We consider adaptations of the Mumford-Shah functional to graphs. These are based on discretizations of nonlocal approximations to the Mumford-Shah functional. Motivated by applications in machine learning we study the random geometric graphs associated to random samples of a measure. We establish the conditions on the graph constructions under which the minimizers of graph Mumford-Shah functionals converge to a minimizer of a continuum Mumford-Shah functional. Furthermore we explicitly identify the limiting functional. Moreover we describe an efficient algorithm for computing the approximate minimizers of the graph Mumford-Shah functional.
We consider the problem of signal recovery on graphs. Graphs model data with complex structure as signals on a graph. Graph signal recovery recovers one or multiple smooth graph signals from noisy, corrupted, or incomplete measurements. We formulate graph signal recovery as an optimization problem, for which we provide a general solution through the alternating direction methods of multipliers. We show how signal inpainting, matrix completion, robust principal component analysis, and anomaly detection all relate to graph signal recovery and provide corresponding specific solutions and theoretical analysis. We validate the proposed methods on real-world recovery problems, including online blog classification, bridge condition identification, temperature estimation, recommender system for jokes, and expert opinion combination of online blog classification. Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and scalable solvers are often specialized to only work on a narrow class of problems. Therefore, there is a need for simple, scalable algorithms that can solve many common optimization problems. In this paper, we introduce the network lasso, a generalization of the group lasso to a network setting that allows for simultaneous clustering and optimization on graphs. We develop an algorithm based on the Alternating Direction Method of Multipliers (ADMM) to solve this problem in a distributed and scalable manner, which allows for guaranteed global convergence even on large graphs. We also examine a non-convex extension of this approach. We then demonstrate that many types of problems can be expressed in our framework. We focus on three in particular --- binary classification, predicting housing prices, and event detection in time series data --- comparing the network lasso to baseline approaches and showing that it is both a fast and accurate method of solving large optimization problems. We introduce a family of adaptive estimators on graphs, based on penalizing the l1 norm of discrete graph differences. This generalizes the idea of trend filtering (, 2009; Tibshirani, 2014), used for univariate nonparametric regression, to graphs. Analogous to the univariate case, graph trend filtering exhibits a level of local adaptivity unmatched by the usual l2-based graph smoothers. It is also defined by a convex minimization problem that is readily solved (e.g., by fast ADMM or Newton algorithms). We demonstrate the merits of graph trend filtering through both examples and theory.