Multiclass Data Segmentation using Diffuse Interface Methods on Graphs

We present two graph-based algorithms for multiclass segmentation of high-dimensional data. The algorithms use a diffuse interface model based on the Ginzburg-Landau functional, related to total variation compressed sensing and image processing. A multiclass extension is introduced using the Gibbs simplex, with the functional's double-well potential modified to handle the multiclass case. The first algorithm minimizes the functional using a convex splitting numerical scheme. The second algorithm is a uses a graph adaptation of the classical numerical Merriman-Bence-Osher (MBO) scheme, which alternates between diffusion and thresholding. We demonstrate the performance of both algorithms experimentally on synthetic data, grayscale and color images, and several benchmark data sets such as MNIST, COIL and WebKB. We also make use of fast numerical solvers for finding the eigenvectors and eigenvalues of the graph Laplacian, and take advantage of the sparsity of the matrix. Experiments indicate that the results are competitive with or better than the current state-of-the-art multiclass segmentation algorithms.Comment: 14 page

An MBO scheme for clustering and semi-supervised clustering of signed networks

We introduce a principled method for the signed clustering problem, where the goal is to partition a weighted undirected graph whose edge weights take both positive and negative values, such that edges within the same cluster are mostly positive, while edges spanning across clusters are mostly negative. Our method relies on a graph-based diffuse interface model formulation utilizing the Ginzburg–Landau functional, based on an adaptation of the classic numerical Merriman–Bence–Osher (MBO) scheme for minimizing such graph-based functionals. The proposed objective function aims to minimize the total weight of inter-cluster positively-weighted edges, while maximizing the total weight of the inter-cluster negatively-weighted edges. Our method scales to large sparse networks, and can be easily adjusted to incorporate labelled data information, as is often the case in the context of semisupervised learning. We tested our method on a number of both synthetic stochastic block models and real-world data sets (including financial correlation matrices), and obtained promising results that compare favourably against a number of state-of-the-art approaches from the recent literature