Learning with Covariance Matrices: Principal Component Analysis Meets Learning with Graphs

Abstract:This feature article provides an overview of the theoretical foundations for coVariance neural networks (VNNs), i.e., graph neural networks (GNNs) operating on covariance matrices as graphs. Covariance matrices are ubiquitous across domains, and hence, the deployment of GNNs often leverages graphs of pairwise statistical dependencies. Existing theoretical contributions on GNNs consider abstract graph representations and cannot accommodate the data-driven nuances associated with covariance matrices. This tutorial brings into focus various novel theoretical insights via mathematical analyses of VNNs that have broad signal processing implications, including: (i) a conceptual equivalence between VNNs and principal component analysis (PCA)-based information processing; (ii) refined stability bounds on predictive outcomes in the presence of finite sample-induced covariance matrix perturbations; and (iii) refined characterization of transferability of VNNs across multiscale datasets. The theoretical insights discussed herein provide the underlying principles and justification towards adopting VNNs over workhorse PCA-based learning pipelines, in applications where covariance matrices are useful descriptors of data structure. We also convey how impact of these foundational advances permeates to \textit{principled} designs and applications of learning methods across broad domains where covariance matrices emerge. Notably, we elucidate the conceptual insights facilitated by VNNs to the specific task of characterizing brain age gap for neurodegenerative conditions using neuroimaging datasets, a timely problem in computational neuroscience. Broader impacts to other application domains are discussed as well.

Machine Learning (cs.LG); Signal Processing (eess.SP)

arXiv:2609.10490 [cs.LG]

(or arXiv:2609.10490v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2609.10490 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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