In modern relational machine learning it is common to encounter large graphs that arise via interactions or similarities between observations in many domains. Further, in many cases the target entities for analysis are actually signals on such graphs. We propose to compare and organize such datasets of graph signals by using an earth mover’s distance (EMD) with a geodesic cost over the underlying graph. Typically, EMD is computed by optimizing over the cost of transporting one probability distribution to another over an underlying metric space. However, this is inefficient when computing the EMD between many signals. Here, we propose an unbalanced graph EMD that efficiently embeds the unbalanced EMD on an underlying graph into an L1space, whose metric we call unbalanced diffusion earth mover’s distance (UDEMD). Next, we show how this gives distances between graph signals that are robust to noise. Finally, we apply this to organizing patients based on clinical notes, embedding cells modeled as signals on a gene graph, and organizing genes modeled as signals over a large cell graph. In each case, we show that UDEMD-based embeddings find accurate distances that are highly efficient compared to other methods.

We propose a new fast method of measuring distances between large numbers of related high dimensional datasets called the Diffusion Earth Mover’s Distance (EMD). We model the datasets as distributions supported on common data graph that is derived from the affinity matrix computed on the combined data. In such cases where the graph is a discretization of an underlying Riemannian closed manifold, we prove that Diffusion EMD is topologically equivalent to the standard EMD with a geodesic ground distance. Diffusion EMD can be computed in {Õ}(n) time and is more accurate than similarly fast algorithms such as tree-based EMDs. We also show Diffusion EMD is fully differentiable, making it amenable to future uses in gradient-descent frameworks such as deep neural networks. Finally, we demonstrate an application of Diffusion EMD to single cell data collected from 210 COVID-19 patient samples at Yale New Haven Hospital. Here, Diffusion EMD can derive distances between patients on the manifold of cells at least two orders of magnitude faster than equally accurate methods. This distance matrix between patients can be embedded into a higher level patient manifold which uncovers structure and heterogeneity in patients. More generally, Diffusion EMD is applicable to all datasets that are massively collected in parallel in many medical and biological systems.