Accelerated Graph Learning From Smooth Signals

We consider network topology identification subject to a signal smoothness prior on the nodal observations. A fast dual-based proximal gradient algorithm is developed to efficiently tackle a strongly convex, smoothness-regularized network inverse problem known to yield high-quality graph solutions....

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Vydáno v:IEEE signal processing letters Ročník 28; s. 2192 - 2196
Hlavní autoři: Saboksayr, Seyed Saman, Mateos, Gonzalo
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York IEEE 2021
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1070-9908, 1558-2361
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Shrnutí:We consider network topology identification subject to a signal smoothness prior on the nodal observations. A fast dual-based proximal gradient algorithm is developed to efficiently tackle a strongly convex, smoothness-regularized network inverse problem known to yield high-quality graph solutions. Unlike existing solvers, the novel iterations come with global convergence rate guarantees and do not require additional step-size tuning. Reproducible simulated tests demonstrate the effectiveness of the proposed method in accurately recovering random and real-world graphs, markedly faster than state-of-the-art alternatives and without incurring an extra computational burden.
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ISSN:1070-9908
1558-2361
DOI:10.1109/LSP.2021.3123459