Graph Learning From Data Under Laplacian and Structural Constraints
Graphs are fundamental mathematical structures used in various fields to represent data, signals, and processes. In this paper, we propose a novel framework for learning/estimating graphs from data. The proposed framework includes (i) formulation of various graph learning problems, (ii) their probabilistic interpretations, and (iii) associated algorithms. Specifically, graph learning problems are posed as the estimation of graph Laplacian matrices from some observed data under given structural constraints (e.g., graph connectivity and sparsity level). From a probabilistic perspective, the problems of interest correspond to maximum a posteriori parameter estimation of Gaussian–Markov random field models, whose precision (inverse covariance) is a graph Laplacian matrix. For the proposed graph learning problems, specialized algorithms are developed by incorporating the graph Laplacian and structural constraints. The experimental results demonstrate that the proposed algorithms outperform the current state-of-the-art methods in terms of accuracy and computational efficiency.