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Statistical inference of generative network
models
Tiago P. Peixoto
Universität Bremen
Germany
ISI Foundation
Turin, Italy
Como, May 2016
LARGE-SCALE NETWORK STRUCTURE
PROBLEM: HOW TO DETECT AND CHARACTERIZE
MODULAR STRUCTURE?
STRUCTURE VS. NOISE
STRUCTURE VS. NOISE
STRUCTURE VS. NOISE
STRUCTURE VS. NOISE
STRUCTURE VS. NOISE
STRUCTURE VS. NOISE
DIFFERENT METHODS, DIFFERENT RESULTS...
Betweenness Modularity matrix Infomap
Walk Trap
Label propagation Modularity Modularity (Blondel) Spin glass
Infomap (overlapping)
Clique percolation
(XKCD, Randall Munroe)
Are we stuck on this?
A PRINCIPLED APPROACH: GENERATIVE MODELS
Before we devise algorithms, we must formulate probabilistic
models for the formation of network structure.
The parameters of the model describe the network
structure.
The actual values of the parameters are unknown
beforehand, but can be inferred from data, using robust
principles from statistics.
Ultimately, we seek to:
Reduce the complexity of network data.
Access the statistical significance of the results, and thus
differentiate structure from noise.
Compare different models as alternative hypotheses.
Generalize from data and make predictions.
NOTHING MORE THAN TRADITIONAL SCIENCE...
How do we model networks?
EXPONENTIAL RANDOM GRAPH MODEL (ERGM)
G → Network
m(G) → Observable (e.g. cluster-
ing, community structure,
etc.)
We want a probabilistic model: P(G)
Maximum entropy principle
Ensemble entropy:
S = − ∑G P(G) ln P(G)
Maximize S conditioned on m = m∗
m =
1
N ∑
G
m(G)P(G)
EXPONENTIAL RANDOM GRAPH MODEL (ERGM)
G → Network
m(G) → Observable (e.g. cluster-
ing, community structure,
etc.)
We want a probabilistic model: P(G)
Maximum entropy principle
Ensemble entropy:
S = − ∑G P(G) ln P(G)
Maximize S conditioned on m = m∗
m =
1
N ∑
G
m(G)P(G)
Lagrange multipliers:
Λ = − ∑
G
P(G) ln P(G)
− θ ∑
G
m(G)P(G) − Nm∗
∂Λ
∂P(G)
= 0,
∂Λ
∂θ
= 0
P(G|θ) =
e−θm(G)
Z(θ)
Z(θ) = ∑
G
e−θm(G)
In Physics:
ERGM → Gibbs ensemble
m(G) → Hamiltonian
θ → Inverse temperature
Z(θ) → Partition function
ERGM WITH COMMUNITY STRUCTURE
N nodes divided into B groups.
Node partition, bi ∈ [1, B]
Observables: Number of edges between groups r and s,
ers = ∑ij Aijδbi,rδbj,s
P(G|θ) =
exp − ∑r≤s θrsers
Z(θ)
= ∏
i<j
e
−Aijθbibj
e
−θbibj + 1
prs =
1
eθrs + 1
P(G|b, θ) = ∏
i<j
p
Aij
bibj
(1 − pbibj
)1−Aij
prs → Probability of an edge existing between two nodes of groups r and s.
ers = nrnsprs
a.k.a. the stochastic block model (SBM)
THE STOCHASTIC BLOCK MODEL (SBM)
P. W. HOLLAND ET AL., SOC NETWORKS 5, 109 (1983)
Large-scale modules: N nodes divided into B groups.
Parameters: bi → group membership of node i
prs → probability of an edge between nodes of groups r
and s.
s
r
→
Properties:
General model for large-scale structures. Traditional assortative
communities are a special case, but it also admits arbitrary mixing
patterns (e.g. bipartite, core-periphery, etc).
Formulation for directed graphs is trivial.
The meaning of “communities” or “groups” is well defined in the
model.
BASIC SBM VARIATIONS
Bernoulli (simple graphs)
P(G|b, θ) = ∏
i<j
p
Aij
bibj
(1 − pbibj
)1−Aij
(Holland et al, 1983)
Poisson (multigraphs)
P(G|b, λ) = ∏
i<j
e
−λbibj λ
Aij
bibj
Aij!
(Karrer and Newman, 2011)
Microcanonical
P(G|b, {ers}) =
1
Ω({ers}, {nr})
Simple graphs
Ω({ers}, {nr}) = ∏
r<s
nrns
ers
∏
r
(nr
2 )
err/2
Multigraphs
Ω({ers}, {nr}) = ∏
r<s
nrns
ers
∏
r
nr
2
err/2
(Peixoto, 2012)
PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD
Data likelihood: P(G|θ) G → Observed network
θ → Model parameters: {prs}, {bi}
s
r
θ
−→
P(G|θ)
G
PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD
Data likelihood: P(G|θ) G → Observed network
θ → Model parameters: {prs}, {bi}
G
PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD
Data likelihood: P(G|θ) G → Observed network
θ → Model parameters: {prs}, {bi}
G
PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD
Data likelihood: P(G|θ) G → Observed network
θ → Model parameters: {prs}, {bi}
←−
argmax
θ
P(G|θ)
G
PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD
Data likelihood: P(G|θ) G → Observed network
θ → Model parameters: {prs}, {bi}
ˆθ
←−
argmax
θ
P(G|θ)
G
PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD
Data likelihood: P(G|θ) G → Observed network
θ → Model parameters: {prs}, {bi}
ˆθ
←−
argmax
θ
P(G|θ)
G
EFFICIENT MCMC INFERENCE ALGORITHM
T. P. P., PHYS. REV. E 89, 012804 (2014)
Idea: Use the currently-inferred structure to guess the best
next move.
Choose a random vertex v (happens to belong to block r).
Move it to a random block s ∈ [1, B], chosen with a
probability p(r → s|t) proportional to ets + , where t is
the block membership of a randomly chosen neighbour of
v.
Accept the move with probability
a = min e−β∆S ∑t pi
tp(s → r|t)
∑t pi
tp(r → s|t)
, 1 .
Repeat.
i
bi = r
j
bj = t
etr
ets
etur
t
s
u
EFFICIENT MCMC INFERENCE ALGORITHM
One remaining problem: Metastable states...
0 200 400 600 800 1000 1200
MCMC Sweeps
−1.2
−1.0
−0.8
−0.6
−0.4
−0.2
0.0St
T.P.P., Phys. Rev. E 89, 012804 (2014)
EFFICIENT MCMC INFERENCE ALGORITHM
Solution: Agglomerative clustering.
→
EFFICIENT MCMC INFERENCE ALGORITHM
Solution: Agglomerative clustering.
→
By making β → ∞ we get a very reliable greedy heuristic!
EFFICIENT MCMC INFERENCE ALGORITHM
Solution: Agglomerative clustering.
→
By making β → ∞ we get a very reliable greedy heuristic!
Algorithmic complexity: O(N ln2
N) (independent of B)
INFERENCE = BED OF ROSES
There are some caveats...
PROBLEM 1: BROAD DEGREE DISTRIBUTIONS
BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011
Political Blogs (Adamic and Glance, 2005)
PROBLEM 1: BROAD DEGREE DISTRIBUTIONS
BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011
Political Blogs (Adamic and Glance, 2005)
PROBLEM 1: BROAD DEGREE DISTRIBUTIONS
BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011
Political Blogs (Adamic and Glance, 2005)
Degree-corrected SBM
pij = θiθjλbi,bj
λrs → edges between groups
θi → propensity of node i
P(G|b, θ, λ) = ∏
i<j
e
−θiθjλbibj θiθjλbibj
Aij
Aij!
ˆθi =
ki
ebi
ˆλrs = ers
PROBLEM 1: BROAD DEGREE DISTRIBUTIONS
BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011
Political Blogs (Adamic and Glance, 2005)
Degree-corrected SBM
pij = θiθjλbi,bj
λrs → edges between groups
θi → propensity of node i
P(G|b, θ, λ) = ∏
i<j
e
−θiθjλbibj θiθjλbibj
Aij
Aij!
ˆθi =
ki
ebi
ˆλrs = ers
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 2
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 3
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 4
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 5
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 6
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 10
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 20
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 40
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = 70
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = N
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
(BIG) PROBLEM 2: OVERFITTING
What if we don’t know the number of groups, B?
S = − log2 P(G|{bi}, {ers}, {ki})
B = N
0 20 40 60 80 100
B
0
200
400
600
800
1000
1200
S(bits)
... in other words: Overfitting!
NONPARAMETRIC BAYESIAN INFERENCE
Bayes’ rule
P(θ|G) =
P(G|θ)P(θ)
P(G)
P(G|θ) → Data likelihood
P(θ) → Prior
P(θ|G) → Posterior
P(G) = ∑θ P(G|θ)P(θ) → Model evidence
THE MINIMUM DESCRIPTION LENGTH PRINCIPLE
(MDL)
Bayesian formulation
Posterior: P(θ|G) =
P(G|θ)P(θ)
P(G)
G → Observed network
θ → Model parameters: {ers}, {bi}
P(θ) → Prior on the parameters
Inference vs. compression
− ln P(θ|G) = − ln P(G|θ)
S
− ln P(θ)
L
+ ln P(G)
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
Rissanen, J. Automatica 14 (5): 465–658. (1978)
MDL FOR THE SBM
T. P. PEIXOTO, PHYS. REV. LETT. 110, 148701 (2013)
Microcanonical model
θ = {bi}, {ers}
Data description length
S = − ln P(G|{bi}, {ers}) = ∑
rs
ln
nrns
ers
+ ∑
r
(nr
2 )
ers/2
Partition description length
P({bi}) = P({bi}|{nr})P({nr}) Lp = − ln P({bi}) =
B
N
+ln N! − ∑
r
nr!
Edge description length
P({ers}) =
1
Ω(B, E)
Le = − ln P({ers}) = ln




B
2
E




Σ = S + Lp + Le
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 2, S 1805.3 bits Model, L 122.6 bits
Σ 1927.9 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 3, S 1688.1 bits Model, L 203.4 bits
Σ 1891.5 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 4, S 1640.8 bits Model, L 270.7 bits
Σ 1911.5 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 5, S 1590.5 bits Model, L 330.8 bits
Σ 1921.3 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 6, S 1554.2 bits Model, L 386.7 bits
Σ 1940.9 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 10, S 1451.0 bits Model, L 590.8 bits
Σ 2041.8 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 20, S 1300.7 bits Model, L 1037.8 bits
Σ 2338.6 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 40, S 1092.8 bits Model, L 1730.3 bits
Σ 2823.1 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 70, S 881.3 bits Model, L 2427.3 bits
Σ 3308.6 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = N, S = 0 bits Model, L 3714.9 bits
Σ 3714.9 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 3, S 1688.1 bits Model, L 203.4 bits
Σ 1891.5 bits
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
MINIMUM DESCRIPTION LENGTH
S → Information required to describe the network, when the
model is known.
L → Information required to describe the model.
Σ = S + L
Description length
Total information
necessary to describe
the data.
B = 3, S 1688.1 bits Model, L 203.4 bits
Σ 1891.5 bits
B
Σ
B∗
→
Occam’s razor
The best model is the one
which most compresses the
data.
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
WORKS VERY WELL...
Generated (B = 10)
r
s
Planted
0 5 10 15 20
B
0.5
0.4
0.3
0.2
0.1
0.0
0.1
0.2
0.3
Σb/E
k =5
k =5.3
k =6
k =7
k =8
k =9
k =10
k =15
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
WORKS VERY WELL...
0 5 10 15
B
2.8
2.9
3.0
3.1
3.2
3.3
3.4
Σt/c/E
Deg. Corr.
Traditional
American football
0 5 10 15
B
3.0
3.1
3.2
3.3
3.4
3.5
Σt/c/E
Deg. Corr.
Traditional
Political Books
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB)
135
223
72
317
32
253
63
182
46
302
66
232
133
246
8
178
116
320
161
175
53
292
14
216
6
278
12
213
108
301
156
195
128
233
50
222
104
211
146
256
162
166
119
239
21
206
115
190
154
313
155
326
38
286
152
319
89
238
9
281
49
293
93
269
153
227
23
237
57
289
151
179
71
276
19
173
137
308
60
330
69
248
42
297
134
1722
285
109
192
139
325
27
185
5
328
67
220
129
224
40
299
31
183
111
199
61
228
114
221
106
242
84
189
97
291
90
294
44
304
163
203
127
324
149
268
118
234
124
201
136
288
164
212
52
177
18
240
101
298
150 254
75
193
16
235
28
176
13
266
100
329
39
275
145
171
158
181
103
258
112
327
43
210
81
271
131
321
121
249
148
279
3
230
70
262
88
280
29
274
95
284
126
252
64
209
141
245
91
314
92
261
76
174
4
188
30
250
68
296
123
196
82
322
74
307
17
208
110
243
24
312
34
323
132
244
47
306
41
167
87
194
125
272
140
205
79
311
33
247
138 229
122
305
65
170
102
270
54
331
98
318
94
300
120
217
147
303
85
255
1
225
143
315
35
309
36
264
10
277
159
191
62
200
77
186
73
295 22
168
165
236
15
198
105
310
0
215
20
197
80
214
142
187
113
251
107
257
86
180
99
207
83
273
37
184
56
204
144
169
26
263
45
259
51
219
117287
58
290
160
202
11
316
48
282
7
267
96
231
25
265
157
260
78
226
130
283
55
241
59
218
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
Bipartite network of actors and films.
Fairly large: N = 372, 787, E = 1, 812, 657
MDL selects: B = 332
0
50
100
150
200
250
300
s
100
101
102
103
104
ers
103
nr
0 50 100 150 200 250 300
r
101
kr
Bipartiteness is fully uncovered!
Detects meaningful features:
Temporal
Spatial (Country)
Type/Genre
PROBLEM 3: RESOLUTION LIMIT !?
Remaining networkMerge candidates
Minimum detectable block size ∼
√
N.
Why?
100
101
102
103
104
105
N/B
101
102
103
104
ec
Detectable
Undetectable
N = 103
N = 104
N = 105
N = 106
T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
RESOLUTION LIMIT: LACK OF PRIOR INFORMATION
Assumption that all block structures (block graphs) occur
with the same probability.
Σ ∼ S
Data | Model
+ B2
ln E
Edge counts
+ N ln B
Node partition
Noninformative priors → resolution limit
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
l
=
1
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
l
=
1
l
=
2
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
l
=
1
l
=
2
l
=
3
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
l
=
1
l
=
2
l
=
3
NestedmodelObservednetwork
N nodes
E edges
B0 nodes
E edges
B1 nodes
E edges
B2 nodes
E edges
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
l
=
1
l
=
2
l
=
3
NestedmodelObservednetwork
N nodes
E edges
B0 nodes
E edges
B1 nodes
E edges
B2 nodes
E edges
SOLUTION: MODEL THE MODEL
T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l
=
0
l
=
1
l
=
2
l
=
3
NestedmodelObservednetwork
N nodes
E edges
B0 nodes
E edges
B1 nodes
E edges
B2 nodes
E edges
100
101
102
103
104
105
N/B
101
102
103
104
ec
Detectable
Detectable with nested model
Undetectable
N = 103
N = 104
N = 105
N = 106
N/Bmax ∼ ln N
√
N
HIERARCHICAL MODEL: BUILT-IN VALIDATION
0.5 0.6 0.7 0.8 0.9 1.0
c
0.0
0.2
0.4
0.6
0.8
1.0
NMI
1
2
3
4
5
L
(a)
(b)
(c)
(d)
NMI (B=16)
NMI (nested)
Inferred L
(a) (b)
(c) (d)
T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
EMPIRICAL NETWORKS
Nonhierarchical SBM
102 103 104 105 106 107
E
101
102
103
104
N/B
0 1
2
3 4
5
6
7
8
9 10
11 12
1314
1516
17 18
19
20
21
2223
24
25
26
272829
30
31
32
Hierarchical SBM
102 103 104 105 106 107
E
101
102
103
104
N/B
0 1
2
3
4
5
6
7
8
9
1011
121314
1516
17
18
1920
21
2223
24
25
26
27
2829
30
31
32
No. N E Dir. No. N E Dir. No. N E Dir.
0 62 159 No 11 21, 363 91, 286 No 22 255, 265 2, 234, 572 Yes
1 105 441 No 12 27, 400 352, 504 Yes 23 317, 080 1, 049, 866 No
2 115 613 No 13 34, 401 421, 441 Yes 24 325, 729 1, 469, 679 Yes
3 297 2, 345 Yes 14 39, 796 301, 498 Yes 25 334, 863 925, 872 No
4 903 6, 760 No 15 52, 104 399, 625 Yes 26 372, 547 1, 812, 312 No
5 1, 222 19, 021 Yes 16 56, 739 212, 945 No 27 449, 087 4, 690, 321 Yes
6 4, 158 13, 422 No 17 75, 877 508, 836 Yes 28 654, 782 7, 499, 425 Yes
7 4, 941 6, 594 No 18 82, 168 870, 161 Yes 29 855, 802 5, 066, 842 Yes
8 8, 638 24, 806 No 19 105, 628 2, 299, 623 No 30 1, 134, 890 2, 987, 624 No
9 11, 204 117, 619 No 20 196, 591 950, 327 No 31 1, 637, 868 15, 205, 016 No
10 17, 903 196, 972 No 21 224, 832 394, 400 Yes 32 3, 764, 117 16, 511, 740 Yes
No. Network No. Network No. Network
0 Dolphins 11 arXiv Co-Authors (cond-mat) 22 Web graph of stanford.edu.
1 Political Books 12 arXiv Citations (hep-th) 23 DBLP collaboration
2 American Football 13 arXiv Citations (hep-ph) 24 WWW
3 C. Elegans Neurons 14 PGP 25 Amazon product network
4 Disease Genes 15 Internet AS (Caida) 26 IMDB film-actor (bipartite)
5 Political Blogs 16 Brightkite social network 27 APS citations
6 arXiv Co-Authors (gr-qc) 17 Epinions.com trust network 28 Berkeley/Stanford web graph
7 Power Grid 18 Slashdot 29 Google web graph
8 arXiv Co-Authors (hep-th) 19 Flickr 30 Youtube social network
9 arXiv Co-Authors (hep-ph) 20 Gowalla social network 31 Yahoo groups (bipartite)
10 arXiv Co-Authors (astro-ph) 21 EU email 32 US patent citations
T.P.P., Phys. Rev. X 4, 011047 (2014)
EMPIRICAL NETWORKS
POLITICAL BLOGS (N = 1, 222, E = 19, 027)
T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
EMPIRICAL NETWORKS
POLITICAL BLOGS (N = 1, 222, E = 19, 027)
T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
EMPIRICAL NETWORKS
INTERNET (AUTONOMOUS SYSTEMS) (N = 52, 104, E = 399, 625, B = 191)
T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
EMPIRICAL NETWORKS
IMDB FILM-ACTOR NETWORK (N = 372, 447, E = 1, 812, 312, B = 717)
T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
EMPIRICAL NETWORKS
Human conectome
PART II
Limits on inference
How far can we recover what we put in?
SEMI-PARAMETRIC BAYESIAN INFERENCE
A. DECELLE, F. KRZAKALA, C. MOORE, L .ZDEBOROVA, PHYS. REV. E 84, 066106 (2012)
prs, γr → Known parameters
bi → Unknown parameters
P({bi}|G, {prs}, {γr}) =
P(G|{bi}, {prs})P({bi}|{γr})
P(G|{prs}, {γr})
P(G|{bi}, {prs}) = ∏
i<j
p
Aij
bibj
(1 − pbibj
)1−Aij
P({bi}|{γr}) = ∏
i
γbi
P(G|{prs}, {γr}) = ∑
{bi}
P(G|{bi}, {prs})P({bi}|{γr})
SEMI-PARAMETRIC BAYESIAN INFERENCE
A. DECELLE, F. KRZAKALA, C. MOORE, L .ZDEBOROVA, PHYS. REV. E 84, 066106 (2012)
We have a Potts-like model...
P({bi}|G, {prs}, {γr}) =
e−H({bi})
Z
H({bi}) = − ∑
i<j
Aij ln pbibj
− (1 − Aij) ln(1 − pbibj
) − ∑
i
ln γbi
Z = ∑
{bi}
e−H({bi})
SEMI-PARAMETRIC BAYESIAN INFERENCE
(Physicists doing complex systems.)
CAVITY METHOD: SOLUTION ON A TREE
Bethe free energy
F = − ln Z = − ∑
i
ln Zi
+ ∑
i<j
Aij ln Zij
− E
Zij
= N ∑
r<s
prs(ψ
i→j
r ψ
j→i
s + ψ
i→j
s ψ
j→i
r ) + N ∑
r
prrψ
i→j
r ψ
j→i
r
Zi
= ∑
r
nre−hr
∏
j∈∂i
∑
r
Nprbi
ψ
j→i
r
Belief-propagation (BP): ψ
i→j
r =
1
Zi→j
γre−hr
∏
k∈∂ij
∑
s
Nprsψk→i
s
Auxiliary fields: hr = ∑i ∑r prbi
ψi
r
Node marginals:
P(bi = r|p, γ) = ψi
r =
1
Zi
γr ∏
j∈∂i
∑
s
(Nprs)Aij
(1 − prs)1−Aij
ψ
j→i
s
Exact on trees, and asymptotically exact on SBM networks with N B.
Algorithmic complexity: O(E × B2)
Decelle et al, 2012; M. Mézard, A. Montanari, “Information, Physics, and Computation”, 2009
PHASE TRANSITION IN SBM INFERENCE
A. DECELLE, F. KRZAKALA, C. MOORE, L .ZDEBOROVA, PHYS. REV. E 84, 066106 (2012)
Uniform SBM with B groups of size N/B, with an assortative structure,
Nprs = cinδrs + cout(1 − δrs).
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
overlap
ε= cout/cin
undetectabledetectable
q=2, c=3
εs
overlap, N=500k, BP
overlap, N=70k, MC
0
0.2
0.4
0.6
0.8
1
0 0.2 0.4 0.6 0.8 1
0
100
200
300
400
500
iterations
ε= cout/cin
εs
undetectabledetectable
q=4, c=16
overlap, N=100k, BP
overlap, N=70k, MC
iterations, N=10k
iterations, N=100k
0
0.2
0.4
0.6
0.8
1
12 13 14 15 16 17 18
0
0.1
0.2
0.3
0.4
0.5
fpara-forder
c
undetect. hard detect. easy detect.
q=5,cin=0, N=100k
cd
cc
cs
init. ordered
init. random
fpara-forder
Detectable phase: |cin − cout| > B k
(Algorithmic independent!)
Rigorously proven: e.g. E. Mossel, J. Neeman, and A. Sly (2015).; E. Mossel, J. Neeman, and
A. Sly (2014); C. Bordenave, M. Lelarge, and L. Massoulié, (2015)
EXPECTATION MAXIMIZATON + BP
Maximum likelihood for P(G|{prs}, γr) = Z
Expectation-maximization algorithm
Starting from an initial guess for {prs}, γr:
Solve BP equations, and obtain node marginals. (Expectation step)
Obtain new parameters estimates via
{ˆprs}, { ˆγr} = argmax
{prs},{γr}
P(G|{prs}, γr) (Maximization step)
Repeat.
Algorithmic complexity: O(EB2)
Problems:
Converges to a local optimum.
It is a parametric method, hence it cannot find the number of groups B.
EXPECTATION MAXIMIZATON + BP
14.5
14.6
14.7
14.8
14.9
15
15.1
15.2
15.3
15.4
2 3 4 5 6 7 8
-fBP
number of groups
q*=4, c=16
2.5
3
3.5
4
4.5
5
2 2.5 3 3.5 4 4.5 5 5.5 6
-freeenergy
number of groups
Zachary free energy
Synthetic free energy
Overfitting...
PART III
Model variations and model selection
HYPOTHESIS TESTING
T.P.P, PHYS. REV. X 5, 011033 (2015)
Bayesian modelling allows us to select between different
classes of models, according to statistical evidence.
Posterior odds ratio:
Λ =
P({θ}a|G, Ha)P(Ha)
P({θ}b|G, Hb)P(Hb)
= exp(−∆Σ)
Subjective significance levels:
Λ Evidence strength for Hb
> 1 Favors Ha
1/3 < Λ < 1 Very weak
1/10 < Λ < 1/3 Substantial
1/30 < Λ < 1/10 Strong
1/100 < Λ < 1/30 Very strong
Λ < 1/100 Decisive
OVERLAPPING GROUPS
c)
(Palla et al 2005)
OVERLAPPING GROUPS
c)
(Palla et al 2005)
OVERLAPPING GROUPS
c)
(Palla et al 2005)
Number of nonoverlapping partitions: BN
Number of overlapping partitions: 2BN
OVERLAPPING GROUPS
c)
(Palla et al 2005)
Number of nonoverlapping partitions: BN
Number of overlapping partitions: 2BN
HYPOTHESIS TESTING
T.P.P, PHYS. REV. X 5, 011033 (2015)
10−8
10−4
100
Λ
2 3 4 5 6 7 8
B
10−100
10−75
10−50
10−25
100
Λ
DC, D > 1
DC, D = 1
NDC, D > 1
NDC, D = 1
B = 5,
non-degree-corrected,
overlapping, Λ = 1
B = 4,
non-degree-corrected,
overlapping,
Λ 2 × 10−4,
(Les Misérables)
10−4
10−2
100
Λ
5 6 7 8 9 10 11
B
10−50
10−37
10−24
10−11
Λ
DC, D > 1
DC, D = 1
NDC, D > 1
NDC, D = 1
B = 10,
non-degree-corrected,
nonoverlapping, Λ = 1
B = 9,
non-degree-corrected,
nonoverlapping,
Λ 0.36
(American College Football)
HYPOTHESIS TESTING / MODEL COMPARISON
Political blogs
B = 7, overlapping, degree-corrected, Λ = 1 B = 12, nonoverlapping, degree-corrected,
log10 Λ −747
HYPOTHESIS TESTING / MODEL COMPARISON
Social “ego” network (from Facebook)
0 8 16 24
k
0
1
2
3
4
nk
0 5 10 15 20
k
0
2
4
6
nk
3 6 9
k
0
1
2
3
nk
4 8 12 16
k
0
1
2
3
nk
B = 4, Λ 0.053
T.P.P, Phys. Rev. X 5, 011033 (2015)
HYPOTHESIS TESTING / MODEL COMPARISON
Social “ego” network (from Facebook)
0 8 16 24
k
0
1
2
3
4
nk
0 5 10 15 20
k
0
2
4
6
nk
3 6 9
k
0
1
2
3
nk
4 8 12 16
k
0
1
2
3
nk
0 8 16 24
k
0
1
2
3
4
nk
0 3 6
k
0
2
4
nk
0 3 6 9
k
0
1
2
3
nk
4 8 12
k
0
1
2
3
nk
B = 4, Λ 0.053 B = 5, Λ = 1
T.P.P, Phys. Rev. X 5, 011033 (2015)
OVERLAP VS. NONOVERLAP
0.95 0.96 0.97 0.98 0.99 1.00
c
0.05
0.10
0.15
0.20
µ
(a)
(b)
(c)
(d)
(e)
(f)
(a) B = 2, c = 0.99,
µ = 0.025
(c) B = 3, c = 0.98,
µ = 0.06
(e) B = 4, c = 0.97,
µ = 0.12
(b) B = 3,
c = 0.99, µ = 0.05
(d) B = 7,
c = 0.98, µ = 0.08
(f) B = 15,
c = 0.97, µ = 0.15
HYPOTHESIS TESTING / MODEL COMPARISON
No. N k log10 ΛDCO log10 ΛDC log10 ΛNDCO log10 ΛNDC B d Σ/E
1 34 4.6 −2.1 −2.1 — 0 2 1 4
2 62 5.1 −4.6 −1.4 — 0 2 1 4.8
3 77 6.6 −17 −7.7 0 −7.3 5 1.1 4
4 105 8.4 −12 −2.8 −6.6 0 5 1 4.4
5 115 10.7 −79 −27 — 0 10 1 4.3
6 297 15.9 0 −61 −2.0 × 102 −2.1 × 102 5 1.8 5.1
7 379 4.8 −47 −6.6 0 −8.9 20 1.1 6.2
8 903 15.0 −3.8 × 102 −3.7 × 102 0 −3.7 × 102 60 1.2 3.1
9 1, 278 2.8 −8.1 0 −1.5 × 102 −89 2 1 7.4
10 1, 490 25.6 0 −5.2 × 102 −2.3 × 103 −2.3 × 103 7 1.8 4.4
11 1, 536 3.8 −2.5 × 102 0 −65 −62 38 1 6.7
12 1, 622 11.2 −4.3 × 102 0 −12 −82 48 1 3.3
13 1, 756 4.5 −43 0 −4.0 × 102 −2.8 × 102 7 1 5.9
14 2, 018 2.9 −9.2 0 −2.9 × 102 −2.1 × 102 2 1 8.5
15 4, 039 43.7 −1.5 × 103 0 −8.1 × 102 −9.5 × 102 158 1 3.2
16 4, 941 2.7 −2.2 × 102 0 −21 −25 25 1 11
17 7, 663 17.8 0 −1.1 × 104 −5.3 × 103 −1.6 × 104 85 1 3.2
18 7, 663 5.3 −1.8 × 103 0 −9.3 × 102 −7.3 × 102 63 1 5
19 8, 298 25.0 −9.1 × 103 0 −1.4 × 104 −1.4 × 104 34 1 5.4
20 9, 617 7.7 −4.2 × 103 0 −2.3 × 103 −2.5 × 103 34 1 9.3
21 26, 197 2.2 −2.4 × 103 −1.2 × 103 0 −2.7 × 103 363 1.3 4.5
22 36, 692 20.0 −4.1 × 104 0 −8.5 × 104 −2.8 × 104 1812 1 5.5
23 39, 796 15.2 −6.1 × 104 0 −8.8 × 104 −4.5 × 104 1323 1 6.3
24 52, 104 15.3 −1.5 × 105 0 −3.7 × 104 −4.0 × 104 172 1 6.4
25 58, 228 14.7 0 −5.8 × 104 −1.8 × 105 −1.4 × 105 1995 3.2 7.3
26 65, 888 305.2 −4.4 × 104 0 −4.6 × 105 −4.6 × 105 384 1 4.1
27 68, 746 1.5 −4.8 × 103 −1.4 × 103 0 −7.0 × 103 719 1.4 6.4
28 75, 888 13.4 −1.1 × 105 0 −8.2 × 104 −9.0 × 104 143 1 8.9
29 89, 209 5.3 −1.0 × 104 0 −9.7 × 103 −1.1 × 104 848 1 3.2
30 108, 300 3.5 −3.3 × 103 −5.2 × 103 0 −2.4 × 104 1660 1.8 5.7
31 133, 280 5.9 0 −4.4 × 103 −7.4 × 104 −3.8 × 104 1944 5.3 4.4
32 196, 591 19.3 0 −1.9 × 105 −7.1 × 105 −6.6 × 105 6856 3.7 7.8
33 265, 214 3.2 −1.4 × 104 0 −9.2 × 104 −8.5 × 104 549 1 8.6
34 273, 957 16.8 −5.4 × 105 0 −4.6 × 104 −7.2 × 104 727 1 5.8
35 281, 904 16.4 −1.2 × 106 0 −2.8 × 105 −1.5 × 105 6655 1 4.3
36 317, 080 6.6 −1.7 × 105 0 −3.9 × 105 −4.2 × 105 8766 1 11
37 325, 729 9.2 −5.8 × 105 0 −1.1 × 106 −2.3 × 105 4293 1 5.8
38 325, 729 9.2 −5.6 × 105 0 −1.2 × 106 −2.5 × 105 3995 1 5.8
39 334, 863 5.5 −3.3 × 105 0 −3.6 × 105 −3.4 × 104 9118 1 11
40 372, 787 9.7 −1.0 × 106 0 −1.3 × 105 −1.4 × 105 965 1 11
41 463, 347 20.3 −6.4 × 105 0 −1.8 × 106 −1.5 × 106 9276 1 9.3
42 1, 134, 890 5.3 — 0 −4.5 × 105 −4.9 × 105 264 1 13
T.P.P, Phys. Rev. X 5, 011033 (2015)
SBM WITH LAYERS
T.P.P, PHYS. REV. E 92, 042807 (2015)
C
ollap
sed
l
=
1
l
=
2
l
=
3
Fairly straightforward. Easily
combined with
degree-correction, overlaps, etc.
Edge probabilities are in general
different in each layer.
Node memberships can move or
stay the same across layer.
Works as a general model for
discrete as well as discretized
edge covariates.
Works as a model for temporal
networks.
SBM WITH LAYERS
T.P.P, PHYS. REV. E 92, 042807 (2015)
Edge covariates
P({Gl}|{θ}) = P(Gc|{θ}) ∏
r≤s
∏l ml
rs!
mrs!
Independent layers
P({Gl}|{{θ}l}, {φ}, {zil}) = ∏
l
P(Gl|{θ}l, {φ})
Embedded models can be of any type: Traditional,
degree-corrected, overlapping.
LAYER INFORMATION CAN REVEAL HIDDEN
STRUCTURE
LAYER INFORMATION CAN REVEAL HIDDEN
STRUCTURE
... BUT IT CAN ALSO HIDE STRUCTURE!
→ · · · × C
0.0 0.2 0.4 0.6 0.8 1.0
c
0.0
0.2
0.4
0.6
0.8
1.0
NMI
Collapsed
E/C = 500
E/C = 100
E/C = 40
E/C = 20
E/C = 15
E/C = 12
E/C = 10
E/C = 5
MODEL SELECTION
Null model: Collapsed (aggregated) SBM + fully random layers
P({Gl}|{θ}, {El}) = P(Gc|{θ}) ×
∏l El!
E!
(we can also aggregate layers into larger layers)
MODEL SELECTION
EXAMPLE: SOCIAL NETWORK OF PHYSICIANS
N = 241 Physicians
Survey questions:
“When you need information or advice about questions of
therapy where do you usually turn?”
“And who are the three or four physicians with whom you
most often find yourself discussing cases or therapy in the
course of an ordinary week – last week for instance?”
“Would you tell me the first names of your three friends
whom you see most often socially?”
T.P.P, Phys. Rev. E 92, 042807 (2015)
MODEL SELECTION
EXAMPLE: SOCIAL NETWORK OF PHYSICIANS
MODEL SELECTION
EXAMPLE: SOCIAL NETWORK OF PHYSICIANS
MODEL SELECTION
EXAMPLE: SOCIAL NETWORK OF PHYSICIANS
Λ = 1 log10 Λ ≈ −50
EXAMPLE: BRAZILIAN CHAMBER OF DEPUTIES
Voting network between members of congress (1999-2006)
PMDB, PP, PT
B
DEM,PP
PT
PP,PMDB,PTB
PDT
,PSB,PCdoBPTB,PMDBPSDB,PR
DEM
,PFLPSDB
PT
PP,PTB
Right
Center
Left
EXAMPLE: BRAZILIAN CHAMBER OF DEPUTIES
Voting network between members of congress (1999-2006)
PMDB, PP, PT
B
DEM,PP
PT
PP,PMDB,PTB
PDT
,PSB,PCdoBPTB,PMDBPSDB,PR
DEM
,PFLPSDB
PT
PP,PTB
Right
Center
Left
PR,PFL,PM
D
B
PT
PMDB, PP, PTB
PDT,PSB,PCdoB
PM
D
B,PPS
D
EM,PFL
PSDB
PT
PMDB,PP,PTBPTB
Government
Opposition
1999-2002
PR,PFL,PM
D
B
PT
PMDB, PP, PTB
PDT,PSB,PCdoB
PM
D
B,PPS
D
EM,PFL
PSDB
PT
PMDB,PP,PTBPTB
Government
Opposition
2003-2006
EXAMPLE: BRAZILIAN CHAMBER OF DEPUTIES
Voting network between members of congress (1999-2006)
PMDB, PP, PT
B
DEM,PP
PT
PP,PMDB,PTB
PDT
,PSB,PCdoBPTB,PMDBPSDB,PR
DEM
,PFLPSDB
PT
PP,PTB
Right
Center
Left
PR,PFL,PM
D
B
PT
PMDB, PP, PTB
PDT,PSB,PCdoB
PM
D
B,PPS
D
EM,PFL
PSDB
PT
PMDB,PP,PTBPTB
Government
Opposition
1999-2002
PR,PFL,PM
D
B
PT
PMDB, PP, PTB
PDT,PSB,PCdoB
PM
D
B,PPS
D
EM,PFL
PSDB
PT
PMDB,PP,PTBPTB
Government
Opposition
2003-2006
log10 Λ ≈ −111 Λ = 1
REAL-VALUED EDGES?
Idea: Layers { } → bins of edge values!
P({Gx}|{θ}{ }, { }) = P({Gl}|{θ}{ }, { }) × ∏
l
ρ(xl)
Bayesian posterior → Number (and shape) of bins
EXAMPLE: GLOBAL AIRPORT NETWORK
0 2000 4000 6000 8000 10000 12000
Edge distance (km)
10−7
10−6
10−5
10−4
10−3
Probabilitydensity
(a) (b) (c) (d) (e)
(a) (b) (c) (d) (e)
PROXIMITY BETWEEN HIGH-SCHOOL STUDENTS
0 2 4 6 8 10
Edge time (hours)
10−2
10−1
Probabilitydensity
(a) (b) (c) (d) (e) (f) (g) (h) (i) (j)
(a) (b) (c) (d) (e)
(f) (g) (h) (i) (j)
J. Fournet, A. Barrat. PLoS ONE 9(9):e107878 (2014), http://www.sociopatterns.org/
MOVEMENT BETWEEN GROUPS...
PT
PMDB
PD
T,PSB
PMDB
P
T
PSB,PDT
PP,PR,
PTB
PCdoB,PSB PSDB
PFL,DEM
PPS,PT
TEMPORAL NETWORKS REDUX
AS AN ACTUAL DYNAMICAL SYSTEM THIS TIME
A more basic scenario: Sequences.
xt ∈ [1, N] → Token at time t
xt = {x0, x1, x2, x3, . . . }
(Tokens could be letters, base pairs, itinerary stops, etc.)
n-ORDER MARKOV CHAINS WITH COMMUNITIES
T. P. P. AND MARTIN ROSVALL, ARXIV: 1509.04740
Transitions conditioned on the last n tokens
p(xt|xt−1) → Probability of transition from
memory
xt−1 = {xt−n, . . . , xt−1} to
token xt
Instead of such a direct parametrization, we
divide the tokens and memories into groups:
p(x|x) = θxλbxbx
θx → Overall frequency of token x
λrs → Transition probability from memory
group s to token group r
bx, bx → Group memberships of tokens and
groups
t f s I e a w o h b m i
h i t s w b o a f e m
(a) I
t
w
a
s
h
e
b
o
f
i
m
(b)
t he It of st as s f es t w be wa me e o b th im ti
h i t w o a s b f e m
(c)
{xt} = "It was the best of times"
n-ORDER MARKOV CHAINS WITH COMMUNITIES
{xt} = “It was the best of times”
P({xt}|b) = dλdθ P({xt}|b, λ, θ)P(θ)P(λ)
The Markov chain likelihood is (almost)
identical to the SBM likelihood that gen-
erates the bipartite graph.
Nonparametric → We can select the
number of groups and the Markov order
based on statistical evidence!
T. P. P. and Martin Rosvall, arXiv: 1509.04740
n-ORDER MARKOV CHAINS WITH COMMUNITIES
EXAMPLE: FLIGHT ITINERARIES
{
{
T. P. P. and Martin Rosvall, arXiv: 1509.04740
n-ORDER MARKOV CHAINS WITH COMMUNITIES
US Air Flights War and peace Taxi movements “Rock you” password list
n BN BM Σ Σ BN BM Σ Σ BN BM Σ Σ BN BM Σ Σ
1 384 365 364, 385, 780 365, 211, 460 65 71 11, 422, 564 11, 438, 753 387 385 2, 635, 789 2, 975, 299 140 147 1, 060, 272, 230 1, 060, 385, 582
2 386 7605 319, 851, 871 326, 511, 545 62 435 9, 175, 833 9, 370, 379 397 1127 2, 554, 662 3, 258, 586 109 1597 984, 697, 401 987, 185, 890
3 183 2455 318, 380, 106 339, 898, 057 70 1366 7, 609, 366 8, 493, 211 393 1036 2, 590, 811 3, 258, 586 114 4703 910, 330, 062 930, 926, 370
4 292 1558 318, 842, 968 337, 988, 629 72 1150 7, 574, 332 9, 282, 611 397 1071 2, 628, 813 3, 258, 586 114 5856 889, 006, 060 940, 991, 463
5 297 1573 335, 874, 766 338, 442, 011 71 882 10, 181, 047 10, 992, 795 395 1095 2, 664, 990 3, 258, 586 99 6430 1, 000, 410, 410 1, 005, 057, 233
gzip 573, 452, 240 9, 594, 000 4, 289, 888 1, 315, 388, 208
LZMA 402, 125, 144 7, 420, 464 2, 902, 904 1, 097, 012, 288
(SBM can compress your files!)
T. P. P. and Martin Rosvall, arXiv: 1509.04740
DYNAMIC NETWORKS
Each token is an edge: xt → (i, j)t
Dynamic network → Sequence of edges: {xt} = {(i, j)t}
Problem: Too many possible tokens! O(N2)
Solution: Group the nodes into B groups.
Pair of node groups (r, s) → edge group.
Number of tokens: O(B2) O(N2)
Two-step generative process:
{xt} = {(r, s)t}
(n-order Markov chain)
P((i, j)t|(r, s)t)
(static SBM)
T. P. P. and Martin Rosvall, arXiv: 1509.04740
DYNAMIC NETWORKS
EXAMPLE: STUDENT PROXIMITY
Static part
PC
PCstMPst1
M
P
MPst2
2BIO
1
2BIO22BIO3
PSIst
T. P. P. and Martin Rosvall, arXiv: 1509.04740
DYNAMIC NETWORKS
EXAMPLE: STUDENT PROXIMITY
Static part
PC
PCstMPst1
M
P
MPst2
2BIO
1
2BIO22BIO3
PSIst
Temporal part
T. P. P. and Martin Rosvall, arXiv: 1509.04740
DYNAMIC NETWORKS
CONTINUOUS TIME
xτ → token at continuous time τ
P({xτ}) = P({xt})
Discrete chain
× P({∆t}|{xt})
Waiting times
Exponential waiting time distribution
P({∆t}|{xt}, λ) = ∏
x
λ
kx
bx
e−λbx
∆x
Bayesian integrated likelihood
P({∆t}|{xt}) = ∏
r
∞
0
dλ λer
e−λ∆r
P(λ),
= αE
∏
r
(er − 1)!
∆er
r
.
Jeffreys prior: P(λ) = α
λ
T. P. P. and Martin Rosvall, arXiv: 1509.04740
DYNAMIC NETWORKS
CONTINUOUS TIME
{xτ} → Sequence of notes in Beethoven’s fifth symphony
0 4 8 12 16 20
Memory group
10−4
10−3
10−2
10−1
Avg.waitingtime(seconds)
Without waiting times
(n = 1)
0 4 8 12 16 20 24 28 32
Memory group
10−7
10−6
10−5
10−4
10−3
10−2
10−1
Avg.waitingtime(seconds)
With waiting times
(n = 2)
DYNAMIC NETWORKS
NONSTATIONARITY
{xt} → Concatenation of “War and peace”, by Leo Tolstoy, and “À la
recherche du temps perdu”, by Marcel Proust.
Unmodified chain
Tokens Memories
− log2 P({xt}, b) = 7, 450, 322
DYNAMIC NETWORKS
NONSTATIONARITY
{xt} → Concatenation of “War and peace”, by Leo Tolstoy, and “À la
recherche du temps perdu”, by Marcel Proust.
Unmodified chain
Tokens Memories
− log2 P({xt}, b) = 7, 450, 322
Annotated chain xt = (xt, novel)
Tokens Memories
− log2 P({xt}, b) = 7, 146, 465
MODEL VARIATIONS: WEIGHTED GRAPHS
C. AICHER, A. Z. JACOBS, AND A. CLAUSET. JOURNAL OF COMPLEX NETWORKS 3(2), 221-248 (2015)
Aij ∈ [0, 1] → Adjacency matrix
xij ∈ R → Real-valued covariates
Weights distributed according to the group memberships
P({xij}|{bi}, {θrs}) = ∏
i<j
P(xij|θbibj
)
P(x|θ) → Exponential family (Exponential, Gaussian, Pareto...)
Caveats
Shape of weight distribution must be defined beforehand.
Parametric method (may overfit).
Computationally expensive.
MODEL VARIATIONS: WEIGHTED GRAPHS
C. AICHER, A. Z. JACOBS, AND A. CLAUSET. JOURNAL OF COMPLEX NETWORKS 3(2), 221-248 (2015)
NFL games, weights: score difference
(a) SBM (α = 1) (b) SBM Adjacency Matrix
(c) WSBM (α = 0)
1
2
3
4
1 2 3 4
(d) WSBM Adjacency Matrix
MODEL VARIATIONS: ANNOTATED NETWORKS
M.E.J. NEWMAN AND A. CLAUSET, ARXIV:1507.04001
Main idea: Treat metadata as data, not “ground truth”.
Annotations are partitions, {xi}
Can be used as priors:
P(G, {xi}|θ, γ) = ∑
{bi}
P(G|{bi}, θ)P({bi}|{xi}, γ)
P({bi}|{xi}, γ) = ∏
i
γbixu
Drawbacks: Parametric (i.e. can overfit). Annotations are not always
partitions.
MODEL VARIATIONS: ANNOTATED NETWORKS
M.E.J. NEWMAN AND A. CLAUSET, ARXIV:1507.04001
Middle
High
Male
Female
White Black Hispanic Other Missing
a
c
b
FIG. 2: Three divisions of a school friendship network, using
as metadata (a) school grade, (b) ethnicity, and (c) gender.
MODEL VARIATIONS: ANNOTATED NETWORKS
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
Generalized annotations
Aij → Data layer
Tij → Annotation layer
D
ata,A
M
etad
ata,T
Joint model for data and
metadata.
Arbitrary types of annotation.
Both data and metadata are
clustered into groups.
Fully nonparametric.
MODEL VARIATIONS: ANNOTATED NETWORKS
PREDICTION OF MISSING EDGES
G = G
Observed
∪ δG
Missing
Bayesian probability of missing edges
P(δG|G, {bi}) =
∑θ P(G ∪ δG|{bi}, θ)P(θ)
∑θ P(G|{bi}, θ)P(θ)
= exp(−∆Σ)
R. Guimerà, M Sales-Pardo, PNAS 2009; A. Clauset, C. Moore, MEJ Newman,
Nature, 2008
APPLICATION: DRUG-DRUG INTERACTIONS
R GUIMERÀ, M SALES-PARDO, PLOS COMPUT BIOL, 2013
METADATA AND PREDICTION OF missing nodes
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
Node probability, with known group membership:
P(ai|A, bi, b) =
∑θ P(A, ai|bi, b, θ)P(θ)
∑θ P(A|b, θ)P(θ)
Node probability, with unknown group membership:
P(ai|A, b) = ∑
bi
P(ai|A, bi, b)P(bi|b),
Node probability, with unknown group membership, but known metadata:
P(ai|A, T, b, c) = ∑
bi
P(ai|A, bi, b)P(bi|T, b, c),
Group membership probability, given metadata:
P(bi|T, b, c) =
P(bi, b|T, c)
P(b|T, c)
=
∑γ P(T|bi, b, c, γ)P(bi, b)P(γ)
∑bi
∑γ P(T|bi, b, c, γ)P(bi, b)P(γ)
Predictive likelihood ratio:
λi =
P(ai|A, T, b, c)
P(ai|A, T, b, c) + P(ai|A, b)
λi > 1/2 → the metadata improves
the prediction task
METADATA AND PREDICTION OF MISSING NODES
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
METADATA AND PREDICTION OF MISSING NODES
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
FB
Penn
PPI(krogan)
FB
Tennessee
FB
Berkeley
FB
Caltech
FB
Princeton
PPI(isobasehs)
PPI(yu)
FB
StanfordPGP
PPI(gastric)
FB
Harvard
FB
Vassar
Pol.Blogs
PPI(pancreas)Flickr
PPI(lung)
PPI(predicted)
AnobiiSNIM
DBAmazon
Debianpkgs.DBLP
InternetAS
APS
citations
LFR
bench.
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
Avg.likelihoodratio,λ
λi =
P(ai|A, T, b, c)
P(ai|A, T, b, c) + P(ai|A, b)
METADATA AND PREDICTION OF MISSING NODES
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
Metadata
Data
Aligned Misaligned Random
2 3 4 5 6 7 8 9 10
Number of planted groups, B
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
Averagepredictivelikelihoodratio,λ
Aligned
Random
Misaligned
Misaligned (N/B = 103)
METADATA AND PREDICTION OF MISSING NODES
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
Neighbor probability:
Pe(i|j) = ki
ebi,bj
ebi
ebj
Neighbour probability, given metadata tag:
Pt(i) = ∑
j
P(i|j)Pm(j|t)
Null neighbor probability (no metadata tag):
Q(i) = ∑
j
P(i|j)Π(j)
Kullback-Leibler divergence:
DKL(Pt||Q) = ∑
i
Pt(i) ln
Pt(i)
Q(i)
Relative divergence:
µr ≡
DKL(Pt||Q)
H(q)
→ Metadata group predictiveness
METADATA AND PREDICTION OF MISSING NODES
DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
100 101 102 103 104
Metadata group size, nr
0.0
0.2
0.4
0.6
0.8
1.0
1.2
Metadatagrouppredictiveness,µr
Keywords
Producers
Directors
Ratings
Country
Genre
Production
Year
GENERALIZED COMMUNITY STRUCTURE
M.E.J. NEWMAN, T. P. PEIXOTO, PHYS. REV. LETT. 115, 088701 (2015)
Continuous generative models
Nodes inhabit a latent-space: xu ∈ [0, 1].
P(G|c, x) = ∏
u<v
ω(xu, xv)Auv (1 − ω(xu, xv))1−Auv
Polynomial expansion:
ω(x, y) = ∑
ij
cijBi(x)Bj(y)
Bernstein basis:
Bi(x) =
n
i
xi
(1 − x)n−i
Spatial information can be learned from
network topology alone.
No assortativity/homophily assumed!
ω(x,y)(a) Group 2 Group 3Group 1
(b)
(c)
Tail
Head
OPEN PROBLEMS
Knowns
Better models...
Mechanistic elements...
Known Unknowns
Quality of fit?
Network comparison?
Cross-validation and bootstrapping?
Combination of micro- and mesoscale structures?
Unknown Unknowns
?
?
THE END
Very fast, freely available C++ code as part of the
graph-tool Python library.
http://graph-tool.skewed.de

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Statistical inference of generative network models - Tiago P. Peixoto

  • 1. Statistical inference of generative network models Tiago P. Peixoto Universität Bremen Germany ISI Foundation Turin, Italy Como, May 2016
  • 3. PROBLEM: HOW TO DETECT AND CHARACTERIZE MODULAR STRUCTURE?
  • 10. DIFFERENT METHODS, DIFFERENT RESULTS... Betweenness Modularity matrix Infomap Walk Trap Label propagation Modularity Modularity (Blondel) Spin glass Infomap (overlapping) Clique percolation
  • 11. (XKCD, Randall Munroe) Are we stuck on this?
  • 12. A PRINCIPLED APPROACH: GENERATIVE MODELS Before we devise algorithms, we must formulate probabilistic models for the formation of network structure. The parameters of the model describe the network structure. The actual values of the parameters are unknown beforehand, but can be inferred from data, using robust principles from statistics. Ultimately, we seek to: Reduce the complexity of network data. Access the statistical significance of the results, and thus differentiate structure from noise. Compare different models as alternative hypotheses. Generalize from data and make predictions.
  • 13. NOTHING MORE THAN TRADITIONAL SCIENCE...
  • 14. How do we model networks?
  • 15. EXPONENTIAL RANDOM GRAPH MODEL (ERGM) G → Network m(G) → Observable (e.g. cluster- ing, community structure, etc.) We want a probabilistic model: P(G) Maximum entropy principle Ensemble entropy: S = − ∑G P(G) ln P(G) Maximize S conditioned on m = m∗ m = 1 N ∑ G m(G)P(G)
  • 16. EXPONENTIAL RANDOM GRAPH MODEL (ERGM) G → Network m(G) → Observable (e.g. cluster- ing, community structure, etc.) We want a probabilistic model: P(G) Maximum entropy principle Ensemble entropy: S = − ∑G P(G) ln P(G) Maximize S conditioned on m = m∗ m = 1 N ∑ G m(G)P(G) Lagrange multipliers: Λ = − ∑ G P(G) ln P(G) − θ ∑ G m(G)P(G) − Nm∗ ∂Λ ∂P(G) = 0, ∂Λ ∂θ = 0 P(G|θ) = e−θm(G) Z(θ) Z(θ) = ∑ G e−θm(G) In Physics: ERGM → Gibbs ensemble m(G) → Hamiltonian θ → Inverse temperature Z(θ) → Partition function
  • 17. ERGM WITH COMMUNITY STRUCTURE N nodes divided into B groups. Node partition, bi ∈ [1, B] Observables: Number of edges between groups r and s, ers = ∑ij Aijδbi,rδbj,s P(G|θ) = exp − ∑r≤s θrsers Z(θ) = ∏ i<j e −Aijθbibj e −θbibj + 1 prs = 1 eθrs + 1 P(G|b, θ) = ∏ i<j p Aij bibj (1 − pbibj )1−Aij prs → Probability of an edge existing between two nodes of groups r and s. ers = nrnsprs a.k.a. the stochastic block model (SBM)
  • 18. THE STOCHASTIC BLOCK MODEL (SBM) P. W. HOLLAND ET AL., SOC NETWORKS 5, 109 (1983) Large-scale modules: N nodes divided into B groups. Parameters: bi → group membership of node i prs → probability of an edge between nodes of groups r and s. s r → Properties: General model for large-scale structures. Traditional assortative communities are a special case, but it also admits arbitrary mixing patterns (e.g. bipartite, core-periphery, etc). Formulation for directed graphs is trivial. The meaning of “communities” or “groups” is well defined in the model.
  • 19. BASIC SBM VARIATIONS Bernoulli (simple graphs) P(G|b, θ) = ∏ i<j p Aij bibj (1 − pbibj )1−Aij (Holland et al, 1983) Poisson (multigraphs) P(G|b, λ) = ∏ i<j e −λbibj λ Aij bibj Aij! (Karrer and Newman, 2011) Microcanonical P(G|b, {ers}) = 1 Ω({ers}, {nr}) Simple graphs Ω({ers}, {nr}) = ∏ r<s nrns ers ∏ r (nr 2 ) err/2 Multigraphs Ω({ers}, {nr}) = ∏ r<s nrns ers ∏ r nr 2 err/2 (Peixoto, 2012)
  • 20. PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD Data likelihood: P(G|θ) G → Observed network θ → Model parameters: {prs}, {bi} s r θ −→ P(G|θ) G
  • 21. PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD Data likelihood: P(G|θ) G → Observed network θ → Model parameters: {prs}, {bi} G
  • 22. PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD Data likelihood: P(G|θ) G → Observed network θ → Model parameters: {prs}, {bi} G
  • 23. PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD Data likelihood: P(G|θ) G → Observed network θ → Model parameters: {prs}, {bi} ←− argmax θ P(G|θ) G
  • 24. PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD Data likelihood: P(G|θ) G → Observed network θ → Model parameters: {prs}, {bi} ˆθ ←− argmax θ P(G|θ) G
  • 25. PARAMETRIC INFERENCE VIA MAXIMUM LIKELIHOOD Data likelihood: P(G|θ) G → Observed network θ → Model parameters: {prs}, {bi} ˆθ ←− argmax θ P(G|θ) G
  • 26. EFFICIENT MCMC INFERENCE ALGORITHM T. P. P., PHYS. REV. E 89, 012804 (2014) Idea: Use the currently-inferred structure to guess the best next move. Choose a random vertex v (happens to belong to block r). Move it to a random block s ∈ [1, B], chosen with a probability p(r → s|t) proportional to ets + , where t is the block membership of a randomly chosen neighbour of v. Accept the move with probability a = min e−β∆S ∑t pi tp(s → r|t) ∑t pi tp(r → s|t) , 1 . Repeat. i bi = r j bj = t etr ets etur t s u
  • 27. EFFICIENT MCMC INFERENCE ALGORITHM One remaining problem: Metastable states... 0 200 400 600 800 1000 1200 MCMC Sweeps −1.2 −1.0 −0.8 −0.6 −0.4 −0.2 0.0St T.P.P., Phys. Rev. E 89, 012804 (2014)
  • 28. EFFICIENT MCMC INFERENCE ALGORITHM Solution: Agglomerative clustering. →
  • 29. EFFICIENT MCMC INFERENCE ALGORITHM Solution: Agglomerative clustering. → By making β → ∞ we get a very reliable greedy heuristic!
  • 30. EFFICIENT MCMC INFERENCE ALGORITHM Solution: Agglomerative clustering. → By making β → ∞ we get a very reliable greedy heuristic! Algorithmic complexity: O(N ln2 N) (independent of B)
  • 31. INFERENCE = BED OF ROSES There are some caveats...
  • 32. PROBLEM 1: BROAD DEGREE DISTRIBUTIONS BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011 Political Blogs (Adamic and Glance, 2005)
  • 33. PROBLEM 1: BROAD DEGREE DISTRIBUTIONS BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011 Political Blogs (Adamic and Glance, 2005)
  • 34. PROBLEM 1: BROAD DEGREE DISTRIBUTIONS BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011 Political Blogs (Adamic and Glance, 2005) Degree-corrected SBM pij = θiθjλbi,bj λrs → edges between groups θi → propensity of node i P(G|b, θ, λ) = ∏ i<j e −θiθjλbibj θiθjλbibj Aij Aij! ˆθi = ki ebi ˆλrs = ers
  • 35. PROBLEM 1: BROAD DEGREE DISTRIBUTIONS BRIAN KARRER AND M. E. J. NEWMAN, PHYS. REV. E 83, 016107, 2011 Political Blogs (Adamic and Glance, 2005) Degree-corrected SBM pij = θiθjλbi,bj λrs → edges between groups θi → propensity of node i P(G|b, θ, λ) = ∏ i<j e −θiθjλbibj θiθjλbibj Aij Aij! ˆθi = ki ebi ˆλrs = ers
  • 36. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki})
  • 37. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 2 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 38. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 3 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 39. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 4 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 40. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 5 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 41. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 6 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 42. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 10 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 43. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 20 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 44. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 40 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 45. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = 70 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 46. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = N 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits)
  • 47. (BIG) PROBLEM 2: OVERFITTING What if we don’t know the number of groups, B? S = − log2 P(G|{bi}, {ers}, {ki}) B = N 0 20 40 60 80 100 B 0 200 400 600 800 1000 1200 S(bits) ... in other words: Overfitting!
  • 48. NONPARAMETRIC BAYESIAN INFERENCE Bayes’ rule P(θ|G) = P(G|θ)P(θ) P(G) P(G|θ) → Data likelihood P(θ) → Prior P(θ|G) → Posterior P(G) = ∑θ P(G|θ)P(θ) → Model evidence
  • 49. THE MINIMUM DESCRIPTION LENGTH PRINCIPLE (MDL) Bayesian formulation Posterior: P(θ|G) = P(G|θ)P(θ) P(G) G → Observed network θ → Model parameters: {ers}, {bi} P(θ) → Prior on the parameters Inference vs. compression − ln P(θ|G) = − ln P(G|θ) S − ln P(θ) L + ln P(G) S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. Rissanen, J. Automatica 14 (5): 465–658. (1978)
  • 50. MDL FOR THE SBM T. P. PEIXOTO, PHYS. REV. LETT. 110, 148701 (2013) Microcanonical model θ = {bi}, {ers} Data description length S = − ln P(G|{bi}, {ers}) = ∑ rs ln nrns ers + ∑ r (nr 2 ) ers/2 Partition description length P({bi}) = P({bi}|{nr})P({nr}) Lp = − ln P({bi}) = B N +ln N! − ∑ r nr! Edge description length P({ers}) = 1 Ω(B, E) Le = − ln P({ers}) = ln     B 2 E     Σ = S + Lp + Le
  • 51. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 52. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 2, S 1805.3 bits Model, L 122.6 bits Σ 1927.9 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 53. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 3, S 1688.1 bits Model, L 203.4 bits Σ 1891.5 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 54. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 4, S 1640.8 bits Model, L 270.7 bits Σ 1911.5 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 55. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 5, S 1590.5 bits Model, L 330.8 bits Σ 1921.3 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 56. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 6, S 1554.2 bits Model, L 386.7 bits Σ 1940.9 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 57. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 10, S 1451.0 bits Model, L 590.8 bits Σ 2041.8 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 58. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 20, S 1300.7 bits Model, L 1037.8 bits Σ 2338.6 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 59. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 40, S 1092.8 bits Model, L 1730.3 bits Σ 2823.1 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 60. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 70, S 881.3 bits Model, L 2427.3 bits Σ 3308.6 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 61. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = N, S = 0 bits Model, L 3714.9 bits Σ 3714.9 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 62. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 3, S 1688.1 bits Model, L 203.4 bits Σ 1891.5 bits T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 63. MINIMUM DESCRIPTION LENGTH S → Information required to describe the network, when the model is known. L → Information required to describe the model. Σ = S + L Description length Total information necessary to describe the data. B = 3, S 1688.1 bits Model, L 203.4 bits Σ 1891.5 bits B Σ B∗ → Occam’s razor The best model is the one which most compresses the data. T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 64. WORKS VERY WELL... Generated (B = 10) r s Planted 0 5 10 15 20 B 0.5 0.4 0.3 0.2 0.1 0.0 0.1 0.2 0.3 Σb/E k =5 k =5.3 k =6 k =7 k =8 k =9 k =10 k =15 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 65. WORKS VERY WELL... 0 5 10 15 B 2.8 2.9 3.0 3.1 3.2 3.3 3.4 Σt/c/E Deg. Corr. Traditional American football 0 5 10 15 B 3.0 3.1 3.2 3.3 3.4 3.5 Σt/c/E Deg. Corr. Traditional Political Books T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 66. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657
  • 67. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332
  • 68. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332
  • 69. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered!
  • 70. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 71. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 72. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 73. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 74. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 75. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 76. EXAMPLE: THE INTERNET MOVIE DATABASE (IMDB) 135 223 72 317 32 253 63 182 46 302 66 232 133 246 8 178 116 320 161 175 53 292 14 216 6 278 12 213 108 301 156 195 128 233 50 222 104 211 146 256 162 166 119 239 21 206 115 190 154 313 155 326 38 286 152 319 89 238 9 281 49 293 93 269 153 227 23 237 57 289 151 179 71 276 19 173 137 308 60 330 69 248 42 297 134 1722 285 109 192 139 325 27 185 5 328 67 220 129 224 40 299 31 183 111 199 61 228 114 221 106 242 84 189 97 291 90 294 44 304 163 203 127 324 149 268 118 234 124 201 136 288 164 212 52 177 18 240 101 298 150 254 75 193 16 235 28 176 13 266 100 329 39 275 145 171 158 181 103 258 112 327 43 210 81 271 131 321 121 249 148 279 3 230 70 262 88 280 29 274 95 284 126 252 64 209 141 245 91 314 92 261 76 174 4 188 30 250 68 296 123 196 82 322 74 307 17 208 110 243 24 312 34 323 132 244 47 306 41 167 87 194 125 272 140 205 79 311 33 247 138 229 122 305 65 170 102 270 54 331 98 318 94 300 120 217 147 303 85 255 1 225 143 315 35 309 36 264 10 277 159 191 62 200 77 186 73 295 22 168 165 236 15 198 105 310 0 215 20 197 80 214 142 187 113 251 107 257 86 180 99 207 83 273 37 184 56 204 144 169 26 263 45 259 51 219 117287 58 290 160 202 11 316 48 282 7 267 96 231 25 265 157 260 78 226 130 283 55 241 59 218 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013) Bipartite network of actors and films. Fairly large: N = 372, 787, E = 1, 812, 657 MDL selects: B = 332 0 50 100 150 200 250 300 s 100 101 102 103 104 ers 103 nr 0 50 100 150 200 250 300 r 101 kr Bipartiteness is fully uncovered! Detects meaningful features: Temporal Spatial (Country) Type/Genre
  • 77. PROBLEM 3: RESOLUTION LIMIT !? Remaining networkMerge candidates Minimum detectable block size ∼ √ N. Why? 100 101 102 103 104 105 N/B 101 102 103 104 ec Detectable Undetectable N = 103 N = 104 N = 105 N = 106 T. P. Peixoto, Phys. Rev. Lett. 110, 148701 (2013)
  • 78. RESOLUTION LIMIT: LACK OF PRIOR INFORMATION Assumption that all block structures (block graphs) occur with the same probability. Σ ∼ S Data | Model + B2 ln E Edge counts + N ln B Node partition Noninformative priors → resolution limit
  • 79. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0
  • 80. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0 l = 1
  • 81. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0 l = 1 l = 2
  • 82. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0 l = 1 l = 2 l = 3
  • 83. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0 l = 1 l = 2 l = 3 NestedmodelObservednetwork N nodes E edges B0 nodes E edges B1 nodes E edges B2 nodes E edges
  • 84. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0 l = 1 l = 2 l = 3 NestedmodelObservednetwork N nodes E edges B0 nodes E edges B1 nodes E edges B2 nodes E edges
  • 85. SOLUTION: MODEL THE MODEL T. P. PEIXOTO, PHYS. REV. X 4, 011047 (2014)l = 0 l = 1 l = 2 l = 3 NestedmodelObservednetwork N nodes E edges B0 nodes E edges B1 nodes E edges B2 nodes E edges 100 101 102 103 104 105 N/B 101 102 103 104 ec Detectable Detectable with nested model Undetectable N = 103 N = 104 N = 105 N = 106 N/Bmax ∼ ln N √ N
  • 86. HIERARCHICAL MODEL: BUILT-IN VALIDATION 0.5 0.6 0.7 0.8 0.9 1.0 c 0.0 0.2 0.4 0.6 0.8 1.0 NMI 1 2 3 4 5 L (a) (b) (c) (d) NMI (B=16) NMI (nested) Inferred L (a) (b) (c) (d) T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
  • 87. EMPIRICAL NETWORKS Nonhierarchical SBM 102 103 104 105 106 107 E 101 102 103 104 N/B 0 1 2 3 4 5 6 7 8 9 10 11 12 1314 1516 17 18 19 20 21 2223 24 25 26 272829 30 31 32 Hierarchical SBM 102 103 104 105 106 107 E 101 102 103 104 N/B 0 1 2 3 4 5 6 7 8 9 1011 121314 1516 17 18 1920 21 2223 24 25 26 27 2829 30 31 32 No. N E Dir. No. N E Dir. No. N E Dir. 0 62 159 No 11 21, 363 91, 286 No 22 255, 265 2, 234, 572 Yes 1 105 441 No 12 27, 400 352, 504 Yes 23 317, 080 1, 049, 866 No 2 115 613 No 13 34, 401 421, 441 Yes 24 325, 729 1, 469, 679 Yes 3 297 2, 345 Yes 14 39, 796 301, 498 Yes 25 334, 863 925, 872 No 4 903 6, 760 No 15 52, 104 399, 625 Yes 26 372, 547 1, 812, 312 No 5 1, 222 19, 021 Yes 16 56, 739 212, 945 No 27 449, 087 4, 690, 321 Yes 6 4, 158 13, 422 No 17 75, 877 508, 836 Yes 28 654, 782 7, 499, 425 Yes 7 4, 941 6, 594 No 18 82, 168 870, 161 Yes 29 855, 802 5, 066, 842 Yes 8 8, 638 24, 806 No 19 105, 628 2, 299, 623 No 30 1, 134, 890 2, 987, 624 No 9 11, 204 117, 619 No 20 196, 591 950, 327 No 31 1, 637, 868 15, 205, 016 No 10 17, 903 196, 972 No 21 224, 832 394, 400 Yes 32 3, 764, 117 16, 511, 740 Yes No. Network No. Network No. Network 0 Dolphins 11 arXiv Co-Authors (cond-mat) 22 Web graph of stanford.edu. 1 Political Books 12 arXiv Citations (hep-th) 23 DBLP collaboration 2 American Football 13 arXiv Citations (hep-ph) 24 WWW 3 C. Elegans Neurons 14 PGP 25 Amazon product network 4 Disease Genes 15 Internet AS (Caida) 26 IMDB film-actor (bipartite) 5 Political Blogs 16 Brightkite social network 27 APS citations 6 arXiv Co-Authors (gr-qc) 17 Epinions.com trust network 28 Berkeley/Stanford web graph 7 Power Grid 18 Slashdot 29 Google web graph 8 arXiv Co-Authors (hep-th) 19 Flickr 30 Youtube social network 9 arXiv Co-Authors (hep-ph) 20 Gowalla social network 31 Yahoo groups (bipartite) 10 arXiv Co-Authors (astro-ph) 21 EU email 32 US patent citations T.P.P., Phys. Rev. X 4, 011047 (2014)
  • 88. EMPIRICAL NETWORKS POLITICAL BLOGS (N = 1, 222, E = 19, 027) T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
  • 89. EMPIRICAL NETWORKS POLITICAL BLOGS (N = 1, 222, E = 19, 027) T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
  • 90. EMPIRICAL NETWORKS INTERNET (AUTONOMOUS SYSTEMS) (N = 52, 104, E = 399, 625, B = 191) T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
  • 91. EMPIRICAL NETWORKS IMDB FILM-ACTOR NETWORK (N = 372, 447, E = 1, 812, 312, B = 717) T. P. Peixoto, Phys. Rev. X 4, 011047 (2014)
  • 93. PART II Limits on inference How far can we recover what we put in?
  • 94. SEMI-PARAMETRIC BAYESIAN INFERENCE A. DECELLE, F. KRZAKALA, C. MOORE, L .ZDEBOROVA, PHYS. REV. E 84, 066106 (2012) prs, γr → Known parameters bi → Unknown parameters P({bi}|G, {prs}, {γr}) = P(G|{bi}, {prs})P({bi}|{γr}) P(G|{prs}, {γr}) P(G|{bi}, {prs}) = ∏ i<j p Aij bibj (1 − pbibj )1−Aij P({bi}|{γr}) = ∏ i γbi P(G|{prs}, {γr}) = ∑ {bi} P(G|{bi}, {prs})P({bi}|{γr})
  • 95. SEMI-PARAMETRIC BAYESIAN INFERENCE A. DECELLE, F. KRZAKALA, C. MOORE, L .ZDEBOROVA, PHYS. REV. E 84, 066106 (2012) We have a Potts-like model... P({bi}|G, {prs}, {γr}) = e−H({bi}) Z H({bi}) = − ∑ i<j Aij ln pbibj − (1 − Aij) ln(1 − pbibj ) − ∑ i ln γbi Z = ∑ {bi} e−H({bi})
  • 97. CAVITY METHOD: SOLUTION ON A TREE Bethe free energy F = − ln Z = − ∑ i ln Zi + ∑ i<j Aij ln Zij − E Zij = N ∑ r<s prs(ψ i→j r ψ j→i s + ψ i→j s ψ j→i r ) + N ∑ r prrψ i→j r ψ j→i r Zi = ∑ r nre−hr ∏ j∈∂i ∑ r Nprbi ψ j→i r Belief-propagation (BP): ψ i→j r = 1 Zi→j γre−hr ∏ k∈∂ij ∑ s Nprsψk→i s Auxiliary fields: hr = ∑i ∑r prbi ψi r Node marginals: P(bi = r|p, γ) = ψi r = 1 Zi γr ∏ j∈∂i ∑ s (Nprs)Aij (1 − prs)1−Aij ψ j→i s Exact on trees, and asymptotically exact on SBM networks with N B. Algorithmic complexity: O(E × B2) Decelle et al, 2012; M. Mézard, A. Montanari, “Information, Physics, and Computation”, 2009
  • 98. PHASE TRANSITION IN SBM INFERENCE A. DECELLE, F. KRZAKALA, C. MOORE, L .ZDEBOROVA, PHYS. REV. E 84, 066106 (2012) Uniform SBM with B groups of size N/B, with an assortative structure, Nprs = cinδrs + cout(1 − δrs). 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 overlap ε= cout/cin undetectabledetectable q=2, c=3 εs overlap, N=500k, BP overlap, N=70k, MC 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 100 200 300 400 500 iterations ε= cout/cin εs undetectabledetectable q=4, c=16 overlap, N=100k, BP overlap, N=70k, MC iterations, N=10k iterations, N=100k 0 0.2 0.4 0.6 0.8 1 12 13 14 15 16 17 18 0 0.1 0.2 0.3 0.4 0.5 fpara-forder c undetect. hard detect. easy detect. q=5,cin=0, N=100k cd cc cs init. ordered init. random fpara-forder Detectable phase: |cin − cout| > B k (Algorithmic independent!) Rigorously proven: e.g. E. Mossel, J. Neeman, and A. Sly (2015).; E. Mossel, J. Neeman, and A. Sly (2014); C. Bordenave, M. Lelarge, and L. Massoulié, (2015)
  • 99. EXPECTATION MAXIMIZATON + BP Maximum likelihood for P(G|{prs}, γr) = Z Expectation-maximization algorithm Starting from an initial guess for {prs}, γr: Solve BP equations, and obtain node marginals. (Expectation step) Obtain new parameters estimates via {ˆprs}, { ˆγr} = argmax {prs},{γr} P(G|{prs}, γr) (Maximization step) Repeat. Algorithmic complexity: O(EB2) Problems: Converges to a local optimum. It is a parametric method, hence it cannot find the number of groups B.
  • 100. EXPECTATION MAXIMIZATON + BP 14.5 14.6 14.7 14.8 14.9 15 15.1 15.2 15.3 15.4 2 3 4 5 6 7 8 -fBP number of groups q*=4, c=16 2.5 3 3.5 4 4.5 5 2 2.5 3 3.5 4 4.5 5 5.5 6 -freeenergy number of groups Zachary free energy Synthetic free energy Overfitting...
  • 101. PART III Model variations and model selection
  • 102. HYPOTHESIS TESTING T.P.P, PHYS. REV. X 5, 011033 (2015) Bayesian modelling allows us to select between different classes of models, according to statistical evidence. Posterior odds ratio: Λ = P({θ}a|G, Ha)P(Ha) P({θ}b|G, Hb)P(Hb) = exp(−∆Σ) Subjective significance levels: Λ Evidence strength for Hb > 1 Favors Ha 1/3 < Λ < 1 Very weak 1/10 < Λ < 1/3 Substantial 1/30 < Λ < 1/10 Strong 1/100 < Λ < 1/30 Very strong Λ < 1/100 Decisive
  • 105. OVERLAPPING GROUPS c) (Palla et al 2005) Number of nonoverlapping partitions: BN Number of overlapping partitions: 2BN
  • 106. OVERLAPPING GROUPS c) (Palla et al 2005) Number of nonoverlapping partitions: BN Number of overlapping partitions: 2BN
  • 107. HYPOTHESIS TESTING T.P.P, PHYS. REV. X 5, 011033 (2015) 10−8 10−4 100 Λ 2 3 4 5 6 7 8 B 10−100 10−75 10−50 10−25 100 Λ DC, D > 1 DC, D = 1 NDC, D > 1 NDC, D = 1 B = 5, non-degree-corrected, overlapping, Λ = 1 B = 4, non-degree-corrected, overlapping, Λ 2 × 10−4, (Les Misérables) 10−4 10−2 100 Λ 5 6 7 8 9 10 11 B 10−50 10−37 10−24 10−11 Λ DC, D > 1 DC, D = 1 NDC, D > 1 NDC, D = 1 B = 10, non-degree-corrected, nonoverlapping, Λ = 1 B = 9, non-degree-corrected, nonoverlapping, Λ 0.36 (American College Football)
  • 108. HYPOTHESIS TESTING / MODEL COMPARISON Political blogs B = 7, overlapping, degree-corrected, Λ = 1 B = 12, nonoverlapping, degree-corrected, log10 Λ −747
  • 109. HYPOTHESIS TESTING / MODEL COMPARISON Social “ego” network (from Facebook) 0 8 16 24 k 0 1 2 3 4 nk 0 5 10 15 20 k 0 2 4 6 nk 3 6 9 k 0 1 2 3 nk 4 8 12 16 k 0 1 2 3 nk B = 4, Λ 0.053 T.P.P, Phys. Rev. X 5, 011033 (2015)
  • 110. HYPOTHESIS TESTING / MODEL COMPARISON Social “ego” network (from Facebook) 0 8 16 24 k 0 1 2 3 4 nk 0 5 10 15 20 k 0 2 4 6 nk 3 6 9 k 0 1 2 3 nk 4 8 12 16 k 0 1 2 3 nk 0 8 16 24 k 0 1 2 3 4 nk 0 3 6 k 0 2 4 nk 0 3 6 9 k 0 1 2 3 nk 4 8 12 k 0 1 2 3 nk B = 4, Λ 0.053 B = 5, Λ = 1 T.P.P, Phys. Rev. X 5, 011033 (2015)
  • 111. OVERLAP VS. NONOVERLAP 0.95 0.96 0.97 0.98 0.99 1.00 c 0.05 0.10 0.15 0.20 µ (a) (b) (c) (d) (e) (f) (a) B = 2, c = 0.99, µ = 0.025 (c) B = 3, c = 0.98, µ = 0.06 (e) B = 4, c = 0.97, µ = 0.12 (b) B = 3, c = 0.99, µ = 0.05 (d) B = 7, c = 0.98, µ = 0.08 (f) B = 15, c = 0.97, µ = 0.15
  • 112. HYPOTHESIS TESTING / MODEL COMPARISON No. N k log10 ΛDCO log10 ΛDC log10 ΛNDCO log10 ΛNDC B d Σ/E 1 34 4.6 −2.1 −2.1 — 0 2 1 4 2 62 5.1 −4.6 −1.4 — 0 2 1 4.8 3 77 6.6 −17 −7.7 0 −7.3 5 1.1 4 4 105 8.4 −12 −2.8 −6.6 0 5 1 4.4 5 115 10.7 −79 −27 — 0 10 1 4.3 6 297 15.9 0 −61 −2.0 × 102 −2.1 × 102 5 1.8 5.1 7 379 4.8 −47 −6.6 0 −8.9 20 1.1 6.2 8 903 15.0 −3.8 × 102 −3.7 × 102 0 −3.7 × 102 60 1.2 3.1 9 1, 278 2.8 −8.1 0 −1.5 × 102 −89 2 1 7.4 10 1, 490 25.6 0 −5.2 × 102 −2.3 × 103 −2.3 × 103 7 1.8 4.4 11 1, 536 3.8 −2.5 × 102 0 −65 −62 38 1 6.7 12 1, 622 11.2 −4.3 × 102 0 −12 −82 48 1 3.3 13 1, 756 4.5 −43 0 −4.0 × 102 −2.8 × 102 7 1 5.9 14 2, 018 2.9 −9.2 0 −2.9 × 102 −2.1 × 102 2 1 8.5 15 4, 039 43.7 −1.5 × 103 0 −8.1 × 102 −9.5 × 102 158 1 3.2 16 4, 941 2.7 −2.2 × 102 0 −21 −25 25 1 11 17 7, 663 17.8 0 −1.1 × 104 −5.3 × 103 −1.6 × 104 85 1 3.2 18 7, 663 5.3 −1.8 × 103 0 −9.3 × 102 −7.3 × 102 63 1 5 19 8, 298 25.0 −9.1 × 103 0 −1.4 × 104 −1.4 × 104 34 1 5.4 20 9, 617 7.7 −4.2 × 103 0 −2.3 × 103 −2.5 × 103 34 1 9.3 21 26, 197 2.2 −2.4 × 103 −1.2 × 103 0 −2.7 × 103 363 1.3 4.5 22 36, 692 20.0 −4.1 × 104 0 −8.5 × 104 −2.8 × 104 1812 1 5.5 23 39, 796 15.2 −6.1 × 104 0 −8.8 × 104 −4.5 × 104 1323 1 6.3 24 52, 104 15.3 −1.5 × 105 0 −3.7 × 104 −4.0 × 104 172 1 6.4 25 58, 228 14.7 0 −5.8 × 104 −1.8 × 105 −1.4 × 105 1995 3.2 7.3 26 65, 888 305.2 −4.4 × 104 0 −4.6 × 105 −4.6 × 105 384 1 4.1 27 68, 746 1.5 −4.8 × 103 −1.4 × 103 0 −7.0 × 103 719 1.4 6.4 28 75, 888 13.4 −1.1 × 105 0 −8.2 × 104 −9.0 × 104 143 1 8.9 29 89, 209 5.3 −1.0 × 104 0 −9.7 × 103 −1.1 × 104 848 1 3.2 30 108, 300 3.5 −3.3 × 103 −5.2 × 103 0 −2.4 × 104 1660 1.8 5.7 31 133, 280 5.9 0 −4.4 × 103 −7.4 × 104 −3.8 × 104 1944 5.3 4.4 32 196, 591 19.3 0 −1.9 × 105 −7.1 × 105 −6.6 × 105 6856 3.7 7.8 33 265, 214 3.2 −1.4 × 104 0 −9.2 × 104 −8.5 × 104 549 1 8.6 34 273, 957 16.8 −5.4 × 105 0 −4.6 × 104 −7.2 × 104 727 1 5.8 35 281, 904 16.4 −1.2 × 106 0 −2.8 × 105 −1.5 × 105 6655 1 4.3 36 317, 080 6.6 −1.7 × 105 0 −3.9 × 105 −4.2 × 105 8766 1 11 37 325, 729 9.2 −5.8 × 105 0 −1.1 × 106 −2.3 × 105 4293 1 5.8 38 325, 729 9.2 −5.6 × 105 0 −1.2 × 106 −2.5 × 105 3995 1 5.8 39 334, 863 5.5 −3.3 × 105 0 −3.6 × 105 −3.4 × 104 9118 1 11 40 372, 787 9.7 −1.0 × 106 0 −1.3 × 105 −1.4 × 105 965 1 11 41 463, 347 20.3 −6.4 × 105 0 −1.8 × 106 −1.5 × 106 9276 1 9.3 42 1, 134, 890 5.3 — 0 −4.5 × 105 −4.9 × 105 264 1 13 T.P.P, Phys. Rev. X 5, 011033 (2015)
  • 113. SBM WITH LAYERS T.P.P, PHYS. REV. E 92, 042807 (2015) C ollap sed l = 1 l = 2 l = 3 Fairly straightforward. Easily combined with degree-correction, overlaps, etc. Edge probabilities are in general different in each layer. Node memberships can move or stay the same across layer. Works as a general model for discrete as well as discretized edge covariates. Works as a model for temporal networks.
  • 114. SBM WITH LAYERS T.P.P, PHYS. REV. E 92, 042807 (2015) Edge covariates P({Gl}|{θ}) = P(Gc|{θ}) ∏ r≤s ∏l ml rs! mrs! Independent layers P({Gl}|{{θ}l}, {φ}, {zil}) = ∏ l P(Gl|{θ}l, {φ}) Embedded models can be of any type: Traditional, degree-corrected, overlapping.
  • 115. LAYER INFORMATION CAN REVEAL HIDDEN STRUCTURE
  • 116. LAYER INFORMATION CAN REVEAL HIDDEN STRUCTURE
  • 117. ... BUT IT CAN ALSO HIDE STRUCTURE! → · · · × C 0.0 0.2 0.4 0.6 0.8 1.0 c 0.0 0.2 0.4 0.6 0.8 1.0 NMI Collapsed E/C = 500 E/C = 100 E/C = 40 E/C = 20 E/C = 15 E/C = 12 E/C = 10 E/C = 5
  • 118. MODEL SELECTION Null model: Collapsed (aggregated) SBM + fully random layers P({Gl}|{θ}, {El}) = P(Gc|{θ}) × ∏l El! E! (we can also aggregate layers into larger layers)
  • 119. MODEL SELECTION EXAMPLE: SOCIAL NETWORK OF PHYSICIANS N = 241 Physicians Survey questions: “When you need information or advice about questions of therapy where do you usually turn?” “And who are the three or four physicians with whom you most often find yourself discussing cases or therapy in the course of an ordinary week – last week for instance?” “Would you tell me the first names of your three friends whom you see most often socially?” T.P.P, Phys. Rev. E 92, 042807 (2015)
  • 120. MODEL SELECTION EXAMPLE: SOCIAL NETWORK OF PHYSICIANS
  • 121. MODEL SELECTION EXAMPLE: SOCIAL NETWORK OF PHYSICIANS
  • 122. MODEL SELECTION EXAMPLE: SOCIAL NETWORK OF PHYSICIANS Λ = 1 log10 Λ ≈ −50
  • 123. EXAMPLE: BRAZILIAN CHAMBER OF DEPUTIES Voting network between members of congress (1999-2006) PMDB, PP, PT B DEM,PP PT PP,PMDB,PTB PDT ,PSB,PCdoBPTB,PMDBPSDB,PR DEM ,PFLPSDB PT PP,PTB Right Center Left
  • 124. EXAMPLE: BRAZILIAN CHAMBER OF DEPUTIES Voting network between members of congress (1999-2006) PMDB, PP, PT B DEM,PP PT PP,PMDB,PTB PDT ,PSB,PCdoBPTB,PMDBPSDB,PR DEM ,PFLPSDB PT PP,PTB Right Center Left PR,PFL,PM D B PT PMDB, PP, PTB PDT,PSB,PCdoB PM D B,PPS D EM,PFL PSDB PT PMDB,PP,PTBPTB Government Opposition 1999-2002 PR,PFL,PM D B PT PMDB, PP, PTB PDT,PSB,PCdoB PM D B,PPS D EM,PFL PSDB PT PMDB,PP,PTBPTB Government Opposition 2003-2006
  • 125. EXAMPLE: BRAZILIAN CHAMBER OF DEPUTIES Voting network between members of congress (1999-2006) PMDB, PP, PT B DEM,PP PT PP,PMDB,PTB PDT ,PSB,PCdoBPTB,PMDBPSDB,PR DEM ,PFLPSDB PT PP,PTB Right Center Left PR,PFL,PM D B PT PMDB, PP, PTB PDT,PSB,PCdoB PM D B,PPS D EM,PFL PSDB PT PMDB,PP,PTBPTB Government Opposition 1999-2002 PR,PFL,PM D B PT PMDB, PP, PTB PDT,PSB,PCdoB PM D B,PPS D EM,PFL PSDB PT PMDB,PP,PTBPTB Government Opposition 2003-2006 log10 Λ ≈ −111 Λ = 1
  • 126. REAL-VALUED EDGES? Idea: Layers { } → bins of edge values! P({Gx}|{θ}{ }, { }) = P({Gl}|{θ}{ }, { }) × ∏ l ρ(xl) Bayesian posterior → Number (and shape) of bins
  • 127. EXAMPLE: GLOBAL AIRPORT NETWORK 0 2000 4000 6000 8000 10000 12000 Edge distance (km) 10−7 10−6 10−5 10−4 10−3 Probabilitydensity (a) (b) (c) (d) (e) (a) (b) (c) (d) (e)
  • 128. PROXIMITY BETWEEN HIGH-SCHOOL STUDENTS 0 2 4 6 8 10 Edge time (hours) 10−2 10−1 Probabilitydensity (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) J. Fournet, A. Barrat. PLoS ONE 9(9):e107878 (2014), http://www.sociopatterns.org/
  • 130. TEMPORAL NETWORKS REDUX AS AN ACTUAL DYNAMICAL SYSTEM THIS TIME A more basic scenario: Sequences. xt ∈ [1, N] → Token at time t xt = {x0, x1, x2, x3, . . . } (Tokens could be letters, base pairs, itinerary stops, etc.)
  • 131. n-ORDER MARKOV CHAINS WITH COMMUNITIES T. P. P. AND MARTIN ROSVALL, ARXIV: 1509.04740 Transitions conditioned on the last n tokens p(xt|xt−1) → Probability of transition from memory xt−1 = {xt−n, . . . , xt−1} to token xt Instead of such a direct parametrization, we divide the tokens and memories into groups: p(x|x) = θxλbxbx θx → Overall frequency of token x λrs → Transition probability from memory group s to token group r bx, bx → Group memberships of tokens and groups t f s I e a w o h b m i h i t s w b o a f e m (a) I t w a s h e b o f i m (b) t he It of st as s f es t w be wa me e o b th im ti h i t w o a s b f e m (c) {xt} = "It was the best of times"
  • 132. n-ORDER MARKOV CHAINS WITH COMMUNITIES {xt} = “It was the best of times” P({xt}|b) = dλdθ P({xt}|b, λ, θ)P(θ)P(λ) The Markov chain likelihood is (almost) identical to the SBM likelihood that gen- erates the bipartite graph. Nonparametric → We can select the number of groups and the Markov order based on statistical evidence! T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 133. n-ORDER MARKOV CHAINS WITH COMMUNITIES EXAMPLE: FLIGHT ITINERARIES { { T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 134. n-ORDER MARKOV CHAINS WITH COMMUNITIES US Air Flights War and peace Taxi movements “Rock you” password list n BN BM Σ Σ BN BM Σ Σ BN BM Σ Σ BN BM Σ Σ 1 384 365 364, 385, 780 365, 211, 460 65 71 11, 422, 564 11, 438, 753 387 385 2, 635, 789 2, 975, 299 140 147 1, 060, 272, 230 1, 060, 385, 582 2 386 7605 319, 851, 871 326, 511, 545 62 435 9, 175, 833 9, 370, 379 397 1127 2, 554, 662 3, 258, 586 109 1597 984, 697, 401 987, 185, 890 3 183 2455 318, 380, 106 339, 898, 057 70 1366 7, 609, 366 8, 493, 211 393 1036 2, 590, 811 3, 258, 586 114 4703 910, 330, 062 930, 926, 370 4 292 1558 318, 842, 968 337, 988, 629 72 1150 7, 574, 332 9, 282, 611 397 1071 2, 628, 813 3, 258, 586 114 5856 889, 006, 060 940, 991, 463 5 297 1573 335, 874, 766 338, 442, 011 71 882 10, 181, 047 10, 992, 795 395 1095 2, 664, 990 3, 258, 586 99 6430 1, 000, 410, 410 1, 005, 057, 233 gzip 573, 452, 240 9, 594, 000 4, 289, 888 1, 315, 388, 208 LZMA 402, 125, 144 7, 420, 464 2, 902, 904 1, 097, 012, 288 (SBM can compress your files!) T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 135. DYNAMIC NETWORKS Each token is an edge: xt → (i, j)t Dynamic network → Sequence of edges: {xt} = {(i, j)t} Problem: Too many possible tokens! O(N2) Solution: Group the nodes into B groups. Pair of node groups (r, s) → edge group. Number of tokens: O(B2) O(N2) Two-step generative process: {xt} = {(r, s)t} (n-order Markov chain) P((i, j)t|(r, s)t) (static SBM) T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 136. DYNAMIC NETWORKS EXAMPLE: STUDENT PROXIMITY Static part PC PCstMPst1 M P MPst2 2BIO 1 2BIO22BIO3 PSIst T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 137. DYNAMIC NETWORKS EXAMPLE: STUDENT PROXIMITY Static part PC PCstMPst1 M P MPst2 2BIO 1 2BIO22BIO3 PSIst Temporal part T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 138. DYNAMIC NETWORKS CONTINUOUS TIME xτ → token at continuous time τ P({xτ}) = P({xt}) Discrete chain × P({∆t}|{xt}) Waiting times Exponential waiting time distribution P({∆t}|{xt}, λ) = ∏ x λ kx bx e−λbx ∆x Bayesian integrated likelihood P({∆t}|{xt}) = ∏ r ∞ 0 dλ λer e−λ∆r P(λ), = αE ∏ r (er − 1)! ∆er r . Jeffreys prior: P(λ) = α λ T. P. P. and Martin Rosvall, arXiv: 1509.04740
  • 139. DYNAMIC NETWORKS CONTINUOUS TIME {xτ} → Sequence of notes in Beethoven’s fifth symphony 0 4 8 12 16 20 Memory group 10−4 10−3 10−2 10−1 Avg.waitingtime(seconds) Without waiting times (n = 1) 0 4 8 12 16 20 24 28 32 Memory group 10−7 10−6 10−5 10−4 10−3 10−2 10−1 Avg.waitingtime(seconds) With waiting times (n = 2)
  • 140. DYNAMIC NETWORKS NONSTATIONARITY {xt} → Concatenation of “War and peace”, by Leo Tolstoy, and “À la recherche du temps perdu”, by Marcel Proust. Unmodified chain Tokens Memories − log2 P({xt}, b) = 7, 450, 322
  • 141. DYNAMIC NETWORKS NONSTATIONARITY {xt} → Concatenation of “War and peace”, by Leo Tolstoy, and “À la recherche du temps perdu”, by Marcel Proust. Unmodified chain Tokens Memories − log2 P({xt}, b) = 7, 450, 322 Annotated chain xt = (xt, novel) Tokens Memories − log2 P({xt}, b) = 7, 146, 465
  • 142. MODEL VARIATIONS: WEIGHTED GRAPHS C. AICHER, A. Z. JACOBS, AND A. CLAUSET. JOURNAL OF COMPLEX NETWORKS 3(2), 221-248 (2015) Aij ∈ [0, 1] → Adjacency matrix xij ∈ R → Real-valued covariates Weights distributed according to the group memberships P({xij}|{bi}, {θrs}) = ∏ i<j P(xij|θbibj ) P(x|θ) → Exponential family (Exponential, Gaussian, Pareto...) Caveats Shape of weight distribution must be defined beforehand. Parametric method (may overfit). Computationally expensive.
  • 143. MODEL VARIATIONS: WEIGHTED GRAPHS C. AICHER, A. Z. JACOBS, AND A. CLAUSET. JOURNAL OF COMPLEX NETWORKS 3(2), 221-248 (2015) NFL games, weights: score difference (a) SBM (α = 1) (b) SBM Adjacency Matrix (c) WSBM (α = 0) 1 2 3 4 1 2 3 4 (d) WSBM Adjacency Matrix
  • 144. MODEL VARIATIONS: ANNOTATED NETWORKS M.E.J. NEWMAN AND A. CLAUSET, ARXIV:1507.04001 Main idea: Treat metadata as data, not “ground truth”. Annotations are partitions, {xi} Can be used as priors: P(G, {xi}|θ, γ) = ∑ {bi} P(G|{bi}, θ)P({bi}|{xi}, γ) P({bi}|{xi}, γ) = ∏ i γbixu Drawbacks: Parametric (i.e. can overfit). Annotations are not always partitions.
  • 145. MODEL VARIATIONS: ANNOTATED NETWORKS M.E.J. NEWMAN AND A. CLAUSET, ARXIV:1507.04001 Middle High Male Female White Black Hispanic Other Missing a c b FIG. 2: Three divisions of a school friendship network, using as metadata (a) school grade, (b) ethnicity, and (c) gender.
  • 146. MODEL VARIATIONS: ANNOTATED NETWORKS DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255 Generalized annotations Aij → Data layer Tij → Annotation layer D ata,A M etad ata,T Joint model for data and metadata. Arbitrary types of annotation. Both data and metadata are clustered into groups. Fully nonparametric.
  • 148. PREDICTION OF MISSING EDGES G = G Observed ∪ δG Missing Bayesian probability of missing edges P(δG|G, {bi}) = ∑θ P(G ∪ δG|{bi}, θ)P(θ) ∑θ P(G|{bi}, θ)P(θ) = exp(−∆Σ) R. Guimerà, M Sales-Pardo, PNAS 2009; A. Clauset, C. Moore, MEJ Newman, Nature, 2008
  • 149. APPLICATION: DRUG-DRUG INTERACTIONS R GUIMERÀ, M SALES-PARDO, PLOS COMPUT BIOL, 2013
  • 150. METADATA AND PREDICTION OF missing nodes DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255 Node probability, with known group membership: P(ai|A, bi, b) = ∑θ P(A, ai|bi, b, θ)P(θ) ∑θ P(A|b, θ)P(θ) Node probability, with unknown group membership: P(ai|A, b) = ∑ bi P(ai|A, bi, b)P(bi|b), Node probability, with unknown group membership, but known metadata: P(ai|A, T, b, c) = ∑ bi P(ai|A, bi, b)P(bi|T, b, c), Group membership probability, given metadata: P(bi|T, b, c) = P(bi, b|T, c) P(b|T, c) = ∑γ P(T|bi, b, c, γ)P(bi, b)P(γ) ∑bi ∑γ P(T|bi, b, c, γ)P(bi, b)P(γ) Predictive likelihood ratio: λi = P(ai|A, T, b, c) P(ai|A, T, b, c) + P(ai|A, b) λi > 1/2 → the metadata improves the prediction task
  • 151. METADATA AND PREDICTION OF MISSING NODES DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255
  • 152. METADATA AND PREDICTION OF MISSING NODES DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255 FB Penn PPI(krogan) FB Tennessee FB Berkeley FB Caltech FB Princeton PPI(isobasehs) PPI(yu) FB StanfordPGP PPI(gastric) FB Harvard FB Vassar Pol.Blogs PPI(pancreas)Flickr PPI(lung) PPI(predicted) AnobiiSNIM DBAmazon Debianpkgs.DBLP InternetAS APS citations LFR bench. 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 Avg.likelihoodratio,λ λi = P(ai|A, T, b, c) P(ai|A, T, b, c) + P(ai|A, b)
  • 153. METADATA AND PREDICTION OF MISSING NODES DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255 Metadata Data Aligned Misaligned Random 2 3 4 5 6 7 8 9 10 Number of planted groups, B 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 Averagepredictivelikelihoodratio,λ Aligned Random Misaligned Misaligned (N/B = 103)
  • 154. METADATA AND PREDICTION OF MISSING NODES DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255 Neighbor probability: Pe(i|j) = ki ebi,bj ebi ebj Neighbour probability, given metadata tag: Pt(i) = ∑ j P(i|j)Pm(j|t) Null neighbor probability (no metadata tag): Q(i) = ∑ j P(i|j)Π(j) Kullback-Leibler divergence: DKL(Pt||Q) = ∑ i Pt(i) ln Pt(i) Q(i) Relative divergence: µr ≡ DKL(Pt||Q) H(q) → Metadata group predictiveness
  • 155. METADATA AND PREDICTION OF MISSING NODES DARKO HRIC, T. P. P., SANTO FORTUNATO, ARXIV:1604.00255 100 101 102 103 104 Metadata group size, nr 0.0 0.2 0.4 0.6 0.8 1.0 1.2 Metadatagrouppredictiveness,µr Keywords Producers Directors Ratings Country Genre Production Year
  • 156. GENERALIZED COMMUNITY STRUCTURE M.E.J. NEWMAN, T. P. PEIXOTO, PHYS. REV. LETT. 115, 088701 (2015) Continuous generative models Nodes inhabit a latent-space: xu ∈ [0, 1]. P(G|c, x) = ∏ u<v ω(xu, xv)Auv (1 − ω(xu, xv))1−Auv Polynomial expansion: ω(x, y) = ∑ ij cijBi(x)Bj(y) Bernstein basis: Bi(x) = n i xi (1 − x)n−i Spatial information can be learned from network topology alone. No assortativity/homophily assumed! ω(x,y)(a) Group 2 Group 3Group 1 (b) (c) Tail Head
  • 157. OPEN PROBLEMS Knowns Better models... Mechanistic elements... Known Unknowns Quality of fit? Network comparison? Cross-validation and bootstrapping? Combination of micro- and mesoscale structures? Unknown Unknowns ? ?
  • 158. THE END Very fast, freely available C++ code as part of the graph-tool Python library. http://graph-tool.skewed.de