1
Graph-based Semi-Supervised and Active Learning for Edge Flows Junteng Jia, Michael T. Schaub, Santiago Segarra and Austin R. Benson [email protected], [email protected], [email protected], [email protected] https://github.com/000Justin000/ssl_edge Motivation & Problem Statement Consider the problem of monitoring traffic flows in a region. Setting up sensors on all roads would provide accurate mea- surements, but is costly. Given traffic flow measurements on a subset of the roads, can we estimate the remaining flows? Problem statement Given: a graph topology G =( V , E ) flows on a subset of the edges E L Infer: unknown flows on E U ≡E / E L . ? ? ? ? ? labeled unknown ? Key insight: a suitable learning assumption for edge flows. Flow conservation – flows that enter/exit a node must balance. Edge- vs. vertex-based semi-supervised learning labeled inferred inferred labeled Vertex-based learning given some vertex labels impose smoothness assumption interpolate unknown vertices Edge-based flow learning given some edge flows impose flow conservation infer unknown edge flows Formulation & Inference Algorithm 1 2 3 4 5 6 7 1 2 3 4 5 6 7 8 0 1 1 1 0 0 0 0 -1 0 0 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 -1 0 0 0 -1 0 1 -1 0 -1 0 0 0 -1 0 1 0 0 -1 -1 incidence matrix B undirected graph G =( V , E ) with |V| = n and |E| = m vertex label vector y R n define (net) edge flow as alternating function f : V×V→ R f ( i , j )= - f ( j , i ) , ( i , j ) ∈E 0, otherwise. edge flow vector f R m with f r = f ( i , j ) if E r ( i , j ) , i < j vertex-edge incidence matrix B R n ×m (right panel) Computations: edge vs. vertex-based learning Vertex-based learning ◦k B | y k 2 = ( i , j ) ∈E ( y i - y j ) 2 measures “unsmoothness” minimize sum-of-squares difference y * = arg min y k B | y k 2 s.t. y i = ˆ y i , ∀V i ∈V L . Edge flow learning ( Bf ) i measures the flow “divergence” on the i th vertex minimize sum-of-square divergence, with regularization f * = arg min f k Bf k 2 + λ 2 ·k f k 2 s.t. f r = ˆ f r , ∀E r ∈E L . least-square solution (null space method f = f 0 + Φ f U ) f U* = arg min f U B Φ λ · I f U - - Bf 0 0 2 . Empirical results & Reconstruction error bound ZeroFill LineGraph FlowSSL 0.0 0.2 0.4 0.6 0.8 1.0 ratio labeled ( | L |/| | ) 0.0 0.2 0.4 0.6 0.8 1.0 ratio labeled ( | L |/| | ) Winnipeg Power Grid 0.0 0.2 0.4 0.6 0.8 1.0 correlation Transforming flow learning problem with LineGraph to be solved as vertex label learning problem performs no better than consistently predicting zero. FlowSSL, our proposed semi-supervised edge-flow learning algorithm, outperforms the baselines by a large margin. Theorem: Assume the ground truth flow ˆ f = f + δ, where f is a divergence free flow; and we have flow measurements on a subset C edges with cardinality at least m - n + 1. Denote the null-space of the incidence matrix as V = Null( B ) . Then as the regularization parameter λ 0 in our method, the re- construction error is bounded by [ σ -1 min ( V C ,: )+ 1] ·k δ k, where σ min ( · ) is the smallest singular value of a matrix. Active Learning Problem & Strategies Goal: Select a set of edges |E L | = m L to minimize reconstruc- tion error (optimal sensor deployment with a limited budget). 1. RRQR – minimize error bound use rank revealing QR (RRQR) to select well conditioned rows V | C ,: Π = Q [ R 1 R 2 ] . ◦E L from leading columns of Π 2. RB – select bottleneck edges capture global flow trends recursively bisect (RB) & select edges that bridge clusters black arrow: edges selected by RB 0.0 0.2 0.4 0.6 0.8 1.0 ratio labeled ( | L |/| | ) 0.0 0.2 0.4 0.6 0.8 1.0 ratio labeled ( | L |/| | ) Power Grid 0.0 0.2 0.4 0.6 0.8 1.0 correlation Winnipeg Baseline Random RRQR RB Findings: RRQR provides additional gains for approximately divergence-free flows (left), RB works well for flows with global trends (right). This research was supported by NSF award DMS-1830274, ARO Award W911NF-19-1-0057, and European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agree- ment No 702410.

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Page 1: Graph-based Semi-Supervised and Active Learning for Edge …arb/posters/FlowSSL-KDD-2019-poster.pdfGraph-based Semi-Supervised and Active Learning for Edge Flows Junteng Jia, Michael

Graph-based Semi-Supervised and Active Learning for Edge FlowsJunteng Jia, Michael T. Schaub, Santiago Segarra and Austin R. BensonR [email protected], [email protected], [email protected], [email protected]

� https://github.com/000Justin000/ssl_edge

Motivation & Problem StatementConsider the problem of monitoring traffic flows in a region.Setting up sensors on all roads would provide accurate mea-surements, but is costly. Given traffic flow measurements ona subset of the roads, can we estimate the remaining flows?

Problem statement

Given:◦ a graph topology G = (V , E)◦flows on a subset of the edges EL

Infer:◦unknown flows on EU ≡ E/E L.

?? ?

??

labeled unknown?

Key insight: a suitable learning assumption for edge flows.Flow conservation – flows that enter/exit a node must balance.

Edge- vs. vertex-based semi-supervised learning

labeled inferred inferredlabeled

Vertex-based learning◦given some vertex labels◦ impose smoothness assumption◦ interpolate unknown vertices

Edge-based flow learning◦given some edge flows◦ impose flow conservation◦ infer unknown edge flows

Formulation & Inference Algorithm

1

2

3 4

5

6

71

2

3

4

5

6

7

80

1 1

1

0 00

0-1

0 0

0

0 0

00

0 0

01 1 0

0 00

000 0

0

0

0

0

0

0 1-1

00

0 -1

0

1

-1 0

-1 0

0

0-10

1 0

0

-1-1

incidence matrix B

◦undirected graph G = (V , E) with |V| = n and |E | = m◦vertex label vector y ∈ Rn

◦define (net) edge flow as alternating function f : V ×V → R

f (i, j) ={− f (j, i), ∀ (i, j) ∈ E0, otherwise.

edge flow vector f ∈ Rm with fr = f (i, j) if Er ≡ (i, j), i < j

◦vertex-edge incidence matrix B ∈ Rn×m (right panel)

Computations: edge vs. vertex-based learningVertex-based learning

◦ ‖Bᵀy‖2 = ∑(i,j)∈E(yi− yj)2 measures “unsmoothness”

◦minimize sum-of-squares difference

y∗ = arg miny‖Bᵀy‖2 s.t. yi = yi, ∀Vi ∈ VL.

Edge flow learning

◦ (Bf)i measures the flow “divergence” on the ith vertex◦minimize sum-of-square divergence, with regularization

f∗ = arg minf‖Bf‖2 + λ2 · ‖f‖2 s.t. fr = fr, ∀Er ∈ EL.

◦ least-square solution (null space method f = f0 + ΦfU)

fU∗ = arg minfU

∥∥∥∥[BΦλ · I

]fU−

[−Bf0

0

]∥∥∥∥2

.

Empirical results & Reconstruction error bound

ZeroFill

LineGraph

FlowSSL

0.0 0.2 0.4 0.6 0.8 1.0

ratio labeled (| L|/| |)

0.0 0.2 0.4 0.6 0.8 1.0

ratio labeled (| L|/| |)

WinnipegPower Grid

0.0

0.2

0.4

0.6

0.8

1.0

corr

ela

tion

◦Transforming flow learning problem with LineGraph to besolved as vertex label learning problem performs no betterthan consistently predicting zero.

◦FlowSSL, our proposed semi-supervised edge-flow learningalgorithm, outperforms the baselines by a large margin.

Theorem: Assume the ground truth flow f = f + δ, where fis a divergence free flow; and we have flow measurements ona subset C edges with cardinality at least m− n + 1. Denotethe null-space of the incidence matrix as V = Null(B). Thenas the regularization parameter λ → 0 in our method, the re-construction error is bounded by [σ−1

min(VC, :) + 1] · ‖δ‖, whereσmin(·) is the smallest singular value of a matrix.

Active Learning Problem & Strategies

Goal: Select a set of edges |EL| = mL to minimize reconstruc-tion error (optimal sensor deployment with a limited budget).

1. RRQR – minimize error bound◦use rank revealing QR (RRQR)

to select well conditioned rows

VᵀC, : Π = Q [R1 R2] .

◦ EL from leading columns of Π

2. RB – select bottleneck edges◦ capture global flow trends◦ recursively bisect (RB) & select

edges that bridge clustersblack arrow: edges selected by RB

0.0 0.2 0.4 0.6 0.8 1.0

ratio labeled (| L|/| |)0.0 0.2 0.4 0.6 0.8 1.0

ratio labeled (| L|/| |)

Power Grid

0.0

0.2

0.4

0.6

0.8

1.0

corr

ela

tion

Winnipeg

Baseline

Random

RRQR

RB

Findings: RRQR provides additional gains for approximatelydivergence-free flows (left), RB works well for flows withglobal trends (right).

This research was supported by NSF award DMS-1830274, ARO AwardW911NF-19-1-0057, and European Union’s Horizon 2020 research andinnovation programme under the Marie Sklodowska-Curie grant agree-ment No 702410.