Learning Sparse Graphs for Data Prediction

University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS); KTH/Skolan för elektroteknik och datavetenskap (EECS)

Abstract: Graph structures can often be used to describecomplex data sets. In many applications, the graph structureis not known but must be inferred from data. Furthermore, realworld data is often naturally described by sparse graphs. Inthis project, we have aimed at recreating the results describedin previous work, namely to learn a graph that can be usedfor prediction using an ℓ1-penalised LASSO approach. We alsopropose different methods for learning and evaluating the graph. We have evaluated the methods on synthetic data and real-worldSwedish temperature data. The results show that we are unableto recreate the results of the previous research team, but wemanage to learn sparse graphs that could be used for prediction. Further work is needed to verify our results.

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