Viktor Petukhov
PhD student at the University of Copenhagen
Theory of Everything
Graph Signal Processing
with application to scRNA-seq
Quantifying the effect of experimental perturbations in single-cell RNA-sequencing data using graph signal processing
Quantifying the effect of experimental perturbations in single-cell RNA-sequencing data using graph signal processing
def filterfunc(x):
return (np.exp(-b * np.abs(x / graph.lmax - a)**p))
filt = pygsp.filters.Filter(graph, filterfunc)
EES = filt.filter(RES, method="chebyshev", order=50)Graph Signal Processing:
Overview, Challenges and Applications
Quick plan
-
Spectral Graph Theory: study graph properties. Here I'll explain some existing algorithms.
- Graph Signal Processing: study signals on graphs. Here I'll propose some new algorithms, including the mentioned paper.
Intro to Spectral Graph Theory
Intro to Spectral Graph Theory
Questions:
- Who remembers what are eigenvalues?
- Who knows what is Fourier Transform?
- Who knows what the Laplace Operator (∆) does?
- Markov Random Fields
- Electrical chains
- Heat diffusion
- Finite element method
- Google PageRank algorithm
- Random Walks on graphs
- Spectral clustering
- Pseudo-time ordering of cells
- DiffusionMap visualization
- Conos annotation transfer
What do all these processes have in common?
Intro to Spectral Graph Theory
Why should you even care?
Intro to Spectral Graph Theory
Why should you even care?
void smooth_cm(const std::vector<Edge> &edges, Mat &cm,
int max_n_iters, double c, double f, double tol,
const std::vector<bool> &is_label_fixed) {
std::vector<double> sum_weights(cm.rows(), 1);
for (int iter = 0; iter < max_n_iters; ++iter) {
Mat cm_new(count_matrix);
for (auto const &e : edges) {
double weight = exp(-f * (e.length + c));
if (is_label_fixed.empty() || !is_label_fixed.at(e.v_start)) {
cm_new.row(e.v_start) += cm.row(e.v_end) * weight;
}
if (is_label_fixed.empty() || !is_label_fixed.at(e.v_end)) {
cm_new.row(e.v_end) += cm.row(e.v_start) * weight;
}
}
double inf_norm = (cm_new - cm).array().abs().matrix().lpNorm<Infinity>();
if (inf_norm < tol)
break;
cm = cm_new;
}
}- Markov Random Fields
- Electrical chains
- Heat diffusion
- Finite element method
- Google PageRank algorithm
- Random Walks on graphs
- Spectral clustering
- Pseudo-time ordering of cells
- DiffusionMap visualization
- Conos annotation transfer
What do all these processes have in common?
\frac{dx}{dt} = -L x
Some examples
Gene networks
0
1
Associated with disease
No association with disease
0.5
0.375
0.625
0.5
Markov Random Field
Minimize
\sum_{(a,b) \in E} \left( x(a) - x(b) \right)^2
Some examples
Electrical networks
0V
1V
0.5
0.325
0.675
0.5
Potentials
\sum_{(a,b) \in E} \left( x(a) - x(b) \right)^2
Minimize
Some examples
Quadratic form minimization
\sum_{(a,b) \in E} \left( x(a) - x(b) \right)^2
Minimize over x
= x^T L x
Quadratic form
1V
0.5
0.5
0.325
0.675
0V
Graph Laplacian
System of linear equations
Applying the operator
creates some flow on the graph
{\color{darkred} L} x
{\color{darkred} L} x
It's all about Laplacian
{\color{darkred}L} = {\color{darkblue} D} - {\color{darkgreen} A}
{\color{darkblue} d_{i,i}} = \sum_{j=1}^{N} {\color{darkgreen} A_{i,j}}
{\color{darkgreen} A}\\
{\color{darkblue} D}
: degree matrix
: adjacency matrix
Non-Normalized Graph Laplacian:
Connection to the Laplace Operator
Finite element method
\frac{dx}{dt} = {\color{darkred} -L} x
{\color{darkred} \Delta}u =\sum _{i=1}^{n}{\frac {\partial ^{2}u}{\partial x_{i}^{2}}}
Laplace Operator:
\frac{\partial u}{\partial t} = {\color{darkred} \Delta} u
Heat Equation:
Informally, the Laplacian operator ∆ gives the difference between the average value of a function in the neighborhood of a point, and its value at that point. [wiki]
Graph diffusion:
Other graph matrices:
\widetilde{L} = {\color{darkblue} D^{-\frac{1}{2}}} {\color{darkred} L} {\color{darkblue} D^{-\frac{1}{2}}}
P = {\color{darkblue} D^{-1}} {\color{darkred} L}
\color{darkgreen} A
Adjacency matrix
Normalized Laplacian
Random walk matrix
...
Other ways to define flow on graphs
{\color{darkred}L} = {\color{darkblue} D} - {\color{darkgreen} A}
{\color{darkblue} d_{i,i}} = \sum_{j=1}^{N} {\color{darkgreen} A_{i,j}}
{\color{darkgreen} A}\\
{\color{darkblue} D}
: degree matrix
: adjacency matrix
Non-Normalized Graph Laplacian:
Practical applications
Pseudotime estimation**
Conos Annotation Transfer
Google PageRank algorithm*
k-NN Smoothing
(no picture)
Practical applications
Pseudotime estimation**
Conos Annotation Transfer
Google PageRank algorithm*
k-NN Smoothing
(no picture)
Can we re-write the Velocity equations on graph?
Eigenvalues of the Laplacian matrix
L v_i = \lambda_i v_i
Eigenvalues:
\lambda_1 \le \lambda_2 \le ... \le \lambda_n
Eigenvectors:
v_1, ..., v_n
Eigenvalues of the Laplacian matrix
Courant-Fisher Theorem
\lambda_0 = \underset{||x||=1}{\mathrm{min}} x^T L x;\\
v_0 = \underset{||x||=1}{\mathrm{argmin}}\ x^T L x
x^T L x = \sum_{(a,b) \in E} w_{a,b} \left( x(a) - x(b) \right)^2
\lambda_1 = \underset{\substack{||x||=1\\x^Tv_0=0}}{\mathrm{min}} x^T L x;\\
v_1 = \underset{\substack{||x||=1\\x^Tv_0=0}}{\mathrm{argmin}}\ x^T L x
\lambda_0 = 0
v_0
is a constant vector
Connected nodes have close vector values!
Eigenvalues of the Laplacian matrix
Spectral Drawing
v_1
v_2
Eigenvalues of the Laplacian matrix
Spectral Drawing
emb <- uwot::umap(
X,
metric="cosine",
init="spectral"
)Eigenvalues of the Laplacian matrix
Diffusion Map
Normalized Laplacian
\widetilde{L_\alpha} = {\color{darkblue} D^{-\alpha}} {\color{darkred} L} {\color{darkblue} D^{-\alpha}}
Normalized Laplacian Random walk matrix
P_\alpha = \widetilde{D_\alpha^{-1}} \widetilde{L_\alpha^{-1}}
Non-Normalized Laplacian
{\color{darkred}L} = {\color{darkblue} D} - {\color{darkgreen} A}
Laplacian
Degree matrix
\widetilde{d_{\alpha_{i,i}}} = \sum_{j=1}^{N} \widetilde{L_{\alpha_{i,j}}}
Spectral drawing
Connected to Hitting Distances on graph
Eigenvalues of the Laplacian matrix
Spectral Clustering and Min Cut
k-Means in spectral space approximates Minimum k-cut
v_1
v_2
v_1
v_2
Practical applications
- Spectral visualization
- Diffusion Maps
- Spectral clustering
- Fast Minimal Cuts
Graph Signal Processing
- Aviyente, S. et. al. "Cooperative and Graph Signal Processing" (2018)
- Shuman, D. I. et al. "The Emerging Field of Signal Processing on Graphs: Extending High-Dimensional Data Analysis to Networks and Other Irregular Domains." (2013)
- Ortega, A. et. al. "Graph Signal Processing: Overview, Challenges, and Applications" (2018)
Signals on graphs
Example: Gene expression as a signal
Signals on graphs
Alternative view on the Quadratic Form
Signal is given over the graph domain.
{\color{purple} f}
\frac{\partial \color{purple} f(i)}{\partial{e_{i,j}}} = \sqrt{A_{i,j}} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)
Derivative over an edge:
Gradient:
\nabla {\color{purple} f(i)} = \Big[ \frac{\partial \color{purple} f(i)}{\partial{e_{i,j}}}, j \in adj(i) \Big]
Local variation:
||\nabla {\color{purple} f(i)}||_2 =
\sum_{j \in adj(i)} \left( \sqrt{A_{i,j}} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right) \right)^2 =
= \sum_{j \in adj(i)} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2
\Delta = -L = -(D - A) = \nabla^T * \nabla
Laplacian:
Signals on graphs
Alternative view on the Quadratic Form
Local variation:
||\nabla {\color{purple} f(i)}||_2 =
\sum_{j \in adj(i)} \left( \sqrt{A_{i,j}} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right) \right)^2 =
= \sum_{j \in adj(i)} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2
= {\color{purple} f^T} L {\color{purple} f}
Global variation:
S_2({\color{purple} f}) =
\sum_{i \in V} \sum_{j \in adj(i)} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2 =
= \sum_{(i, j) \in E} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2
Signals on graphs
Possible application: measure alignment quality
Local variation:
||\nabla {\color{purple} f(i)}||_2 =
\sum_{j \in adj(i)} \left( \sqrt{A_{i,j}} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right) \right)^2 =
= \sum_{j \in adj(i)} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2
= {\color{purple} f^T} L {\color{purple} f}
Global variation:
S_2({\color{purple} f}) =
\sum_{i \in V} \sum_{j \in adj(i)} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2 =
= \sum_{(i, j) \in E} A_{i,j} \left({\color{purple} f(i)} - {\color{purple} f(j)}\right)^2
-
Signal = Expression: we can measure local / global variation of expression after the alignment and compare it to the variation before
- Signal = Sample labels: we can measure local variation of samples
Example: Gene expression as a signal
k-NN smoothing is noise filtering
Image filtering
Image filtering
Filter size = k-hop on graph
Can we increase k?
Grid = Graph
Image filtering
Fourier Transform
- Represents signal as a combination of waves
- Spectral domain: frequency vs amplitude
- Every pixel has some info from every other pixel
- We can work with frequencies!
- Fast Fourier Transform: O(N log N)
Image filtering
Spectral Domain Filters
Low-pass filter*
High-pass filter**
Fourier transform on graphs
For eigenvector :
v_i
v_i^T L v_i = \lambda_i ||v_i||_2 = \lambda_i
Global variation:
S_2(f) = f^T L f
Fourier transform on graphs
f(i) = \sum_{k = 1}^{N-1} \hat{f}(\lambda_k) v_k(i)
Inverse Fourier transform of :
\hat{f}
\hat{f}(\lambda_k) = \sum_{i \in V} (f(i) v_k(i))
Fourier transform of :
f
For eigenvector :
v_i
v_i^T L v_i = \lambda_i ||v_i||_2 = \lambda_i
Global variation:
S_2(f) = f^T L f
Fourier transform on graphs
Function projections on frequencies
Fourier transform on graphs
General definition of filters
f(i) = \sum_{k = 1}^{N-1} \hat{f}(\lambda_k) v_k(i)
Inverse Fourier transform of :
\hat{f}
f(i) = \sum_{k = 1}^{N-1} {\color{darkred} g(\lambda_k)} \hat{f}(\lambda_k) v_k(i)
Applying a
spectral filter :
g
Fourier transform on graphs
Example: Tikhonov regularization
It's just a low-pass filter
\underset{x}{\mathrm{argmin}}\left( ||x - f||_2^2 + \gamma x^T L x \right)
f(i) = \sum_{k = 1}^{N-1} {\color{darkred} \frac{1}{1 + \gamma \lambda_k}} \hat{f}(\lambda_k) v_k(i)
Fourier transform on graphs
Computational problems
- Direct Fourier transform takes
\mathrm{O}(|V|^3)
- We can do a polynomial approximation for
\mathrm{O}(|E|)
Possible application
Tikhonov regularization for expression correction?
- We can use Tikhonov regularization as for correcting batch effect using the Conos graph
- Gamma is a correction strength
- We can determine it comparing corrected expression variation to expression variation of individual samples
\underset{x}{\mathrm{argmin}}\left( ||x - f||_2^2 + \gamma x^T L x \right)
Filters on graphs
Back to images
Low-pass filter*
High-pass filter**
MELD: low-pass filter
def filterfunc(x):
return (np.exp(-b * np.abs(x / graph.lmax - a)**p))
filt = pygsp.filters.Filter(graph, filterfunc)
EES = filt.filter(RES, method="chebyshev", order=50)g(\lambda) = e^{(-\beta |\frac{\lambda}{\lambda_{max}} - \alpha|)^p}
\beta = 60\\
\alpha = 0\\
p = 1
MELD: low-pass filter
Other filter parameters
g(\lambda) = e^{(-\beta |\frac{\lambda}{\lambda_{max}} - \alpha|)^p}
Other filter parameters
g(\lambda) = e^{(-\beta |\frac{\lambda}{\lambda_{max}} - \alpha|)^p}
Possible applications
- Whatever we need to smooth, low-pass filters work much better than k-NN smoothing.
- Low-pass filters are a proper way for Kernel Density Estimation on graphs. We can at least apply it to estimate density of healthy vs control samples for cross-condition comparison.
- Can we use high-pass filters over expression to detect cell type boundaries? :)
Other signal transformations
Translation
Modulation
Convolution
Dilation
Other signal transformations
Down-sampling
Other signal transformations
Down-sampling
We can down-sample graph (both vertices and edges), preserving both graph topology and the signal!
We can do a better PAGA:
Other signal transformations
- Wavelet analysis (on the example of hierarchical subtraction)
- Time-vertex domain: graph is one dimension and time is another
- Random Processes on graphs
Multiscale Wavelet Analysis
Graph Signal Processing
By Viktor Petukhov
Graph Signal Processing
Journal club presentation based on https://www.biorxiv.org/content/10.1101/532846v3 and https://ieeexplore.ieee.org/document/8347162
