Fast Graph Sampling using Gershgorin Disc Alignment

14 May 2019
14:00
Gene Cheung
Abstract

Graph sampling with noise is a fundamental problem in graph signal processing (GSP). A popular biased scheme using graph Laplacian regularization (GLR) solves a system of linear equations for its reconstruction. Assuming this GLR-based reconstruction scheme, we propose a fast sampling strategy to maximize the numerical stability of the linear system--i.e., minimize the condition number of the coefficient matrix. Specifically, we maximize the eigenvalue lower bounds of the matrix that are left-ends of Gershgorin discs of the coefficient matrix, without eigen-decomposition. We propose an iterative algorithm to traverse the graph nodes via Breadth First Search (BFS) and align the left-ends of all corresponding Gershgorin discs at lower-bound threshold T using two basic operations: disc shifting and scaling. We then perform binary search to maximize T given a sample budget K. Experiments on real graph data show that the proposed algorithm can effectively promote large eigenvalue lower bounds, and the reconstruction MSE is the same or smaller than existing sampling methods for different budget K at much lower complexity.

  • Numerical Analysis Group Internal Seminar