MLLGAPSep 6, 2022

Rates of Convergence for Regression with the Graph Poly-Laplacian

arXiv:2209.02305v16 citationsh-index: 18
Originality Synthesis-oriented
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This work provides theoretical guarantees for graph-based regression methods, which is incremental as it extends existing smoothing spline results to graph settings.

The paper tackles the problem of non-parametric regression on graphs using poly-Laplacian regularization, deriving a rate of convergence for the estimator to the true function in the large data limit, which matches the known rate for smoothing splines up to logarithms.

In the (special) smoothing spline problem one considers a variational problem with a quadratic data fidelity penalty and Laplacian regularisation. Higher order regularity can be obtained via replacing the Laplacian regulariser with a poly-Laplacian regulariser. The methodology is readily adapted to graphs and here we consider graph poly-Laplacian regularisation in a fully supervised, non-parametric, noise corrupted, regression problem. In particular, given a dataset $\{x_i\}_{i=1}^n$ and a set of noisy labels $\{y_i\}_{i=1}^n\subset\mathbb{R}$ we let $u_n:\{x_i\}_{i=1}^n\to\mathbb{R}$ be the minimiser of an energy which consists of a data fidelity term and an appropriately scaled graph poly-Laplacian term. When $y_i = g(x_i)+ξ_i$, for iid noise $ξ_i$, and using the geometric random graph, we identify (with high probability) the rate of convergence of $u_n$ to $g$ in the large data limit $n\to\infty$. Furthermore, our rate, up to logarithms, coincides with the known rate of convergence in the usual smoothing spline model.

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