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A0202
Title: Limit theorems for out-of-sample extensions of spectral graph embeddings Authors:  Keith Levin - University of Wisconsin (United States) [presenting]
Abstract: Graph embeddings, a class of dimensionality reduction techniques designed for relational data, have proven useful in exploring and modeling network structure. Most dimensionality reduction methods allow out-of-sample extensions, by which an embedding can be applied to observations not present in the training set. Applied to graphs, the out-of-sample extension problem concerns how to compute the embedding of a vertex that is added to the graph after an embedding has already been computed. We consider the out-of-sample extension problem for two graph embedding procedures: the adjacency spectral embedding and the Laplacian spectral embedding. In both cases, we prove that when the underlying graph is generated according to a latent space model called the random dot product graph, which includes the popular stochastic block model as a special case, an out-of-sample extension based on a least-squares objective obeys a central limit theorem. In addition, we prove a concentration inequality for the out-of-sample extension of the adjacency spectral embedding based on a maximum-likelihood objective. Our results also yield a convenient framework in which to analyze trade-offs between estimation accuracy and computational expenses, which we will explore briefly if time allows in the context of both simulated and real-world data.