Ensemble Gaussian Processes for Online Learning Over Graphs With Adaptivity and Scalability

Konstantinos D. Polyzos, Qin Lu, Georgios B. Giannakis

Research output: Contribution to journalArticlepeer-review

8 Scopus citations


In the past decade, semi-supervised learning (SSL) over graphs has gained popularity due to its importance in a gamut of network science applications. While most of existing SSL methods provide only point estimates of the targeted variables, the present work capitalizes on Gaussian processes (GPs) to offer a Bayesian SSL approach over graphs with uncertainty quantification, a key attribute especially in safety-critical domains. To accommodate also delay-sensitive scenarios, an incremental learning mode is considered, where prediction of the desired value of a new node per iteration is followed by processing the corresponding nodal observation. Taking the per-node one-hop connectivity vector as the input, the prediction of targeted nodal value is enabled by leveraging an ensemble (E) of GP experts, whose weights are updated in a data-adaptive fashion. In the resultant GRaph-ADpative EGP framework, random feature-based kernel approximation is employed to not only allow learning with scalability, but also preserve privacy by relying on an encrypted version of each node's connectivity. Besides the one-hop connectivity vector, the novel GradEGP accommodates each node's egonet features as alternative inputs. On the analytical side, to assess the performance of GradEGP in the adversarial setting where the generative assumptions are violated, regret analysis measures the cumulative online losses relative to their counterparts of a benchmark learner with batch data in hindsight. Tests conducted on real and synthetic datasets demonstrate the effectiveness of the advocated method.

Original languageEnglish (US)
Pages (from-to)17-30
Number of pages14
JournalIEEE Transactions on Signal Processing
StatePublished - 2022

Bibliographical note

Funding Information:
This work was supported by NSF Grants 1901134, 2126052 and 2128593 and ARO-STIR Grant 00093896. The work of Konstantinos D. Polyzos was also supported by the Onassis Foundation Scholarship. This work was presented in part at ICASSP-2021.

Publisher Copyright:
© 2021 IEEE.


  • Gaussian processes
  • ensemble learning
  • online learning
  • regret analysis
  • semi-supervised learning over graphs


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