Fast sparse connectivity network adaption via meta-learning

Partial correlation-based connectivity networks can describe the direct connectivity between features while avoiding spurious effects, and hence they can be implemented in diagnosing complex dynamic multivariate systems. However, existing studies mainly focus on single systems that are ill-equipped for incremental learning. Moreover, related methods estimate temporal connectivity network by imposing only sparse regularization without integrating pattern priors (e.g., inter-system shared pattern and intra-system intrinsic pattern), which have been proven effective in limiting noise interference. To this end, we develop an adaptive connectivity estimation model that incorporates prior patterns, namely Sparse Adaptive Meta-Learning Connectivity Network (SAMCN). Specifically, our model extends ideas of the gradient-based meta-learning to capture inter-system shared prior information by generating fast adaptive initialization parameters for the connectivity matrix. Then, a sparse variational autoencoder is proposed to generate a weight matrix for sparse regularization penalty in reweighted LASSO, which helps extract intra-system intrinsic patterns (local manifold structure). Experimental results on both synthetic data and real-world datasets demonstrate that our method is capable of adequately capturing the aforementioned pattern priors. Further, experiments from corresponding classification tasks validate the strength of the prior pattern-aware features connectivity network in resulting in better classification performance.