Recently, Mahoney and Orecchia demonstrated that popular diffusion-based
procedures to compute a quick \emph{approximation} to the first nontrivial
eigenvector of a data graph Laplacian \emph{exactly} solve certain regularized
Semi-Definite Programs (SDPs). In this paper, we extend that result by
providing a statistical interpretation of their approximation procedure. Our
interpretation will be analogous to the manner in which β2β-regularized or
β1β-regularized β2β-regression (often called Ridge regression and
Lasso regression, respectively) can be interpreted in terms of a Gaussian prior
or a Laplace prior, respectively, on the coefficient vector of the regression
problem. Our framework will imply that the solutions to the Mahoney-Orecchia
regularized SDP can be interpreted as regularized estimates of the
pseudoinverse of the graph Laplacian. Conversely, it will imply that the
solution to this regularized estimation problem can be computed very quickly by
running, e.g., the fast diffusion-based PageRank procedure for computing an
approximation to the first nontrivial eigenvector of the graph Laplacian.
Empirical results are also provided to illustrate the manner in which
approximate eigenvector computation \emph{implicitly} performs statistical
regularization, relative to running the corresponding exact algorithm.Comment: 13 pages and 3 figures. A more detailed version of a paper appearing
in the 2011 NIPS Conferenc