This paper considers learning the hidden causal network of a linear networked dynamical system (NDS) from the time series data at some of its nodes -- partial observability. The dynamics of the NDS are driven by colored noise that generates spurious associations across pairs of nodes, rendering the problem much harder. To address the challenge of noise correlation and partial observability, we assign to each pair of nodes a feature vector computed from the time series data of observed nodes. The feature embedding is engineered to yield structural consistency: there exists an affine hyperplane that consistently partitions the set of features, separating the feature vectors corresponding to connected pairs of nodes from those corresponding to disconnected pairs. The causal inference problem is thus addressed via clustering the designed features. We demonstrate with simple baseline supervised methods the competitive performance of the proposed causal inference mechanism under broad connectivity regimes and noise correlation levels, including a real world network. Further, we devise novel technical guarantees of structural consistency for linear NDS under the considered regime.

In a Networked Dynamical System (NDS), each node is a system whose dynamics are coupled with the dynamics of neighboring nodes. The global dynamics naturally builds on this network of couplings and it is often excited by a noise input with nontrivial structure. The underlying network is unknown in many applications and should be inferred from observed data. We assume: i) Partial observability— time series data is only available over a subset of the nodes; ii) Input noise— it is correlated across distinct nodes while temporally independent, i.e., it is spatially colored. We present a feasibility condition on the noise correlation structure wherein there exists a consistent network inference estimator to recover the underlying fundamental dependencies among the observed nodes. Further, we describe a structure identification algorithm that exhibits competitive performance across distinct regimes of network connectivity, observability, and noise correlation.

We study the problem of graph structure identification, i.e., of recovering the graph of dependencies among time series. We model these time series data as components of the state of linear stochastic networked dynamical systems. We assume partial observability, where the state evolution of only a subset of nodes comprising the network is observed. We propose a new feature-based paradigm: to each pair of nodes, we compute a feature vector from the observed time series. We prove that these features are linearly separable, i.e., there exists a hyperplane that separates the cluster of features associated with connected pairs of nodes from those of disconnected pairs. This renders the features amenable to train a variety of classifiers to perform causal inference. In particular, we use these features to train Convolutional Neural Networks (CNNs). The resulting causal inference mechanism outperforms state-of-the-art counterparts w.r.t. sample-complexity. The trained CNNs generalize well over structurally distinct networks (dense or sparse) and noise-level profiles. Remarkably, they also generalize well to real-world networks while trained over a synthetic network -- namely, a particular realization of a random graph.

In social learning, agents form their opinions or beliefs about certain hypotheses by exchanging local information. This work considers the recent paradigm of weak graphs, where the network is partitioned into sending and receiving components, with the former having the possibility of exerting a domineering effect on the latter. Such graph structures are prevalent over social platforms. We will not be focusing on the direct social learning problem (which examines what agents learn), but rather on the dual or reverse learning problem (which examines how agents learned). Specifically, from observations of the stream of beliefs at certain agents, we would like to examine whether it is possible to learn the strength of the connections (influences) from sending components in the network to these receiving agents.

Many optimization, inference, and learning tasks can be accomplished efficiently by means of decentralized processing algorithms where the network topology (i.e., the graph) plays a critical role in enabling the interactions among neighboring nodes. There is a large body of literature examining the effect of the graph structure on the performance of decentralized processing strategies. In this article, we examine the inverse problem and consider the reverse question: How much information does observing the behavior at the nodes of a graph convey about the underlying topology? For large-scale networks, the difficulty in addressing such inverse problems is compounded by the fact that usually only a limited fraction of the nodes can be probed, giving rise to a second important question: Despite the presence of unobserved nodes, can partial observations still be sufficient to discover the graph linking the probed nodes? The article surveys recent advances on this challenging learning problem and related questions.

This article studies the problem of reconstructing the topology of a network of interacting agents via observations of the state-evolution of the agents. We focus on the large-scale network setting with the additional constraint of partial observations, where only a small fraction of the agents can be feasibly observed. The goal is to infer the underlying subnetwork of interactions and we refer to this problem as local tomography. In order to study the large-scale setting, we adopt a proper stochastic formulation where the unobserved part of the network is modeled as an Erdös-Rényi random graph, while the observable subnetwork is left arbitrary. The main result of this work is to establish that, under this setting, local tomography is actually possible with high probability, provided that certain conditions on the network model are met (such as stability and symmetry of the network combination matrix). Remarkably, such conclusion is established under the low-observability regime, where the cardinality of the observable subnetwork is fixed, while the size of the overall network scales to infinity.

We consider a distributed social learning problem where a network of agents is interested in selecting one among a finite number of hypotheses. The data collected by the agents might be heterogeneous, meaning that different sub-networks might observe data generated by different hypotheses. For example, some sub-networks might be receiving (or even intentionally generating) data from a fake hypothesis and will bias the rest of the network via social influence. This work focuses on a two-step diffusion algorithm where each agent: i) first updates individually its belieffunction using its private data; ii) then computes a new belief function by exponentiating a linear combination of the log-beliefs of its neighbors. We obtain analytical formulas that reveal how the agents' detection capability and the network topology interplay to influence the asymptotic beliefs of the agents. Some interesting behaviors arise, such as the “mind-control” effect or the “truth-is-somewhere-in-between” effect.

In this work we consider the problem of learning an Erdös-Rényi graph over a diffusion network when: i) data from only a limited subset of nodes are available (partial observation); ii) and the inferential goal is to discover the graph of interconnections linking the accessible nodes (local structure learning). We propose three matrix estimators, namely, the Granger, the one-lag correlation, and the residual estimators, which, when followed by a universal clustering algorithm, are shown to retrieve the true subgraph in the limit of large network sizes. Remarkably, it is seen that a fundamental role is played by the uniform concentration of node degrees, rather than by sparsity.

This work considers a diffusion network responding to streaming data, and studies the problem of identifying the topology of a subnetwork of observable agents by tracking their output measurements. Topology inference from indirect and/or incomplete datasets (network tomography) is in general an ill-posed problem. Under an appropriate Erdos-Renyi random graph model for the unobserved part, the problem of network tomography is well-posed in the thermodynamic limit: when the number of network agents grows to infinity, any arbitrary subnetwork topology associated with the observed agents can be recovered with high probability.