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Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs Chang Ye Dept. of ECE and Goergen Institute for Data Science University of Rochester cye7@ur.rochester.edu http://www.ece.rochester.edu/~cye7/ Co-authors: Rasoul


  1. Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs Chang Ye Dept. of ECE and Goergen Institute for Data Science University of Rochester cye7@ur.rochester.edu http://www.ece.rochester.edu/~cye7/ Co-authors: Rasoul Shafipour and Gonzalo Mateos Acknowledgment: NSF Awards CCF-1750428 and ECCS-1809356 EUSIPCO 2018, Rome, Italy, September 3, 2018 Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 1

  2. Network Science analytics Online social media Internet Clean energy and grid analy,cs ◮ Network as undirected graph G = ( V , E ): encode pairwise relationships ◮ Desiderata: Process, analyze and learn from network data [Kolaczyk’09] ⇒ Study graph signals, data associated with N nodes in V ◮ Ex: Opinion profile, buffer congestion levels, neural activity, epidemic Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 2

  3. Graph signal processing fundamentals ◮ Graph signals mappings x : V → R , represented as vectors x ∈ R N ⇒ As.: Signal properties related to topology of G ◮ To process graph signals ⇒ Graph-shift operator S ∈ R N × N ⇒ Local S ij = 0 for i � = j and ( i , j ) / ∈ E ⇒ Ex: A or L = D − A ⇒ Spectrum of symmetric S = VΛV T ◮ Graph Fourier Transform (GFT) for signals: ˜ x = V T x ◮ Graph filters H : R N → R N are maps between graph signals ⇒ Polynomial in S with coefficients h ∈ R L ⇒ H := � L − 1 l =0 h l S l ⇒ Orthogonal frequency operator: H = V diag(˜ h ) V T ⇒ Freq. response (GFT for filters): ˜ h = Ψh and [ Ψ ] k , l = λ k l − 1 Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 3

  4. Diffusion processes as graph filter outputs ◮ Q: Upon observing a graph signal y , how was this signal generated? ◮ Postulate y is the response of linear diffusion to a sparse input x ∞ ∞ � � β l S l x y = α 0 ( I − α l S ) x = l =1 l =0 ⇒ Common generative model, e.g., heat diffusion, consensus ◮ Cayley-Hamilton asserts we can write diffusion as ( L ≤ N ) � L − 1 � � h l S l y = x := Hx l =0 ◮ Model: Observed network process as output of a graph filter ⇒ View few elements in supp( x ) =: { i : x i � = 0 } as sources Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 4

  5. Motivation and problem statement ◮ Ex: Global opinion/belief profile formed by spreading a rumor ⇒ What was the rumor? Who started it? ⇒ How do people weigh in peers’ opinions to form their own? x y Graph Filter Unobserved Observed ◮ Problem: Blind identification of graph filters with sparse inputs ◮ Q: Given S , can we find sparse x and the filter coeffs. h from y = Hx ? ⇒ Extends classical blind deconvolution to graphs ⇒ Localization of sources that diffuse on the network Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 5

  6. Work in context ◮ Super-resolution of point sources via convex programming ◮ Signals on structured domains (e.g.,time series) [Fernandez-Granda’15] ◮ Known diffusion model (low-pass point-spread function) ◮ Source localization on graphs ◮ Maximum-likelihood estimator optimal for trees [Pinto et al’12] ◮ Scalable under restrictive dependency assumptions [Feizi el al’16] ◮ Non-convex estimators of sparse sources [Pena et al’16], [Hu et al’16] ◮ Blind identification of graph filters [Segarra et al’17] ◮ Matrix lifting can hinder applicability to large graphs ◮ Our contribution: mild requirement of graph filter invertibility ⇒ Convex formulation amenable to efficient solvers ⇒ Multi-signal case with arbitrary supports Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 6

  7. Blind graph filter identification ◮ Suppose we observe P output signals Y = [ y 1 , ..., y P ] ∈ R N × P ◮ Leverage frequency response of graph filters Y = HX ⇒ Y = V diag( Ψh ) V T X ⇒ Y is a bilinear function of the unknowns h and X ◮ Ill-posed problem ⇒ L + NP unknowns and NP observations ⇒ As.: X has S -sparse columns i.e., � X � 0 := | supp( X ) | ≤ PS ◮ Blind graph filter identification ⇒ Non-convex feasibility problem � � V T X , � X � 0 ≤ PS find { h , X } , s. to Y = V diag Ψh ⇒ Identifiability for Bernoulli-Gaussian model on X [Li et al’17] Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 7

  8. Permutation ambiguities ◮ Beyond scaling, permutation ambiguities can arise with unweighted G 5 2 3 6 4 7 1 ◮ Let { X 0 , ˜ h 0 } be a solution, i.e., Y = V diag(˜ h 0 ) V T X 0 ⇒ Define unit-norm u ( i , j ) ∈ R N , with u ( i , j ) = − u ( i , j ) 1 = √ i j 2 ◮ If v k = u ( i , j ) , then ∃ { X 1 , ˜ h 1 } such that Y = V diag(˜ h 1 ) V T X 1 h 1 := diag( p )˜ ˜ X 1 := PX 0 , h 0 P := I − 2 u ( i , j ) ( u ( i , j ) ) T = V diag( p ) V T ⇒ Compare with cyclic-shift ambiguity for discrete-time signals Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 8

  9. Inverse filter and convex relaxation ◮ Inverse filter G = H − 1 is also a graph filter on G [Sandryhaila-Moura’13] ⇒ Requires ˜ h i = � L − 1 l =0 h l λ l i � = 0, for all i = 1 , ..., N ⇒ Inverse-filter coefficients g ∈ R N , frequency response ˜ g = Ψg ◮ Recast as linear inverse problem [Wang-Chi’16] g ) V T Y , X � = 0 min g , X } � X � 0 , s. to X = V diag(˜ { ˜ ◮ Still NP hard. Relax! and minimize convex � X � 1 1 T ˜ ˆ � ( Y T V ⊙ V )˜ ˜ g = argmin g � 1 , s. to g = 1 ˜ g ⇒ Constraint fixes the scale and avoids all-zero solution ⇒ ℓ 1 -synthesis problem, efficient solvers available Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 9

  10. Recovery guarantee for ℓ 1 relaxation ◮ Let { X 0 , ˜ g 0 ) V T Y g 0 } be the solution, i.e., X 0 = V diag(˜ ⇒ I indexes the support of vec ( X 0 ), complement is I c ◮ Define Z := Y T V ⊙ V ∈ R NP × N ⇒ Z S is the submatrix of Z with rows indexed by S ⊂ { 1 , ..., NP } . Proposition: ˆ g = ˜ ˜ g 0 if the two following conditions are satisfied 1) rank( Z I c ) = N − 1; and 2) There exists f ∈ R NP such that Z T f = γ 1 , for some γ � = 0 and f I = sign( Z I ˜ g 0 ) and � f I c � ∞ < 1 ◮ Cond. 1) ensures uniqueness of solution ˆ ˜ g ◮ Cond. 2) guarantees existence of a dual certificate f for ℓ 0 optimality Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 10

  11. Simulation setup ◮ Consider undirected graphs with S = D − 1 2 AD − 1 2 ⇒ Erd˝ os-R´ enyi (ER) graphs with N = 50 and edge prob. p = 0 . 3 ⇒ Structural brain network with N = 66 [Hagmann et al’08] ◮ X 0 adheres to a Bernoulli-Gaussian model. Vary P and S ◮ Filter h 0 = ( e 1 + α b ) / � e 1 + α b � 1 as in [Wang-Chi’16] ⇒ e 1 = [1 , 0 , ..., 0] T ∈ R L and b ∼ N ( 0 , I ) ⇒ Recovery performance increases while α ≥ 0 decreases ◮ Observation matrix → Y = V diag( Ψh 0 ) V T X 0 ◮ Figure of merit: Relative recovery error e X = � ˆ X − X 0 � / � X 0 � ⇒ Successful recovery e X < 0 . 01. Show rates over 20 realizations Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 11

  12. Recovery performance ◮ Successful recovery over most of the ( S , P ) plane ⇒ Using multiple signals aids recovery ⇒ Performance improves with smaller α ◮ Brain graph ( α = 0 . 5). Proposed (left) and [Segarra et al’17] (right) ⇒ Performance of matrix lifting approach degrades faster with L Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 12

  13. Concluding summary ◮ Blind identification of graph filters with multiple sparse inputs ⇒ Extends blind deconvolution of space/time signals to graphs ⇒ Key: model diffusion process as output of graph filter ◮ Invertible graph filter assumption ⇒ From a bilinear to a linear inverse problem ⇒ Devoid of matrix lifting → Scales better to large graphs ⇒ Encouraging performance for random and real-world graphs ◮ Ongoing work ⇒ Exact recovery under the Bernoulli-Gaussian model ⇒ Stable recovery from noisy and sampled observations ◮ Envisioned application domains (a) Localize sources of epileptic seizure (b) Event-driven information cascades and “fake-news” detection (c) Trace “patient zero” for an epidemic outbreak Blind Identification of Invertible Graph Filters with Multiple Sparse Inputs 13

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