A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Storchastic improves stochastic AD for complex models in RL and VI.
SIGMA model improves graph matching across various applications.
We introduce a nonlinear method for directly embedding large, sparse, stochastic graphs into low-dimensional spaces, without requiring vertex features to reside in, or be transformed into, a metric space. Graph data and models are prevalent in real-world applications. Direct graph embedding is fundamental to many graph…
Method learns SDEs from one trajectory using GP priors and randomized cross-validation.
Method learns software resource usage from snapshots.
The reparameterization trick enables optimizing large scale stochastic computation graphs via gradient descent. The essence of the trick is to refactor each stochastic node into a differentiable function of its parameters and a random variable with fixed distribution. After refactoring, the gradients of the loss propag…
New spectral clustering method for graphs with uneven node degrees.
Paper proves convergence of bi-stochastically normalized graph Laplacian to manifold Laplacian and robustness to outlier noise.
In real-world scenarios, it is appealing to learn a model carrying out stochastic operations internally, known as stochastic computation graphs (SCGs), rather than learning a deterministic mapping. However, standard backpropagation is not applicable to SCGs. We attempt to address this issue from the angle of cost propa…
π-GNN learns soft permutations for graph representations, improving graph classification and regression.
A new method uses matrix sketches for efficient graph clustering in dynamic environments.
In this paper, we propose a scalable algorithm for spectral embedding. The latter is a standard tool for graph clustering. However, its computational bottleneck is the eigendecomposition of the graph Laplacian matrix, which prevents its application to large-scale graphs. Our contribution consists of reformulating spect…
A new method for spectral barycentre of graph datasets.
Multilayer graphs encode different kind of interactions between the same set of entities. When one wants to cluster such a multilayer graph, the natural question arises how one should merge the information different layers. We introduce in this paper a one-parameter family of matrix power means for merging the Laplacia…
Efficient algorithm for matching graphs with community structure.
Stochastic computation graphs (SCGs) provide a formalism to represent structured optimization problems arising in artificial intelligence, including supervised, unsupervised, and reinforcement learning. Previous work has shown that an unbiased estimator of the gradient of the expected loss of SCGs can be derived from a…
Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has little memory requirements. We also analyze the theoretical convergence properties …
New method finds balanced clusters in graphs using auxiliary information.
Most state-of-the-art graph kernels only take local graph properties into account, i.e., the kernel is computed with regard to properties of the neighborhood of vertices or other small substructures. On the other hand, kernels that do take global graph propertiesinto account may not scale well to large graph databases.…
Traditionally, community detection in graphs can be solved using spectral methods or posterior inference under probabilistic graphical models. Focusing on random graph families such as the stochastic block model, recent research has unified both approaches and identified both statistical and computational detection thr…
This paper speeds up spectral clustering for large graphs by dilating their eigenspectrum.
The sum-product or belief propagation (BP) algorithm is a widely used message-passing technique for computing approximate marginals in graphical models. We introduce a new technique, called stochastic orthogonal series message-passing (SOSMP), for computing the BP fixed point in models with continuous random variables.…
This paper uses the relationship between graph conductance and spectral clustering to study (i) the failures of spectral clustering and (ii) the benefits of regularization. The explanation is simple. Sparse and stochastic graphs create a lot of small trees that are connected to the core of the graph by only one edge. G…
Natural language processing often involves computations with semantic or syntactic graphs to facilitate sophisticated reasoning based on structural relationships. While convolution kernels provide a powerful tool for comparing graph structure based on node (word) level relationships, they are difficult to customize and…
The stochastic block model (SBM) is a random graph model with different group of vertices connecting differently. It is widely employed as a canonical model to study clustering and community detection, and provides a fertile ground to study the information-theoretic and computational tradeoffs that arise in combinatori…
We propose an efficient meta-algorithm for Bayesian estimation problems that is based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for sum-of-squares and related to the method of moments. Our focus is on sample complexity bo…
Paper proves computational hardness for graph matching and detection problems.
Stochastic gradient descent improves Gaussian process regression.
In this work we propose R-GPM, a parallel computing framework for graph pattern mining (GPM) through a user-defined subgraph relation. More specifically, we enable the computation of statistics of patterns through their subgraph classes, generalizing traditional GPM methods. R-GPM provides efficient estimators for thes…
Gradient descent and its many variants, including mini-batch stochastic gradient descent, form the algorithmic foundation of modern large-scale machine learning. Due to the size and scale of modern data, gradient computations are often distributed across multiple compute nodes. Unfortunately, such distributed implement…
Spectral clustering is a standard approach to label nodes on a graph by studying the (largest or lowest) eigenvalues of a symmetric real matrix such as e.g. the adjacency or the Laplacian. Recently, it has been argued that using instead a more complicated, non-symmetric and higher dimensional operator, related to the n…
New algorithms cluster nodes in SBM graphs faster and more accurately.
The paper explores the -Liouville property on graphs and its connections to stochastic completeness.
Vertex clustering in a stochastic blockmodel graph has wide applicability and has been the subject of extensive research. In thispaper, we provide a short proof that the adjacency spectral embedding can be used to obtain perfect clustering for the stochastic blockmodel and the degree-corrected stochastic blockmodel. We…
Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss functions and training nonconvex deep neural networks. The theory assumes that on…
EigenGame improves eigendecomposition by offering unbiased updates for larger datasets.
New graph embedding method improves link prediction and node classification.
We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes an unbiased total gradient tracking technique that uses Hessian information to accelerate con- vergence. We analyze our method under the ge…
Graph alignment problem solved with convex relaxations for correlated matrices.
We present a model for random simple graphs with a degree distribution that obeys a power law (i.e., is heavy-tailed). To attain this behavior, the edge probabilities in the graph are constructed from Bertoin-Fujita-Roynette-Yor (BFRY) random variables, which have been recently utilized in Bayesian statistics for the c…
AB-SAGA optimizes distributed optimization over directed graphs using variance reduction and stochastic weights.
It is the main purpose of this paper to introduce a graph-valued stochastic process in order to model the spread of a communicable infectious disease. The major novelty of the SIR model we promote lies in the fact that the social network on which the epidemics is taking place is not specified in advance but evolves thr…
Graph embeddings, a class of dimensionality reduction techniques designed for relational data, have proven useful in exploring and modeling network structure. Most dimensionality reduction methods allow out-of-sample extensions, by which an embedding can be applied to observations not present in the training set. Appli…
Spectral clustering for directed graphs using likelihood estimation.
Loss-guided training accelerates node embedding methods on graphs.
SMP model preserves proximity and permutation in graph neural networks.
We present a method based on the orthogonal symmetric non-negative matrix tri-factorization of the normalized Laplacian matrix for community detection in complex networks. While the exact factorization of a given order may not exist and is NP hard to compute, we obtain an approximate factorization by solving an optimiz…
Graph convolutional networks (GCNs) have recently received wide attentions, due to their successful applications in different graph tasks and different domains. Training GCNs for a large graph, however, is still a challenge. Original full-batch GCN training requires calculating the representation of all the nodes in th…