Sarkar, Purnamrita
Estimating Mixed Memberships with Sharp Eigenvector Deviations
Mao, Xueyu, Sarkar, Purnamrita, Chakrabarti, Deepayan
We consider the problem of estimating overlapping community memberships. Existing provable algorithms for this problem either make strong assumptions about the population (Zhang et al., 2014; Jin et al., 2017), or are too computationally expensive (Anandkumar et al., 2014; Hopkins et al., 2017). We work under the popular Mixed Membership Stochastic Blockmodel (MMSB) (Airoldi et al., 2008). Using the inherent geometry of this model, we link the inference of overlapping communities to the problem of finding corners in a noisy rotated and scaled simplex, for which consistent algorithms exist (Gillis et al., 2008). We use this as a building block for our algorithm to infer the community memberships of each node. Furthermore, we prove that each node's soft membership vector converges to its population counterpart. To our knowledge, this is the first work to obtain rate of convergence for community membership vectors of each node, in contrast to previous work which obtain convergence results for memberships of all nodes as a whole. As a byproduct of our analysis, we derive sharp row-wise eigenvector deviation bounds, and provide a cleaning step that improves the performance significantly for sparse networks. We also propose both necessary and sufficient conditions for identifiability of the model, while existing methods typically present sufficient conditions. The empirical performance of our method is shown using simulated and real datasets scaling up to 100,000 nodes.
On clustering network-valued data
Mukherjee, Soumendu Sundar, Sarkar, Purnamrita, Lin, Lizhen
Community detection, which focuses on clustering nodes or detecting communities in (mostly) a single network, is a problem of considerable practical interest and has received a great deal of attention in the research community. While being able to cluster within a network is important, there are emerging needs to be able to cluster multiple networks. This is largely motivated by the routine collection of network data that are generated from potentially different populations. These networks may or may not have node correspondence. When node correspondence is present, we cluster networks by summarizing a network by its graphon estimate, whereas when node correspondence is not present, we propose a novel solution for clustering such networks by associating a computationally feasible feature vector to each network based on trace of powers of the adjacency matrix. We illustrate our methods using both simulated and real data sets, and theoretical justifications are provided in terms of consistency.
Two provably consistent divide and conquer clustering algorithms for large networks
Mukherjee, Soumendu Sundar, Sarkar, Purnamrita, Bickel, Peter J.
In this article, we advance divide-and-conquer strategies for solving the community detection problem in networks. We propose two algorithms which perform clustering on a number of small subgraphs and finally patches the results into a single clustering. The main advantage of these algorithms is that they bring down significantly the computational cost of traditional algorithms, including spectral clustering, semi-definite programs, modularity based methods, likelihood based methods etc., without losing on accuracy and even improving accuracy at times. These algorithms are also, by nature, parallelizable. Thus, exploiting the facts that most traditional algorithms are accurate and the corresponding optimization problems are much simpler in small problems, our divide-and-conquer methods provide an omnibus recipe for scaling traditional algorithms up to large networks. We prove consistency of these algorithms under various subgraph selection procedures and perform extensive simulations and real-data analysis to understand the advantages of the divide-and-conquer approach in various settings.
On Mixed Memberships and Symmetric Nonnegative Matrix Factorizations
Mao, Xueyu, Sarkar, Purnamrita, Chakrabarti, Deepayan
The problem of finding overlapping communities in networks has gained much attention recently. Optimization-based approaches use non-negative matrix factorization (NMF) or variants, but the global optimum cannot be provably attained in general. Model-based approaches, such as the popular mixed-membership stochastic blockmodel or MMSB (Airoldi et al., 2008), use parameters for each node to specify the overlapping communities, but standard inference techniques cannot guarantee consistency. We link the two approaches, by (a) establishing sufficient conditions for the symmetric NMF optimization to have a unique solution under MMSB, and (b) proposing a computationally efficient algorithm called GeoNMF that is provably optimal and hence consistent for a broad parameter regime. We demonstrate its accuracy on both simulated and real-world datasets.
On Robustness of Kernel Clustering
Yan, Bowei, Sarkar, Purnamrita
Clustering is an important unsupervised learning problem in machine learning and statistics. Among many existing algorithms, kernel \km has drawn much research attention due to its ability to find non-linear cluster boundaries and its inherent simplicity. There are two main approaches for kernel k-means: SVD of the kernel matrix and convex relaxations. Despite the attention kernel clustering has received both from theoretical and applied quarters, not much is known about robustness of the methods. In this paper we first introduce a semidefinite programming relaxation for the kernel clustering problem, then prove that under a suitable model specification, both K-SVD and SDP approaches are consistent in the limit, albeit SDP is strongly consistent, i.e. achieves exact recovery, whereas K-SVD is weakly consistent, i.e. the fraction of misclassified nodes vanish. Also the error bounds suggest that SDP is more resilient towards outliers, which we also demonstrate with experiments.
Convex Relaxation for Community Detection with Covariates
Yan, Bowei, Sarkar, Purnamrita
Community detection in networks is an important problem in many applied areas. In this paper, we investigate this in the presence of node covariates. Recently, an emerging body of theoretical work has been focused on leveraging information from both the edges in the network and the node covariates to infer community memberships. However, so far the role of the network and that of the covariates have not been examined closely. In essence, in most parameter regimes, one of the sources of information provides enough information to infer the hidden cluster labels, thereby making the other source redundant. To our knowledge, this is the first work which shows that when the network and the covariates carry "orthogonal" pieces of information about the cluster memberships, one can get improved clustering accuracy by using them both, even if each of them fails individually.
On Robustness of Kernel Clustering
Yan, Bowei, Sarkar, Purnamrita
Clustering is one of the most important unsupervised problems in machine learning and statistics. Among many existing algorithms, kernel k-means has drawn much research attention due to its ability to find non-linear cluster boundaries and its inherent simplicity. There are two main approaches for kernel k-means: SVD of the kernel matrix and convex relaxations. Despite the attention kernel clustering has received both from theoretical and applied quarters, not much is known about robustness of the methods. In this paper we first introduce a semidefinite programming relaxation for the kernel clustering problem, then prove that under a suitable model specification, both the K-SVD and SDP approaches are consistent in the limit, albeit SDP is strongly consistent, i.e. achieves exact recovery, whereas K-SVD is weakly consistent, i.e. the fraction of misclassified nodes vanish.
The Consistency of Common Neighbors for Link Prediction in Stochastic Blockmodels
Sarkar, Purnamrita, Chakrabarti, Deepayan, bickel, peter j.
Link prediction and clustering are key problems for network-structureddata. While spectral clustering has strong theoretical guaranteesunder the popular stochastic blockmodel formulation of networks, itcan be expensive for large graphs. On the other hand, the heuristic ofpredicting links to nodes that share the most common neighbors withthe query node is much fast, and works very well in practice. We showtheoretically that the common neighbors heuristic can extract clustersw.h.p. when the graph is dense enough, and can do so even in sparsergraphs with the addition of a ``cleaning'' step. Empirical results onsimulated and real-world data support our conclusions.
Role of normalization in spectral clustering for stochastic blockmodels
Sarkar, Purnamrita, Bickel, Peter J.
Spectral clustering is a technique that clusters elements using the top few eigenvectors of their (possibly normalized) similarity matrix. The quality of spectral clustering is closely tied to the convergence properties of these principal eigenvectors. This rate of convergence has been shown to be identical for both the normalized and unnormalized variants in recent random matrix theory literature. However, normalization for spectral clustering is commonly believed to be beneficial [Stat. Comput. 17 (2007) 395-416]. Indeed, our experiments show that normalization improves prediction accuracy. In this paper, for the popular stochastic blockmodel, we theoretically show that normalization shrinks the spread of points in a class by a constant fraction under a broad parameter regime. As a byproduct of our work, we also obtain sharp deviation bounds of empirical principal eigenvalues of graphs generated from a stochastic blockmodel.
Hypothesis Testing for Automated Community Detection in Networks
Bickel, Peter J., Sarkar, Purnamrita
Community detection in networks is a key exploratory tool with applications in a diverse set of areas, ranging from finding communities in social and biological networks to identifying link farms in the World Wide Web. The problem of finding communities or clusters in a network has received much attention from statistics, physics and computer science. However, most clustering algorithms assume knowledge of the number of clusters k. In this paper we propose to automatically determine k in a graph generated from a Stochastic Blockmodel. Our main contribution is twofold; first, we theoretically establish the limiting distribution of the principal eigenvalue of the suitably centered and scaled adjacency matrix, and use that distribution for our hypothesis test. Secondly, we use this test to design a recursive bipartitioning algorithm. Using quantifiable classification tasks on real world networks with ground truth, we show that our algorithm outperforms existing probabilistic models for learning overlapping clusters, and on unlabeled networks, we show that we uncover nested community structure.