# Fast Graph Sampling Set Selection Using Gershgorin Disc Alignment

**Authors:** Yuanchao Bai, Fen Wang, Gene Cheung, Yuji Nakatsukasa, Wen Gao

arXiv: 1907.06179 · 2020-06-24

## TL;DR

This paper introduces a fast, eigen-decomposition-free graph sampling method based on Gershgorin disc alignment, improving efficiency and accuracy in reconstructing smooth graph signals.

## Contribution

It proposes a novel Gershgorin disc alignment approach for sample selection, avoiding expensive eigenvector computations and providing a fast approximation scheme.

## Key findings

- Runs substantially faster than existing schemes
- Outperforms other eigen-decomposition-free methods in reconstruction error
- Effective in selecting samples for smooth graph signal reconstruction

## Abstract

Graph sampling set selection, where a subset of nodes are chosen to collect samples to reconstruct a smooth graph signal, is a fundamental problem in graph signal processing (GSP). Previous works employ an unbiased least-squares (LS) signal reconstruction scheme and select samples via expensive extreme eigenvector computation. Instead, we assume a biased graph Laplacian regularization (GLR) based scheme that solves a system of linear equations for reconstruction. We then choose samples to minimize the condition number of the coefficient matrix---specifically, maximize the smallest eigenvalue $\lambda_{\min}$. Circumventing explicit eigenvalue computation, we maximize instead the lower bound of $\lambda_{\min}$, designated by the smallest left-end of all Gershgorin discs of the matrix. To achieve this efficiently, we first convert the optimization to a dual problem, where we minimize the number of samples needed to align all Gershgorin disc left-ends at a chosen lower-bound target $T$. Algebraically, the dual problem amounts to optimizing two disc operations: i) shifting of disc centers due to sampling, and ii) scaling of disc radii due to a similarity transformation of the matrix. We further reinterpret the dual as an intuitive disc coverage problem bearing strong resemblance to the famous NP-hard set cover (SC) problem. The reinterpretation enables us to derive a fast approximation scheme from a known SC error-bounded approximation algorithm. We find an appropriate target $T$ efficiently via binary search. Extensive simulation experiments show that our disc-based sampling algorithm runs substantially faster than existing sampling schemes and outperforms other eigen-decomposition-free sampling schemes in reconstruction error.

## Full text

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## Figures

47 figures with captions in the complete paper: https://tomesphere.com/paper/1907.06179/full.md

## References

51 references — full list in the complete paper: https://tomesphere.com/paper/1907.06179/full.md

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Source: https://tomesphere.com/paper/1907.06179