Random Spanning Forests on Graphs for Fast Laplacian-Based Computations

Nicolas Tremblay

lundi 17 janvier 2022, LIP6, Sorbonne Université

Graphs are ubiquitous tools to represent networks, may they be networks modeling data from neurosciences, sociology, molecular biology, chemistry, etc. A cornerstone of the analysis of graphs is the Laplacian matrix L that encodes their structure. From a linear algebra point-of-view, the analysis of L offers fundamental insights on key properties of the graph: the diffusion speed of an information or a disease on a network, the vulnerability of a network to targeted or random attacks, the redundancy of certain parts of the network, the network’s structure in more or less independent modules, are all examples of characteristics of a network one may extract from the Laplacian matrix.

In this work, we concentrate on two specific problems that often arise in the context of graph-based data: i/ compute inverse traces of the form Tr( (L+qI)^(-1) ), ii/ compute smoothing operations of the form (L+qI)^(-1) y where q>0 and y some vector defined over the nodes of the graph. These two problems arise in many well-known graph-based algorithms, such as semi-supervised learning, label propagation, graph Tikhonov regularization, graph inpainting, etc.

In the context of large graphs, the required inverse which scales as O(n^3) in the worst-case, is often too expensive in practice. Many approaches have been developed in the state-of-the-art to circumvent this problem: polynomial approximation and (preconditioned) conjugate gradient are the two most well-known.

In this work, we develop a new class of techniques based on random spanning forests. We show that these forests are natural candidates to provide original, efficient, and easy-to-implement estimators.

This is joint work with Pierre-Olivier Amblard, Luca Avena, Simon Barthelmé, Alexandre Gaudillière and Yusuf Yigit Pilavci