Graph signal aware decomposition of dynamic networks via latent graphs

TL;DR

This paper introduces a novel two-way tensor decomposition method for dynamic networks that captures the joint evolution of topology and signals, improving interpretability and reconstruction accuracy with limited observations.

Contribution

It proposes a new approach combining latent graph adjacency matrices with low-rank tensor decomposition, enhancing the analysis of network dynamics and coupling between topology and signals.

Findings

Outperforms standard tensor methods in reconstructing missing network data

Effectively uncovers latent graph structures from limited observations

Proven convergence to a stationary point through alternating minimization

Abstract

Dynamics on and of networks refer to changes in topology and node-associated signals, respectively and are pervasive in many socio-technological systems, including social, biological, and infrastructure networks. Due to practical constraints, privacy concerns, or malfunctions, we often observe only a fraction of the topological evolution and associated signal, which not only hinders downstream tasks but also restricts our analysis of network evolution. Such aspects could be mitigated by moving our attention at the underlying latent driving factors of the network evolution, which can be naturally uncovered via low-rank tensor decomposition. Tensor-based methods provide a powerful means of uncovering the underlying factors of network evolution through low-rank decompositions. However, the extracted embeddings typically lack a relational structure and are obtained independently from the node signals. This disconnect reduces the interpretability of the embeddings and overlooks the coupling between topology and signals. To address these limitations, we propose a novel two-way decomposition to represent a dynamic graph topology, where the structural evolution is captured by a linear combination of latent graph adjacency matrices reflecting the overall joint evolution of both the topology and the signal. Using spatio-temporal data, we estimate the latent adjacency matrices and their temporal scaling signatures via alternating minimization, and prove that our approach converges to a stationary point. Numerical results show that the proposed method recovers individually and collectively expressive latent graphs, outperforming both standard tensor-based decompositions and signal-based topology identification methods in reconstructing the missing network especially when observations are limited.