Multiview Graph Learning with Consensus Graph

Graph topology inference, i.e., learning graphs from a given set of nodal observations, is a significant task in many application domains. Existing approaches are mostly limited to learning a single graph assuming that the observed data is homogeneous. This is problematic because many modern datasets are heterogeneous or mixed and involve multiple related graphs, i.e., multiview graphs. Recent work proposing to learn multiview graphs ensures the similarity of learned view graphs through pairwise regularization, where each pair of views is encouraged to have similar structures. However, this approach cannot infer the shared structure across views. In this work, we propose an alternative method based on consensus regularization, where views are ensured to be similar through a learned consensus graph representing the common structure of the views. In particular, we propose an optimization problem, where graph data is assumed to be smooth over the multiview graph and the topology of the individual views and that of the consensus graph are learned, simultaneously. Our optimization problem is designed to be general in the sense that different regularization functions can be used depending on what the shared structure across views is. Moreover, we propose two regularization functions that extend fused and group graphical lasso to consensus based regularization. Proposed multiview graph learning is evaluated on simulated data and shown to have better performance than existing methods. It is also employed to infer the functional brain connectivity networks of multiple subjects from their electroencephalogram (EEG) recordings. The proposed method reveals the structure shared by subjects as well as the characteristics unique to each subject.