在线学习动态增长的图结构,实时处理新节点加入。
Online Learning Of Expanding Graphs
- 基于投影近端梯度法,递归更新协方差矩阵应对图规模变化。
- 新节点与旧节点采用不同更新策略,提升学习效率。
- 适用于疫情、金融等快速变化网络,首次解决增长图在线学习问题。
本文研究从时空信号流中在线推断扩展图的网络拓扑结构问题。在延迟敏感或拓扑快速变化的应用中,在线动态图学习至关重要。现有工作多聚焦于固定节点集内的连接推断,但实际中图会因新节点加入而增长,带来信号与不同规模图的时序建模挑战,并加剧计算复杂度。据我们所知,这是首个针对此类场景的工作。提出一种基于投影近端梯度下降的通用在线算法,可在每一步迭代中处理不断扩大的图规模。递归更新样本协方差矩阵是关键。设计了一种策略,对刚加入的节点与已有节点实施差异化更新。进一步在高斯马尔可夫随机场设置下对该方法进行特化,分析其计算复杂度并刻画动态累积遗憾。通过受控实验与真实疫情及金融网络数据集验证了方法的有效性。
原文摘要 · Abstract (English)
This paper addresses the problem of online network topology inference for expanding graphs from a stream of spatiotemporal signals. Online algorithms for dynamic graph learning are crucial in delay-sensitive applications or when changes in topology occur rapidly. While existing works focus on inferring the connectivity within a fixed set of nodes, in practice, the graph can grow as new nodes join the network. This poses additional challenges like modeling temporal dynamics involving signals and graphs of different sizes. This growth also increases the computational complexity of the learning process, which may become prohibitive. To the best of our knowledge, this is the first work to tackle this setting. We propose a general online algorithm based on projected proximal gradient descent that accounts for the increasing graph size at each iteration. Recursively updating the sample covariance matrix is a key aspect of our approach. We introduce a strategy that enables different types of updates for nodes that just joined the network and for previously existing nodes. To provide further insights into the proposed method, we specialize it in Gaussian Markov random field settings, where we analyze the computational complexity and characterize the dynamic cumulative regret. Finally, we demonstrate the effectiveness of the proposed approach using both controlled experiments and real-world datasets from epidemic and financial networks.
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