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Autori principali: James, Carson, Yuan, Dongbang, Gaynanova, Irina, Arroyo, Jesús
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2406.08776
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author James, Carson
Yuan, Dongbang
Gaynanova, Irina
Arroyo, Jesús
author_facet James, Carson
Yuan, Dongbang
Gaynanova, Irina
Arroyo, Jesús
contents Datasets consisting of a network and covariates associated with its vertices have become ubiquitous. One problem pertaining to this type of data is to identify information unique to the network, information unique to the vertex covariates and information that is shared between the network and the vertex covariates. Existing techniques for network data and vertex covariates focus on capturing structure that is shared but are usually not able to differentiate structure that is unique to each dataset. This work formulates a low-rank model that simultaneously captures joint and individual information in network data with vertex covariates. A two-step estimation procedure is proposed, composed of an efficient spectral method followed by a refinement optimization step. Theoretically, we show that the spectral method is able to consistently recover the joint and individual components under a general signal-plus-noise model. Simulations and real data examples demonstrate the ability of the methods to recover accurate and interpretable components. In particular, the application of the methodology to a food trade network between countries with economic, developmental and geographical country-level indicators as covariates yields joint and individual factors that explain the trading patterns.
format Preprint
id arxiv_https___arxiv_org_abs_2406_08776
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Learning Joint and Individual Structure in Network Data with Covariates
James, Carson
Yuan, Dongbang
Gaynanova, Irina
Arroyo, Jesús
Methodology
Machine Learning
Datasets consisting of a network and covariates associated with its vertices have become ubiquitous. One problem pertaining to this type of data is to identify information unique to the network, information unique to the vertex covariates and information that is shared between the network and the vertex covariates. Existing techniques for network data and vertex covariates focus on capturing structure that is shared but are usually not able to differentiate structure that is unique to each dataset. This work formulates a low-rank model that simultaneously captures joint and individual information in network data with vertex covariates. A two-step estimation procedure is proposed, composed of an efficient spectral method followed by a refinement optimization step. Theoretically, we show that the spectral method is able to consistently recover the joint and individual components under a general signal-plus-noise model. Simulations and real data examples demonstrate the ability of the methods to recover accurate and interpretable components. In particular, the application of the methodology to a food trade network between countries with economic, developmental and geographical country-level indicators as covariates yields joint and individual factors that explain the trading patterns.
title Learning Joint and Individual Structure in Network Data with Covariates
topic Methodology
Machine Learning
url https://arxiv.org/abs/2406.08776