Sparse Covariance Neural Networks
Keywords: Principal Component Analysis, Stability property, Covariance Neural Networks, Graph sparsification
Abstract: Covariance Neural Networks (VNNs) perform graph convolutions on the covariance matrix of tabular data and achieve success in a variety of applications. However, the empirical covariance matrix on which the VNNs operate may contain many spurious correlations, making VNNs’ performance inconsistent due to these noisy estimates and decreasing their computational efficiency. To tackle this issue, we put forth Sparse coVariance Neural Networks (S-VNNs), a framework that applies sparsification techniques on the sample covariance matrix before convolution. When the true covariance matrix is sparse, we propose hard and soft thresholding to improve covariance estimation and reduce computational cost. Instead, when the true covariance is dense, we propose stochastic sparsification where data correlations are dropped in probability according to principled strategies. We show that S-VNNs are more stable than nominal VNNs as well as sparse principal component analysis. By analyzing the impact of sparsification on their behavior, we provide novel connections between S-VNN stability and data distribution. We support our theoretical findings with experimental results on various application scenarios, ranging from brain data to human action recognition, and show an improved task performance, stability, and computational efficiency of S-VNNs compared with nominal VNNs.
Supplementary Material: zip
Primary Area: learning theory
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Submission Number: 5018
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