Improved large-scale graph learning through ridge spectral sparsification

Inferring network topology from noisy node observations is a central problem in graph signal processing. In this paper, we consider Laplacian-constrained graph estimation for Gaussian Markov random fields, focusing on the underdetermined regime in which the number of samples is smaller than the number of graph nodes. Existing approaches often formulate the problem as a sparsity-regularized maximum-likelihood estimation problem. While effective, such methods typically require iterative optimization and are often computationally demanding, particularly under Laplacian constraints. Instead, we propose a non-iterative estimator of graph Laplacians that uses effective resistance for regularization, and evaluate the method using a simple sparsification procedure. Experiments show that with some trade-off in edge and weight recovery on the considered dataset, computational cost for moderately sized graphs can be substantially reduced.

We aim to learn a sparse and connected graph from sparse data, where the number of observations K can be substantially smaller than the signal dimension N for signals x in R^N, and the underlying distribution is unknown. In this severely ill-posed setting, we incorporate Fiedler number (the second eigenvalue of the graph Laplacian matrix that quantifies connectedness) as a robust regularization term in the sparse graph learning objective. We first develop a greedy algorithm that iteratively selects one edge globally for weakening/removal to reduce the objective, leveraging eigenvalue perturbation theorems that bound the adverse effect of an edge change to the Fiedler number. Next, we design a parallel variant, based on the Cheeger's inequality, that recursively partitions an input graph into two sub-graphs using an approximate Cheeger cut to distributedly find an optimal edge. Simulation experiments show that Fiedler number maximization robustifies sparse graph estimates, outperforming previous sparse graph learning algorithms.

Learning a sparse graph from scarce data is practically important but challenging. Motivated by the desirable combination of local sparsity and strong global connectivity exhibited by expander-like graphs, we propose spectral connectivity-regularized graph learning (SCoGL), a framework that incorporates a family of Laplacian spectral priors to explicitly promote global connectivity. Specifically, SCoGL augments a combinatorial-Laplacian-constrained graphical lasso (GLASSO) objective over a target adjacency matrix $\mathbf{W}$ with a general connectivity prior computed from Laplacian eigenvalues. We derive gradients for several representative connectivity priors and develop a projected gradient descent (PGD) algorithm with Armijo backtracking to efficiently optimize $\mathbf{W}$. Experiments show that the proposed SCoGL variants improve graph recovery and enhance downstream tasks such as graph signal denoising when signal observations are scarce.