Online Discriminative Graph Learning from Multi-Class Smooth Signals

Graph signal processing (GSP) is a key tool for satisfying the growing demand for information processing over networks. However, the success of GSP in downstream learning and inference tasks is heavily dependent on the prior identification of the relational structures. Graphs are natural descriptors of the relationships between entities of complex environments. The underlying graph is not readily detectable in many cases and one has to infer the topology from the observed signals. Firstly, we address the problem of graph signal classification by proposing a novel framework for discriminative graph learning. To learn discriminative graphs, we invoke the assumption that signals belonging to each class are smooth with respect to the corresponding graph while maintaining non-smoothness with respect to the graphs corresponding to other classes. Secondly, we extend our work to tackle increasingly dynamic environments and real-time topology inference. We develop a proximal gradient (PG) method which can be adapted to situations where the data are acquired on-the-fly. Beyond discrimination, this is the first work that addresses the problem of dynamic graph learning from smooth signals where the sought network alters slowly. The validation of the proposed frameworks is comprehensively investigated using both synthetic and real data.