arXiv · 2006.07361
Gaussian Processes on Graphs via Spectral Kernel Learning
Abstract
We propose a graph spectrum-based Gaussian process for prediction of signals defined on nodes of the graph. The model is designed to capture various graph signal structures through a highly adaptive kernel that incorporates a flexible polynomial function in the graph spectral domain. Unlike most existing approaches, we propose to learn such a spectral kernel, where the polynomial setup enables learning without the need for eigen-decomposition of the graph Laplacian. In addition, this kernel has the interpretability of graph filtering achieved by a bespoke maximum likelihood learning algorithm that enforces the positivity of the spectrum. We demonstrate the interpretability of the model in synthetic experiments from which we show the various ground truth spectral filters can be accurately recovered, and the adaptability translates to superior performances in the prediction of real-world graph data of various characteristics.
Explore related subjects
Keep this discovery
Yin-Cong Zhi, Yin Cheng Ng, Xiaowen Dong. 2020-06-12. Gaussian Processes on Graphs via Spectral Kernel Learning. https://arxiv.org/abs/2006.07361
Cite the original work for its findings. Save a collection to share your selection of sources.