiments on real seismological data show the efficiency of the technique, allowing to estimate the epicenter of earthquake events recorded by a seismic network.
Nauman Shahid, Nathanael Perraudin, Pierre Vandergheynst
Many real world datasets subsume a linear or non-linear low-rank structure in a very low-dimensional space. Unfortunately, one often has very little or no information about the geometry of the space, resulting in a highly under-determined recovery problem. Under certain circumstances, state-of-the-art algorithms provide an exact recovery for linear low-rank structures but at the expense of highly inscalable algorithms which use nuclear norm. However, the case of non-linear structures remains unresolved. We revisit the problem of low-rank recovery from a totally different perspective, involving graphs which encode pairwise similarity between the data samples and features. Surprisingly, our analysis confirms that it is possible to recover many approximate linear and non-linear low-rank structures with recovery guarantees with a set of highly scalable and efficient algorithms. We call such data matrices as \textit{Low-Rank matrices on graphs} and show that many real world datasets satisfy this assumption approximately due to underlying stationarity. Our detailed theoretical and experimental analysis unveils the power of the simple, yet very novel recovery framework \textit{Fast Robust PCA on Graphs}
Nathanael Perraudin, Benjamin Ricaud, David Shuman et al.
Uncertainty principles such as Heisenberg's provide limits on the time-frequency concentration of a signal, and constitute an important theoretical tool for designing and evaluating linear signal transforms. Generalizations of such principles to the graph setting can inform dictionary design for graph signals, lead to algorithms for reconstructing missing information from graph signals via sparse representations, and yield new graph analysis tools. While previous work has focused on generalizing notions of spreads of a graph signal in the vertex and graph spectral domains, our approach is to generalize the methods of Lieb in order to develop uncertainty principles that provide limits on the concentration of the analysis coefficients of any graph signal under a dictionary transform whose atoms are jointly localized in the vertex and graph spectral domains. One challenge we highlight is that due to the inhomogeneity of the underlying graph data domain, the local structure in a single small region of the graph can drastically affect the uncertainty bounds for signals concentrated in different regions of the graph, limiting the information provided by global uncertainty principles. Accordingly, we suggest a new way to incorporate a notion of locality, and develop local uncertainty principles that bound the concentration of the analysis coefficients of each atom of a localized graph spectral filter frame in terms of quantities that depend on the local structure of the graph around the center vertex of the given atom. Finally, we demonstrate how our proposed local uncertainty measures can improve the random sampling of graph signals.
Nauman Shahid, Nathanael Perraudin, Gilles Puy et al.
We introduce a novel framework for an approxi- mate recovery of data matrices which are low-rank on graphs, from sampled measurements. The rows and columns of such matrices belong to the span of the first few eigenvectors of the graphs constructed between their rows and columns. We leverage this property to recover the non-linear low-rank structures efficiently from sampled data measurements, with a low cost (linear in n). First, a Resrtricted Isometry Property (RIP) condition is introduced for efficient uniform sampling of the rows and columns of such matrices based on the cumulative coherence of graph eigenvectors. Secondly, a state-of-the-art fast low-rank recovery method is suggested for the sampled data. Finally, several efficient, parallel and parameter-free decoders are presented along with their theoretical analysis for decoding the low-rank and cluster indicators for the full data matrix. Thus, we overcome the computational limitations of the standard linear low-rank recovery methods for big datasets. Our method can also be seen as a major step towards efficient recovery of non- linear low-rank structures. For a matrix of size n X p, on a single core machine, our method gains a speed up of $p^2/k$ over Robust Principal Component Analysis (RPCA), where k << p is the subspace dimension. Numerically, we can recover a low-rank matrix of size 10304 X 1000, 100 times faster than Robust PCA.
Graphs are a central tool in machine learning and information processing as they allow to conveniently capture the structure of complex datasets. In this context, it is of high importance to develop flexible models of signals defined over graphs or networks. In this paper, we generalize the traditional concept of wide sense stationarity to signals defined over the vertices of arbitrary weighted undirected graphs. We show that stationarity is expressed through the graph localization operator reminiscent of translation. We prove that stationary graph signals are characterized by a well-defined Power Spectral Density that can be efficiently estimated even for large graphs. We leverage this new concept to derive Wiener-type estimation procedures of noisy and partially observed signals and illustrate the performance of this new model for denoising and regression.
Nauman Shahid, Nathanael Perraudin, Vassilis Kalofolias et al.
Mining useful clusters from high dimensional data has received significant attention of the computer vision and pattern recognition community in the recent years. Linear and non-linear dimensionality reduction has played an important role to overcome the curse of dimensionality. However, often such methods are accompanied with three different problems: high computational complexity (usually associated with the nuclear norm minimization), non-convexity (for matrix factorization methods) and susceptibility to gross corruptions in the data. In this paper we propose a principal component analysis (PCA) based solution that overcomes these three issues and approximates a low-rank recovery method for high dimensional datasets. We target the low-rank recovery by enforcing two types of graph smoothness assumptions, one on the data samples and the other on the features by designing a convex optimization problem. The resulting algorithm is fast, efficient and scalable for huge datasets with O(nlog(n)) computational complexity in the number of data samples. It is also robust to gross corruptions in the dataset as well as to the model parameters. Clustering experiments on 7 benchmark datasets with different types of corruptions and background separation experiments on 3 video datasets show that our proposed model outperforms 10 state-of-the-art dimensionality reduction models. Our theoretical analysis proves that the proposed model is able to recover approximate low-rank representations with a bounded error for clusterable data.
Ana Susnjara, Nathanael Perraudin, Daniel Kressner et al.
Signal-processing on graphs has developed into a very active field of research during the last decade. In particular, the number of applications using frames constructed from graphs, like wavelets on graphs, has substantially increased. To attain scalability for large graphs, fast graph-signal filtering techniques are needed. In this contribution, we propose an accelerated algorithm based on the Lanczos method that adapts to the Laplacian spectrum without explicitly computing it. The result is an accurate, robust, scalable and efficient algorithm. Compared to existing methods based on Chebyshev polynomials, our solution achieves higher accuracy without increasing the overall complexity significantly. Furthermore, it is particularly well suited for graphs with large spectral gaps.
Nathanael Perraudin, Vassilis Kalofolias, David Shuman et al.
Convex optimization is an essential tool for machine learning, as many of its problems can be formulated as minimization problems of specific objective functions. While there is a large variety of algorithms available to solve convex problems, we can argue that it becomes more and more important to focus on efficient, scalable methods that can deal with big data. When the objective function can be written as a sum of "simple" terms, proximal splitting methods are a good choice. UNLocBoX is a MATLAB library that implements many of these methods, designed to solve convex optimization problems of the form $\min_{x \in \mathbb{R}^N} \sum_{n=1}^K f_n(x).$ It contains the most recent solvers such as FISTA, Douglas-Rachford, SDMM as well a primal dual techniques such as Chambolle-Pock and forward-backward-forward. It also includes an extensive list of common proximal operators that can be combined, allowing for a quick implementation of a large variety of convex problems.