Paper ID: | 1474 |
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Title: | Direct Estimation of Differential Functional Graphical Models |

The authors describe a method for estimating the difference between two functional graphical models using time-varying data. This is done by first modelling the functional graphical models as multi-variate Gaussian processes, and then defining the differential graph as arising from the difference between the covariance functions estimated for both processes. Optimization is done via a proximal gradient approach, and the method is evaluated under 3 different data generating mechanisms, before being applied to an EEG dataset. As I am not an expert in functional data analysis, I cannot vouch for the originality except to say that I have not come across a similar method. The quality of the method and experiments is high, and the inclusion of theoretical consistency results is welcomed. It would have been nice to have seen, in addition to the different data generating mechanisms, an exploration of the behaviour for different time series length and different numbers of variables. The latter is included in the supplementary material, but it would have been good to have at least a discussion of these results in the main text. The presentation of the manuscript was clear, and I was able to follow most of it despite it being somewhat removed from my expertise. Section 2.2. was a bit mystifying, but I suspect that is due to lack of background knowledge rather than any fault of the authors'. I would think that the significance of this method is high, as functional data is ubiquitous, and robust methods for comparing time series are hard to come by. Minor points: - The title should probably be "Direct Estimation of Differential Functional Graphical Models" rather than "Model". - In 2.1, it's not completely clear to me what makes this cross-covariance function "conditional"? I see the conditioning in the expression, but how is this different from an unconditional cross-covariance function? - Section 3, there is a typo in "eignvalues". - For the different data generation models in the simulation study, I would have liked to see an illustration of the kinds of networks that arise from these models. - It would also be useful for reproducibility if the authors could make available the code that generated the simulation data. - The authors do not seem to have plans to make the code available, which would be a shame.

1. Background and Related work are completely missing, making the paper hard to follow: 2. No clear empirical comparison and discussions connecting to the previous methods. For instance, multiple toolboxes exist from the previous differential graph models. However, the manuscripts included no results from these baselines. It seems that the computational cost is huge compared to the differential graphical models in the literature. Without a clear benefit of empirical improvements versus the tools, the significance of the paper is questionable. 3. Besides, the fPCA process is the same as the fglasso framework. The difference is the new loss formulation in this manuscript. However, the intuition or justification hasn't been discussed in the main draft about their new loss. 4. Computational Complexity wrt $p$ or $n$ hasn't been discussed. This is an extremely important perspective. However, the manuscript includes no discussions, both theoretically and experimentally. 5. In the experiments, a major concern is that the number of dimensions is low. The maximum $p$ considered is 120 and in most cases, $n$ is larger than $p$. Thus no experimental results show and justify the high dimension consistency claim. More experiments to show the bottleneck that limits $p$ to 120 or why larger $p$ haven't been considered should be added. 6. In the experiments, some guidance should be added to guide when assuming data as functional is advantageous vs estimating from discrete time points. Some related results are in the appendix, however, a clear discussion about the advantages of one method over the other hasn't been discussed. This is particularly relevant for the EEG experiment: Only qualitative results for this dataset have been added, how do the other baselines (estimating individually vs direct differential) differ in the types of edges recovered? 7. The simulation results are only on one set of data parameters, how does the underlying true sparsity of the graph affect the estimation performance? 8. Minor Comments - Experiment details are missing: How is $M$ and $L$ chosen? using cross-validation? - Some notations are confusing and should be revised: For example, $t$ is used multiple times to represent different variables, for iterations as well as time points.

The paper proposes a method to learn a differential functional graph for two multi-output functions X and Y. An edge in the graph indicates the difference of the conditional dependence of X and of Y for the pair of the nodes (i.e., variables) the edge connects. In order to do so, the paper introduces finite approximation of the random functions, where the bases are first estimated from eigen-decomposition over a kernel matrix on finite observations, and the estimates of the coefficients are obtained through integration. The coefficient estimates for each function are then used to construct a sample covariance matrix, based on which an objective function is proposed to estimate the prevision of the differential graph. The sparsity is induced from the group-lasso penalty. Several theoretical properties are given. The evaluation is conducted on simulation and neural science applications. Overall, the problem of estimating a differential functional graph sounds interesting and meaningful. However, the proposed approach seems a straightforward extension of the work by Qiao et. al. 2019 [12]. The paper lacks justification of the proposed objective. The notations and description of the method are messy. These issues hinder me from accepting this paper. Listed are detailed comments. (1) Limited novelty. The core techniques used in the work --- functional principled component analysis to obtain a finite random function approximation, using coefficients of the bases functions to build sample covariance matrices and learn the structure via a graphical lasso based optimization --- are exactly the same as the Qiao et. al. 2019 [12]. The only difference is the objective. To me, at least from the algorithmic point of view, the approach is too incremental. (2) A key component of this work is the proposed objective in eq. (2.7). However, the justification/intuition of the objective is unclear. Obviously, you cannot use graphical lasso objective. But how to justify the proposed objective? What does the first term of L(\Delta) imply? Although the authors try to give some intuition, the explanation is very vague. Why is the expectation of gradient of L zero? Why is \Delta^M the “unique” minimizer? The authors should explain them clearly, because this is the major contribution. (3) The presentation of the proposed method is really messy. The authors never differentiate scalars, vectors and matrices. The authors often confound the notations for the function X and the observation for X, say, X_i. For example, (2.1) defines the covariance between j-th function of X at s and l-th function of X at t. Obviously, the subscript “i" should be dropped. Such kinds of mixed usage of symbols are everywhere. It is really confusing to read. I have to double check [12] from time to time for confirmation.

This paper introduces an algorithm for the direct estimation of the difference between two functional graphical models. This work relies on Functional Graphical Models developed by Qiao et al. and theoretical results therein (functional PCA and convergence analysis). The paper is in general written clearly. Theorems and their proofs seem correct. The idea seems novel, at least for FGMs. However, the techniques employed to prove theorems look similar to those in Qiao et al. I do not have a specific comment about the theoretical results, but have some concerns about experiments. Qiao et al. mentioned that there is a caveat when applying AIC/BIC-based model selection methods: “However, given the complicated functional structure of FGM, it is unclear how to compute the effective degrees of freedom for AIC/BIC.“ But the paper simply chose the parameter “to be the number of edges included in the graph times M^2”. Can you please provide a reference / justification where this is a good choice? With respect to the experiment for the EEG data (Figure 2), it would be good to compare it to a result based on Qiao et al. In their paper, they presented two graphs, and their edge-differences. However, they didn’t present a result based on ||Theta^X - Theta^Y|| > a threshold. Comparing two methods based on the EEG data (with matching number of different edges) will help readers understand their differences more clearly. minor comments - Algorithm 1, Initialize \Delta^{0} can be just \Delta since no index is used throughout the algorithm. - max → \max (L143) - maximizing? or minimizing? L225

The paper seems to provide a novel and technically strong contribution, which seems to be clearly described and with a clear significance. Unfortunately, not being my field of expertise, I’m a bit at a loss about most of the technical details.