a-TMFG: Scalable Triangulated Maximally Filtered Graphs via Approximate Nearest Neighbors
arXiv:2603.09564v1 Announce Type: new Abstract: The traditional Triangular Maximally Filtered Graph (TMFG) construction requires pre-computation and storage of a dense correlation matrix; this limits its applicability to small and medium-sized datasets. Here we identify key memory and runtime complexity challenges when using TMFG at scale. We then present the Approximate Triangular Maximally Filtered Graph (a-TMFG) algorithm. This is a novel approach to scaling the construction of artificial graphs from data inspired by TMFG. The method employs k-Nearest Neighbors […]