Graph sampling with determinantal processes
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We present a new random sampling strategy for k-bandlimited signals defined on graphs, based on determinantal point processes (DPP). For small graphs, ie, in cases where the spectrum of the graph is accessible, we exhibit a DPP sampling scheme that enables perfect recovery of bandlimited signals. For large graphs, ie, in cases where the graph's spectrum is not accessible, we investigate, both theoretically and empirically, a sub-optimal but much faster DPP based on loop-erased random walks on the graph. Preliminary experiments show promising results especially in cases where the number of measurements should stay as small as possible and for graphs that have a strong community structure. Our sampling scheme is efficient and can be applied to graphs with up to $10^6$ nodes.
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State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
Wavelet DPP kernels deliver improved continuous variance reduction and a discretization procedure that preserves decay rates for discrete ML subsampling tasks including rough objectives.
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