Low-Rank Matrices on Graphs: Generalized Recovery & Applications

Many real world datasets subsume a linear or non-linear low-rank structure in a very low-dimensional space. Unfortunately, one often has very little or no information about the geometry of the space, resulting in a highly under-determined recovery problem. Under certain circumstances, state-of-the-art algorithms provide an exact recovery for linear low-rank structures but at the expense of highly inscalable algorithms which use nuclear norm. However, the case of non-linear structures remains unresolved. We revisit the problem of low-rank recovery from a totally different perspective, involving graphs which encode pairwise similarity between the data samples and features. Surprisingly, our analysis confirms that it is possible to recover many approximate linear and non-linear low-rank structures with recovery guarantees with a set of highly scalable and efficient algorithms. We call such data matrices as \textit{Low-Rank matrices on graphs} and show that many real world datasets satisfy this assumption approximately due to underlying stationarity. Our detailed theoretical and experimental analysis unveils the power of the simple, yet very novel recovery framework \textit{Fast Robust PCA on Graphs

Efficient Estimation of Heat Kernel PageRank for Local Clustering

Given an undirected graph G and a seed node s, the local clustering problem aims to identify a high-quality cluster containing s in time roughly proportional to the size of the cluster, regardless of the size of G. This problem finds numerous applications on large-scale graphs. Recently, heat kernel PageRank (HKPR), which is a measure of the proximity of nodes in graphs, is applied to this problem and found to be more efficient compared with prior methods. However, existing solutions for computing HKPR either are prohibitively expensive or provide unsatisfactory error approximation on HKPR values, rendering them impractical especially on billion-edge graphs. In this paper, we present TEA and TEA+, two novel local graph clustering algorithms based on HKPR, to address the aforementioned limitations. Specifically, these algorithms provide non-trivial theoretical guarantees in relative error of HKPR values and the time complexity. The basic idea is to utilize deterministic graph traversal to produce a rough estimation of exact HKPR vector, and then exploit Monte-Carlo random walks to refine the results in an optimized and non-trivial way. In particular, TEA+ offers practical efficiency and effectiveness due to non-trivial optimizations. Extensive experiments on real-world datasets demonstrate that TEA+ outperforms the state-of-the-art algorithm by more than four times on most benchmark datasets in terms of computational time when achieving the same clustering quality, and in particular, is an order of magnitude faster on large graphs including the widely studied Twitter and Friendster datasets.Comment: The technical report for the full research paper accepted in the SIGMOD 201