Experiments show that the proposed SCoGL variants improve graph recovery and enhance downstream tasks such as graph signal denoising when signal observations are scarce.
Abstract
Learning a sparse graph from scarce data is practically important but challenging. Motivated by the desirable combination of local sparsity and strong global connectivity exhibited by expander-like graphs, we propose spectral connectivity-regularized graph learning (SCoGL), a framework that incorporates a family of Laplacian spectral priors to explicitly promote global connectivity. Specifically, SCoGL augments a combinatorial-Laplacian-constrained graphical lasso (GLASSO) objective over a target adjacency matrix $\mathbf{W}$ with a general connectivity prior computed from Laplacian eigenvalues. We derive gradients for several representative connectivity priors and develop a projected gradient descent (PGD) algorithm with Armijo backtracking to efficiently optimize $\mathbf{W}$. Experiments show that the proposed SCoGL variants improve graph recovery and enhance downstream tasks such as graph signal denoising when signal observations are scarce.
Structured Connection Graph Learning (SCGL), a block-coordinate algorithm that combines closed-form updates, manifold projections, and spectral constraints, and converges to stationary points of the resulting nonconvex problem, is developed.
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