Learning with Partially Absorbing Random Walks

We propose a novel stochastic process that is with probability $\alpha_i$ being absorbed at current state $i$, and with probability $1-\alpha_i$ follows a random edge out of it. We analyze its properties and show its potential for exploring graph structures. We prove that under proper absorption rates, a random walk starting from a set $\mathcal{S}$ of low conductance will be mostly absorbed in $\mathcal{S}$. Moreover, the absorption probabilities vary slowly inside $\mathcal{S}$, while dropping sharply outside $\mathcal{S}$, thus implementing the desirable cluster assumption for graph-based learning. Remarkably, the partially absorbing process unifies many popular models arising in a variety of contexts, provides new insights into them, and makes it possible for transferring findings from one paradigm to another. Simulation results demonstrate its promising applications in graph-based learning.