从多元数据中学习概率度量空间下的随机几何图,自动建模节点连接概率。
Learning Random Geometric Graphs Drawn in Probabilistic Metric Spaces

- 基于节点连接差异与变量相关性的分布,定义空间距离函数。
- 构建软随机几何图,边存在概率可由拒绝采样法学习。
- 适用于任意数据类型,无需先验相关性矩阵,可自学习
我们提出一种新的数据驱动方法,用于学习在概率度量空间中生成的随机几何图(RGG),适用于任意类型的多变量数据,不依赖可观测变量的分布或数据规模。我们引入一个表示节点间连接性差异与对应随机变量相关性差异的随机变量,并将其累积分布函数(CDF)作为所学图所在空间的距离函数。当两点间距离低于预设截断概率时,边存在;由此构建的图是软随机几何图,每条边以可计算的概率存在。我们提出基于拒绝采样的简单方法来学习任意边的存在概率。该图的顶点期望度分布为局部的,依赖于变量间的相关性矩阵;若相关性矩阵未知,可通过其闭式后验概率密度函数从数据中学习。我们在多个高维真实数据集上验证了该方法的有效性。
原文摘要 · Abstract (English)
We present a new data-driven learning of a Random Geometric Graph (RGG) of a multivariate dataset, where the graph is drawn in a probabilistic metric space. This graph learning works for generic datasets, irrespective of the type of the observables; their probability distributions; or size of the data. We identify a metric of the space that the graph is drawn in, as a probability distribution of a random variable that we introduce, namely, a variable that represents the disparity between the connectedness of two vertices of the graph, and the correlation between the two random variables that are attached to the respective vertex. It is the closed-form {\it{cdf}} of this disparity variable that we advance as the distance function of the host space of the learnt RGG, such that the edge exists between any two nodes, if this inter-nodal distance falls short of a chosen cutoff probability. Drawing the RGG in this probabilistic space leads to the graph being an Soft RGG, such that any edge - if it exists - exists with an identified probability. We forward a simple Rejection Sampling-based technique for learning the probability of any edge. The expected degree distribution of a vertex of this RGG is identified as local, and dependent on the inter-observable correlation matrix. If said correlation matrix is not known, it can be learnt given the data, using its closed-form posterior probability density function, that we forward. We illustrate our graph learning method by learning multiple RGGs of highly multivariate real datasets.
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