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In this work, we present a technique that learns discriminative audio features for Music Information Retrieval (MIR). The novelty of the proposed technique is to design auto-encoders that make use of data structures to learn enhanced sparse data representations. The data structure is borrowed from the Manifold Learning field, that is data are supposed to be sampled from smooth manifolds, which are here represented by graphs of proximities of the input data. As a consequence, the proposed auto-encoders finds sparse data representations that are quite robust w.r.t. perturbations. The model is formulated as a non-convex optimization problem. However, it can be decomposed into iterative sub-optimization problems that are convex and for which well-posed iterative schemes are provided in the context of the Fast Iterative Shrinkage-Thresholding (FISTA) framework. Our numerical experiments show two main results. Firstly, our graph-based auto-encoders improve the classification accuracy by 2% over the auto-encoders without graph structure for the popular GTZAN music dataset. Secondly, our model is significantly more robust as it is 8% more accurate than the standard model in the presence of 10% of perturbations.