text: Most of real-world graphs are dynamic , i.e., they change over time. However, while the regression problem has been studied for static graphs, it has not been investigated for dynamic graphs, yet. In the current paper, first we present the notion of update-efficient matrix embedding that defines the conditions sufficient for a matrix embedding to be used for the dynamic graph regression problem, efficiently. We also show that some of the standard matrix embeddings, e.g., the (weighted) adjacency matrix, satisfy these conditions. Then, we prove that given an @math update-efficient matrix embedding, after an update operation in the graph, the optimal solution of the graph regression problem for the revised graph can be computed in @math time. In particular, using the (weighted) adjacency matrix as the matrix embedding of @math , it takes @math time to update the optimal solution, where @math is the number of nodes of the revised graph. To the best of our knowledge, this is the first result on updating the solution of the graph regression problem, in a time considerably less than the time of computing the solution from the scratch. Finally, we study a generalization of the dynamic graph regression problem and show that it can be solved in @math space.
  @cite_0: In many scientific settings data can be naturally partitioned into variable groupings called views. Common examples include environmental (1st view) and genetic information (2nd view) in ecological applications, chemical (1st view) and biological (2nd view) data in drug discovery. Multi-view data also occur in text analysis and proteomics applications where one view consists of a graph with observations as the vertices and a weighted measure of pairwise similarity between observations as the edges. Further, in several of these applications the observations can be partitioned into two sets, one where the response is observed (labeled) and the other where the response is not (unlabeled). The problem for simultaneously addressing viewed data and incorporating unlabeled observations in training is referred to as multi-view transductive learning. In this work we introduce and study a comprehensive generalized fixed point additive modeling framework for multi-view transductive learning, where any view is represented by a linear smoother. The problem of view selection is discussed using a generalized Akaike Information Criterion, which provides an approach for testing the contribution of each view. An efficient implementation is provided for fitting these models with both backfitting and local-scoring type algorithms adjusted to semi-supervised graph-based learning. The proposed technique is assessed on both synthetic and real data sets and is shown to be competitive to state-of-the-art co-training and graph-based techniques.
  @cite_4: We propose a family of learning algorithms based on a new form of regularization that allows us to exploit the geometry of the marginal distribution. We focus on a semi-supervised framework that incorporates labeled and unlabeled data in a general-purpose learner. Some transductive graph learning algorithms and standard methods including support vector machines and regularized least squares can be obtained as special cases. We use properties of reproducing kernel Hilbert spaces to prove new Representer theorems that provide theoretical basis for the algorithms. As a result (in contrast to purely graph-based approaches) we obtain a natural out-of-sample extension to novel examples and so are able to handle both transductive and truly semi-supervised settings. We present experimental evidence suggesting that our semi-supervised algorithms are able to use unlabeled data effectively. Finally we have a brief discussion of unsupervised and fully supervised learning within our general framework.
  @cite_13: The ‘Signal plus Noise’ model for nonparametric regression can be extended to the case of observations taken at the vertices of a graph. This model includes many familiar regression problems. This article discusses the use of the edges of a graph to measure roughness in penalized regression. Distance between estimate and observation is measured at every vertex in the L2 norm, and roughness is penalized on every edge in the L1 norm. Thus the ideas of total variation penalization can be extended to a graph. The resulting minimization problem presents special computational challenges, so we describe a new and fast algorithm and demonstrate its use with examples. The examples include image analysis, a simulation applicable to discrete spatial variation, and classification. In our examples, penalized regression improves upon kernel smoothing in terms of identifying local extreme values on planar graphs. In all examples we use fully automatic procedures for setting the smoothing parameters. Supplemental materia...
  @cite_11: 
summary: @cite_0 presented representative multi-dimensional view smoothers on graphs, that are based on graph-based transductive learning @cite_11 . @cite_4 proposed a family of learning algorithms based on a new form of regularization so that some of transductive graph learning algorithms can be obtained as special cases. @cite_13 extended a model for nonparametric regression of nodes of an static graph, where distance between estimate and observation is measured at nodes by @math norm, and roughness is penalized on edges in the @math norm. In the literature, there also exist iterative methods, such as gradient descent and its improvements, that try to solve some of (static graph) learning problems without explicitly computing the Moore-Penrose pseudoinverse. However, the number of iterations they need is usually proportional to the condition number of the matrix embedding of the graph (e.g., the Laplacian matrix), which might be a (linear) function of @math .