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Fast Eigenspace Approximation using Random Signals

2016/11/03 by Johan Paratte, Paratte, Johan, Lionel Martin +1 · 1 citation
Computer Science · Physics and Astronomy · #Advanced Graph Neural Networks #Complex Network Analysis Techniques #Data Structures and Algorithms (cs.DS) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Topological and Geometric Data Analysis

paper · pdf · doi:10.48550/arxiv.1611.00938

openalex publication_date 2016/11/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We focus in this work on the estimation of the first k eigenvectors of any graph Laplacian using filtering of Gaussian random signals. We prove that we only need k such signals to be able to exactly recover as many of the smallest eigenvectors, regardless of the number of nodes in the graph. In addition, we address key issues in implementing the theoretical concepts in practice using accurate approximated methods. We also propose fast algorithms both for eigenspace approximation and for the determination of the kth smallest eigenvalue λk. The latter proves to be extremely efficient under the assumption of locally uniform distribution of the eigenvalue over the spectrum. Finally, we present experiments which show the validity of our method in practice and compare it to state-of-the-art methods for clustering and visualization both on synthetic small-scale datasets and larger real-world problems of millions of nodes. We show that our method allows a better scaling with the number of nodes than all previous methods while achieving an almost perfect reconstruction of the eigenspace formed by the first k eigenvectors.

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