Signed graphs are equipped with both positive and negative edge weights, encoding pairwise correlations as well as anti-correlations in data. A balanced signed graph is a signed graph with no cycles containing an odd number of negative edges. Laplacian of a balanced signed graph has eigenvectors that map via a simple linear transform to ones in a corresponding positive graph Laplacian, thus enabling reuse of spectral filtering tools designed for positive graphs. We propose an efficient computation method to learn a balanced signed graph Laplacian directly from data. Specifically, extending a previous linear programming (LP) based sparse inverse covariance estimation method called CLIME, we formulate a new LP problem for each Laplacian column $i$, where the linear constraints restrict weight signs of edges stemming from node $i$, so that nodes of same / different polarities are connected by positive / negative edges. We derive a feasible CLIME parameter $ρ_i$ for each sign-constrained column problem. We solve the LP problem efficiently by tailoring a sparse LP method based on ADMM. We theoretically prove that the row / column updates produce a non-increasing objective sequence, and show that the iterations are terminated in a finite number of steps. Extensive experimental results on synthetic and real-world datasets show that our balanced graph learning method outperforms competing methods and enables reuse of spectral filters, wavelets, and graph neural nets (GNN) constructed for positive graphs.
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