Quadratically-Regularized Optimal Transport on Graphs

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to express challenging tasks involving matching supply to demand with minimal shipment expense; in discrete language, these become minimum-cost network flow problems. Regularization typically is needed to ensure uniqueness for the linear ground distance case and to improve optimization convergence; state-of-the-art techniques employ entropic regularization on the transportation matrix. In this paper, we explore a quadratic alternative to entropic regularization for transport over a graph. We theoretically analyze the behavior of quadratically-regularized graph transport, characterizing how regularization affects the structure of flows in the regime of small but nonzero regularization. We further exploit elegant second-order structure in the dual of this problem to derive an easily-implemented Newton-type optimization algorithm.Comment: 27 page

Tripartite Graph Clustering for Dynamic Sentiment Analysis on Social Media

The growing popularity of social media (e.g, Twitter) allows users to easily share information with each other and influence others by expressing their own sentiments on various subjects. In this work, we propose an unsupervised \emph{tri-clustering} framework, which analyzes both user-level and tweet-level sentiments through co-clustering of a tripartite graph. A compelling feature of the proposed framework is that the quality of sentiment clustering of tweets, users, and features can be mutually improved by joint clustering. We further investigate the evolution of user-level sentiments and latent feature vectors in an online framework and devise an efficient online algorithm to sequentially update the clustering of tweets, users and features with newly arrived data. The online framework not only provides better quality of both dynamic user-level and tweet-level sentiment analysis, but also improves the computational and storage efficiency. We verified the effectiveness and efficiency of the proposed approaches on the November 2012 California ballot Twitter data.Comment: A short version is in Proceeding of the 2014 ACM SIGMOD International Conference on Management of dat

Compressive PCA for Low-Rank Matrices on Graphs

We introduce a novel framework for an approxi- mate recovery of data matrices which are low-rank on graphs, from sampled measurements. The rows and columns of such matrices belong to the span of the first few eigenvectors of the graphs constructed between their rows and columns. We leverage this property to recover the non-linear low-rank structures efficiently from sampled data measurements, with a low cost (linear in n). First, a Resrtricted Isometry Property (RIP) condition is introduced for efficient uniform sampling of the rows and columns of such matrices based on the cumulative coherence of graph eigenvectors. Secondly, a state-of-the-art fast low-rank recovery method is suggested for the sampled data. Finally, several efficient, parallel and parameter-free decoders are presented along with their theoretical analysis for decoding the low-rank and cluster indicators for the full data matrix. Thus, we overcome the computational limitations of the standard linear low-rank recovery methods for big datasets. Our method can also be seen as a major step towards efficient recovery of non- linear low-rank structures. For a matrix of size n X p, on a single core machine, our method gains a speed up of $p^2/k$ over Robust Principal Component Analysis (RPCA), where k << p is the subspace dimension. Numerically, we can recover a low-rank matrix of size 10304 X 1000, 100 times faster than Robust PCA

Graph Regularized Nonnegative Latent Factor Analysis Model for Temporal Link Prediction in Cryptocurrency Transaction Networks

With the development of blockchain technology, the cryptocurrency based on blockchain technology is becoming more and more popular. This gave birth to a huge cryptocurrency transaction network has received widespread attention. Link prediction learning structure of network is helpful to understand the mechanism of network, so it is also widely studied in cryptocurrency network. However, the dynamics of cryptocurrency transaction networks have been neglected in the past researches. We use graph regularized method to link past transaction records with future transactions. Based on this, we propose a single latent factor-dependent, non-negative, multiplicative and graph regularized-incorporated update (SLF-NMGRU) algorithm and further propose graph regularized nonnegative latent factor analysis (GrNLFA) model. Finally, experiments on a real cryptocurrency transaction network show that the proposed method improves both the accuracy and the computational efficienc