GraphSignalProcessing ICIP 2013 Ortega
GraphSignalProcessing ICIP 2013 Ortega
and Applications 1
Antonio Ortega
Sept. 2013
1
Supported in part by NSF (CCF-1018977) and NASA (AIST-05-0081).
A. Ortega (USC) Signal Processing on Graphs Sept. 2013 1 / 81
Acknowledgements
Collaborators
- Dr. Sunil Narang (Microsoft)
- Dr. Godwin Shen (Northrop-Grumman)
- Eduardo Martnez Enrquez (Univ. Carlos III, Madrid)
- Akshay Gadde, Jessie Chao, Yongzhe Wang (USC)
- Prof. Marco Levorato (UCI), Prof. Urbashi Mitra (USC)
- Prof. Fernando Daz de Mara (Univ. Carlos III, Madrid)
- Prof. Gene Cheung (NII)
- Prof. Pierre Vandergheynst (EPFL), Prof. Pascal Frossard (EPFL),
Dr. David Shuman (EPFL).
Funding
- NASA AIST-05-0081
- NSF CCF-1018977
Next Section
1 Introduction
3 Applications
4 Conclusions
Motivation
Graphs provide a flexible model to represent many datasets:
Examples in Euclidean domains
1.5
1
(a) (b) (c)
2
From [Sweldens, 1999]
3
From http://www.purelink.ca
A. Ortega (USC) Signal Processing on Graphs Sept. 2013 4 / 81
Introduction
Motivation
Queue
2
0 1 2 3
ARQ
(a) (b)
Interpretation
Circulant matrix Circular convolution
Eigenvectors: DFT
High pass filter: each row adds to 0
Alternative representation
2 1 0 0 0 0 0 1
1 2 1 0 0 0 0 0
0 1 2 1 0 0 0 0
0 0 1 2 1 0 0 0
H=
0 0 0 1 2 1 0 0
0 0 0 0 1 2 1 0
0 0 0 0 0 1 2 1
1 0 0 0 0 0 1 2
Alternative representation
2 1 0 0 0 0 0 1
1 2 1 0 0 0 0 0
0 1 2 1 0 0 0 0
0 0 1 2 1 0 0 0
H=
0 0 0 1 2 1 0 0
0 0 0 0 1 2 1 0
0 0 0 0 0 1 2 1
1 0 0 0 0 0 1 2
2 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1
0 2 0 0 0 0 0 0 1 0 1 0 0 0 0 0
0 0 2 0 0 0 0 0 0 1 0 1 0 0 0 0
0 0 0 2 0 0 0 0 0 0 1 0 1 0 0 0
H=
0 0 0 0 2 0 0 0 0 0 0 1 0 1 0 0
0 0 0 0 0 2 0 0 0 0 0 0 1 0 1 0
0 0 0 0 0 0 2 0 0 0 0 0 0 1 0 1
0 0 0 0 0 0 0 2 1 0 0 0 0 0 1 0
Alternative representation
2 1 0 0 0 0 0 1
1 2 1 0 0 0 0 0
0 1 2 1 0 0 0 0
0 0 1 2 1 0 0 0
H=
0 0 0 1 2 1 0 0
0 0 0 0 1 2 1 0
0 0 0 0 0 1 2 1
1 0 0 0 0 0 1 2
2 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1
0 2 0 0 0 0 0 0 1 0 1 0 0 0 0 0
0 0 2 0 0 0 0 0 0 1 0 1 0 0 0 0
0 0 0 2 0 0 0 0 0 0 1 0 1 0 0 0
H=
0 0 0 0 2 0 0 0 0 0 0 1 0 1 0 0
0 0 0 0 0 2 0 0 0 0 0 0 1 0 1 0
0 0 0 0 0 0 2 0 0 0 0 0 0 1 0 1
0 0 0 0 0 0 0 2 1 0 0 0 0 0 1 0
H=DA
Interpretation?
A. Ortega (USC) Signal Processing on Graphs Sept. 2013 8 / 81
Introduction
2 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1
0 2 0 0 0 0 0 0 1 0 1 0 0 0 0 0
0 0 2 0 0 0 0 0 0 1 0 1 0 0 0 0
0 0 0 2 0 0 0 0 0 0 1 0 1 0 0 0
H=
0 0 0 0 2 0 0 0 0 0 0 1 0 1 0 0
0 0 0 0 0 2 0 0 0 0 0 0 1 0 1 0
0 0 0 0 0 0 2 0 0 0 0 0 0 1 0 1
0 0 0 0 0 0 0 2 1 0 0 0 0 0 1 0
2 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1
0 2 0 0 0 0 0 0 1 0 1 0 0 0 0 0
0 0 2 0 0 0 0 0 0 1 0 1 0 0 0 0
0 0 0 2 0 0 0 0 0 0 1 0 1 0 0 0
H=
0 0 0 0 2 0 0 0 0 0 0 1 0 1 0 0
0 0 0 0 0 2 0 0 0 0 0 0 1 0 1 0
0 0 0 0 0 0 2 0 0 0 0 0 0 1 0 1
0 0 0 0 0 0 0 2 1 0 0 0 0 0 1 0
H=DA
A and D: adjacency and degree matrices
H = L: graph Laplacian
H can be interpreted as a local operation on this graph
A. Ortega (USC) Signal Processing on Graphs Sept. 2013 9 / 81
Introduction
Graphs
Graphs
0 1 0 0 0 0 0 1
1 0 1 0 0 0 0 0
0 1 0 1 0 0 0 0
0 0 1 0 1 0 0 0
0 0 0 1 0 1 0 0
0 0 0 0 1 0 1 0
0 0 0 0 0 1 0 1
1 0 0 0 0 0 1 0
Graphs
Graphs
Graphs
0 1 0 0 0 0 0 1
1 0 1 0 1 0 0 0
0 1 0 1 0 0 0 0
0 0 1 0 1 0 0 0
0 1 0 1 0 1 0 0
0 0 0 0 1 0 1 0
0 0 0 0 0 1 0 1
1 0 0 0 0 0 1 0
Summary
Research Goals
Extend signal processing methods to arbitrary graphs
Downsampling, graph-frequency localization, multiresolution, wavelets,
interpolation
Outcomes
Work with massive graph-datasets: localized frequency analysis
Novel insights about traditional applications (image/video processing)
New applications
This talk
Graph Signal Processing
Graph Filterbank design
Applications
Edge Aware Image Filtering
Depth image coding
Wireless network optimization
Recommendation System Example
Graphs 101
Graph G = (V, E , w ).
2
3 Adjacency matrix A
4
6 16 Degree matrix D = diag {di }
15
1
5
8 14 19
17
Laplacian matrix L = D A.
7
10 13 18
9
Normalized Laplacian matrix
L = D1/2 LD1/2
12
11
21 22 23
20
24 25 26
Graph Signal
27 f = {f (1), f (2), ..., f (N)}
Assumptions:
1. Undirected graphs without self loops.
2. Scalar sample values
Spectrum of Graphs
Graph Frequencies
Graph Transforms
Processing/
Input Signal Transform Output Signal
Analysis
Desirable properties
Invertible
Critically sampled
Orthogonal
Localized in graph (space) and graph spectrum (frequency)
Local Linear Transform
Can we define Graph Wavelets?
Next Section
1 Introduction
3 Applications
4 Conclusions
Th = h(L) = Uh()Ut
where
h() = diag {h(i )}
K
X
h() ak k
k=0
K
X
Th ak Lk
k=0
Advantages:
Possible benefits of localized frequency analysis.
Fast approximate solutions to global optimization problems.
- -
Downsampling/Upsampling in Graphs
Downsampling-upsampling operation:
Regular Signals: (a) regular signal (b) regular signal after DU by 2
f (n) if n = 2m
fdu (n) =
0 if n = 2m + 1
Graph signals:
(c) graph signal (d) graph signal after DU by 2
f (n) if n S
fdu (n) =
0 if n
/S
Downsampling in Graphs
1
fdu (n) = [f (n) + H (n)f (n)] (2)
2
Downsampling in Graphs
Downsampling in Graphs
Downsampling in Graphs
Graph filterbanks
- -
Graph filterbanks
Downsampling functions H = and L = in two channels.
nodes in H (or L) store the output of H1 (or H0 ) critically
sampled output.
1 1
Teq = G1 (I + J )H1 + G0 (I J )H0
2 2
1 1
= (G1 H1 + G0 H0 ) + (G1 J H1 G0 J H0 ) (3)
2| {z } 2| {z }
A B
Graph filterbanks
Downsampling functions H = and L = in two channels.
nodes in H (or L) store the output of H1 (or H0 ) critically
sampled output.
1 1
Teq = G1 (I + J )H1 + G0 (I J )H0
2 2
1 1
= (G1 H1 + G0 H0 ) + (G1 J H1 G0 J H0 ) (3)
2| {z } 2| {z }
A B
Graph-QMF design 1
Solution analogous to Quadrature Mirror Filters (QMF), choose:
h1 () = h0 (2 )
g0 () = h0 ()
g1 () = h1 ()
Graph-QMF design 1
Solution analogous to Quadrature Mirror Filters (QMF), choose:
h1 () = h0 (2 )
g0 () = h0 ()
g1 () = h1 ()
Graph-QMF design 2
Graph-QMF design 2
Graph-QMF design 2
Graph-QMF design 2
Graph-QMF design 2
Graph-QMF design 2
GraphBior design 1
Analogous to CDF wavelet Filters [Narang and Ortega, IEEE TSP, 2013]
GraphBior design 1
Analogous to CDF wavelet Filters [Narang and Ortega, IEEE TSP, 2013]
Choose kernels, s.t.,
h0 () = g1 (2 )
g0 () = h1 (2 ),
GraphBior design 1
Analogous to CDF wavelet Filters [Narang and Ortega, IEEE TSP, 2013]
Choose kernels, s.t.,
h0 () = g1 (2 )
g0 () = h1 (2 ),
h1 ()g1 () + h1 (2 )g1 (2 ) = c
| {z } | {z }
p() p(2)
GraphBior design 1
Analogous to CDF wavelet Filters [Narang and Ortega, IEEE TSP, 2013]
Choose kernels, s.t.,
h0 () = g1 (2 )
g0 () = h1 (2 ),
h1 ()g1 () + h1 (2 )g1 (2 ) = c
| {z } | {z }
p() p(2)
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
GraphBior design 3
Trade-off between spatial and spectral localization:
All solutions satisfy perfect reconstruction.
Spectral localization increases with longer filters.
2 2
2
2
2 2
2 2
Advantages:
Perfect reconstruction and orthogonal for any graph and any bpt
decomposition.
defined metrics to find good bipartite decompositions.
A. Ortega (USC) Signal Processing on Graphs Sept. 2013 42 / 81
Wavelet Transforms on Arbitrary Graphs Example
Example
Example
Bipartite decomposition
Example
2 0 2 0.1 0 0.1
LL Channel LH Channel
0.1 0 0.1
Empty Channel
HL Channel HH Channel
Example
1 0 1 0.1 0 0.1
LL Channel LH Channel
1 0 1 0.05 0 0.05
HL Channel HH Channel
Next Section
1 Introduction
3 Applications
4 Conclusions
Wavelet Coefficients
Graph-based
Encoding
Wavelet Transform
(SPIHT)
(a) Noisy data (b) Similarity weights (c) Filtered output (From Tomasi and
Manduchi, 1998)
Spectral Interpretation
0.8 BF
Iterated BF k = 2
0.6 k=3
k=4
0.4
h()
0.2
0.2
0.4
0 0.2 0.4 0.6 0.8 1 1.2 1.4
Spectral responses of the BF and iterated BF. The graph is formed using the lena
image which has maximum eigenvalue equal to 1.28.
A. Ortega (USC) Signal Processing on Graphs Sept. 2013 54 / 81
Applications Bilateral Filtering as a Graph Operation
1 1.4
exact
1.2
approx.
0.5
1
0.8
0
0.6
0.4
0.5
0.2
1 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
(a) (b) (c)
(a) Original (d) Noisy SNR = 20 dB (b) Spectral response of the BF (c) Spectral
response obtained by the regularization (e) Output of the BF, SNR = 20.65 dB
(f) Output of h() filter, SNR = 22.64 dB
1 1.2
1
exact
0.8 approx.
0.8
0.6 0.6
0.4 0.4
0.2
0.2
0
0 0.2
0 0.5 1 1.5 2 0 0.5 1 1.5 2
(d) (e)
(a) Original image (b) 20 iterations of BF (d) Spectral response of the iterated
BF (c) output of the proposed spectral filter (e) Corresponding Spectral response
and its polynomial approximation
0,a0 0,a1
S = {S(0), S(1), ...} sequence
of states 1,a0 1,a1
3,a 0 3,a1
Graph Formulation:
Nodes set : V = S A = {(s, a)}sS,aA .
Graph signal: expected long term discounted cost v (s, a) from state s
given action a conditioned upon the policy :
X X
X
V (s, a) = c(s, a) + p (s, a, s2 )(s2 , a2 )c(s2 , a2 )
=1 s2 S a2 A
0.35
= 0.9
2
= 0.8
2
0.3
Policy error
0.25
0.2
0.15
0.1
15 20 25 30 35 40
B = F
Unrated Unrated
vertex Vertex
A typical instance of interpolation in MovieLens 100k dataset: (a) kNN method (err = 2.81 in
this example). (b) Interpolation based on local sub-graph (err = 0.78 in this case).
0.8
RMSE
0.6
0.4
0.2
0
140 4180 81120 121160 161200 201240 241280 281668
Number of training samples per movie
Next Section
1 Introduction
3 Applications
4 Conclusions
L1
X L1
X
H= k Lk or H = k Ak
k=0 k=0
H = h(L) = Uh()U
Conclusions
References I
References II
References III
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Collection tree protocol.
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V.K. Goyal.
Theoretical foundations of transform coding.
IEEE Signal Processing Magazine, 18(5):921, September 2001.
S. Haykin.
Adaptive Filter Theory.
Prentice Hall, 4th edition, 2004.
References IV
D. Jungnickel.
Graphs, Networks and Algorithms.
Springer-Verlag Press, 2nd edition, 2004.
References V
S. Lafon and A. B. Lee, Diffusion maps and coarse-graining: A unified framework for dimensionality reduction, graph
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References VI
References VII
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Linear Algebra and its Applications.
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W. Sweldens.
The lifting scheme: A construction of second generation wavelets.
Tech. report 1995:6, Industrial Mathematics Initiative, Department of Mathematics, University of South Carolina, 1995.
G. Valiente.
Algorithms on Trees and Graphs.
Springer, 1st edition, 2002.
References VIII
R. Wagner, H. Choi, R. Baraniuk, and V. Delouille.
Distributed wavelet transform for irregular sensor network grids.
In IEEE Stat. Sig. Proc. Workshop (SSP), July 2005.
References IX
A. Sandryhaila and J. Moura,
Discrete Signal Processing on Graphs
IEEE Transactions on Signal Processing, 2013
References X
References XI
Gilbert Strang,
The discrete cosine transform,
SIAM Review, vol. 41, no. 1, pp. 135147, 1999.
Fattal, R. (2009).
Edge-avoiding wavelets and their applications.
In SIGGRAPH 09: ACM SIGGRAPH 2009 papers, pages 110, New York, NY, USA. ACM.
References XII
I. Pesenson,
Sampling in Paley-Wiener spaces on combinatorial graphs,
Trans. Amer. Math. Soc, vol. 360, no. 10, pp. 56035627, 2008.
References XIII
Shapiro, J. M. (1992).
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Compact image representation using wavelet lifting along arbitrary trees.
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References XIV