Efficient Learning of Balanced Signed Graphs via Iterative Linear Programming

TL;DR

This paper introduces a fast linear programming-based method to learn balanced signed graph Laplacians from data, enabling spectral filtering techniques to be applied to signed graphs effectively.

Contribution

It extends the CLIME inverse covariance approach with linear constraints to enforce balance in signed graphs, providing a scalable solution for learning such structures.

Findings

Outperforms competing methods on synthetic and real data

Enables spectral filtering and GCNs on signed graphs

Solves LP efficiently in approximately quadratic time

Abstract

Signed graphs are equipped with both positive and negative edge weights, encoding pairwise correlations as well as anti-correlations in data. A balanced signed graph has no cycles of odd number of negative edges. Laplacian of a balanced signed graph has eigenvectors that map simply to ones in a similarity-transformed positive graph Laplacian, thus enabling reuse of well-studied spectral filters designed for positive graphs. We propose a fast method to learn a balanced signed graph Laplacian directly from data. Specifically, for each node $i$, to determine its polarity $\beta_i \in \{-1,1\}$ and edge weights $\{w_{i,j}\}_{j=1}^N$, we extend a sparse inverse covariance formulation based on linear programming (LP) called CLIME, by adding linear constraints to enforce ``consistent" signs of edge weights $\{w_{i,j}\}_{j=1}^N$ with the polarities of connected nodes -- i.e., positive/negative edges connect nodes of same/opposing polarities. For each LP, we adapt projections on convex set (POCS) to determine a suitable CLIME parameter $\rho > 0$ that guarantees LP feasibility. We solve the resulting LP via an off-the-shelf LP solver in $\mathcal{O}(N^{2.055})$. Experiments on synthetic and real-world datasets show that our balanced graph learning method outperforms competing methods and enables the use of spectral filters and graph convolutional networks (GCNs) designed for positive graphs on signed graphs.