Principal Graph and Structure Learning Based on Reversed Graph Embedding.

Many scientific datasets are of high dimension, and the analysis usually requires retaining the most important structures of data. Principal curve is a widely used approach for this purpose. However, many existing methods work only for data with structures that are mathematically formulated by curves, which is quite restrictive for real applications. A few methods can overcome the above problem, but they either require complicated human-made rules for a specific task with lack of adaption flexibility to different tasks, or cannot obtain explicit structures of data. To address these issues, we develop a novel principal graph and structure learning framework that captures the local information of the underlying graph structure based on reversed graph embedding. As showcases, models that can learn a spanning tree or a weighted undirected `1 graph are proposed, and a new learning algorithm is developed that learns a set of principal points and a graph structure from data, simultaneously. The new algorithm is simple with guaranteed convergence. We then extend the proposed framework to deal with large-scale data. Experimental results on various synthetic and six real world datasets show that the proposed method compares favorably with baselines and can uncover the underlying structure correctly.