Improving Graph Trend Filtering with Non-convex Penalties

Rohan Varma, Harlin Lee, Yuejie Chi, Jelena Kovacevic

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

In this paper, we study the denoising of piecewise smooth graph signals that exhibit inhomogeneous levels of smoothness over a graph. We extend the graph trend filtering framework to a family of nonconvex regularizers that exhibit superior recovery performance over existing convex ones. We present theoretical results in the form of asymptotic error rates for both generic and specialized graph models. We further present an ADMM-based algorithm to solve the proposed optimization problem and analyze its convergence. Numerical performance of the proposed framework with non-convex regularizers on both synthetic and real-world data are presented for denoising, support recovery, and semi-supervised classification.

Original languageEnglish (US)
Title of host publication2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5391-5395
Number of pages5
ISBN (Electronic)9781479981311
DOIs
StatePublished - May 1 2019
Event44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Brighton, United Kingdom
Duration: May 12 2019May 17 2019

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2019-May
ISSN (Print)1520-6149

Conference

Conference44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019
CountryUnited Kingdom
CityBrighton
Period5/12/195/17/19

Fingerprint

Recovery

Keywords

  • graph signal processing
  • graph trend filtering
  • nonconvex penalties
  • piecewise smooth graph signals
  • semi-supervised classification

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Cite this

Varma, R., Lee, H., Chi, Y., & Kovacevic, J. (2019). Improving Graph Trend Filtering with Non-convex Penalties. In 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings (pp. 5391-5395). [8683279] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2019-May). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2019.8683279

Improving Graph Trend Filtering with Non-convex Penalties. / Varma, Rohan; Lee, Harlin; Chi, Yuejie; Kovacevic, Jelena.

2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. p. 5391-5395 8683279 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2019-May).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Varma, R, Lee, H, Chi, Y & Kovacevic, J 2019, Improving Graph Trend Filtering with Non-convex Penalties. in 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings., 8683279, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, vol. 2019-May, Institute of Electrical and Electronics Engineers Inc., pp. 5391-5395, 44th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019, Brighton, United Kingdom, 5/12/19. https://doi.org/10.1109/ICASSP.2019.8683279
Varma R, Lee H, Chi Y, Kovacevic J. Improving Graph Trend Filtering with Non-convex Penalties. In 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2019. p. 5391-5395. 8683279. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2019.8683279
Varma, Rohan ; Lee, Harlin ; Chi, Yuejie ; Kovacevic, Jelena. / Improving Graph Trend Filtering with Non-convex Penalties. 2019 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2019 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2019. pp. 5391-5395 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).
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