Imputation of time-varying edge flows in graphs by multilinear kernel regression and manifold learning

Abstract

This paper extends the recently developed framework of multilinear kernel regression and imputation via manifold learning (MultiL-KRIM) to impute time-varying edge flows in a graph. MultiL-KRIM uses simplicial-complex arguments and Hodge Laplacians to incorporate the graph topology, and exploits manifold-learning arguments to identify latent geometries within features which are modeled as a point-cloud around a smooth manifold embedded in a reproducing kernel Hilbert space (RKHS). Following the concept of tangent spaces to smooth manifolds, linear approximating patches are used to add a collaborative-filtering flavor to the point-cloud approximations. Together with matrix factorizations, MultiL-KRIM effects dimensionality reduction, and enables efficient computations, without any training data or additional information. Numerical tests on real-network time-varying edge flows demonstrate noticeable improvements of MultiL-KRIM over several state-of-the-art schemes.