259 research outputs found
Core Decomposition in Multilayer Networks: Theory, Algorithms, and Applications
Multilayer networks are a powerful paradigm to model complex systems, where
multiple relations occur between the same entities. Despite the keen interest
in a variety of tasks, algorithms, and analyses in this type of network, the
problem of extracting dense subgraphs has remained largely unexplored so far.
In this work we study the problem of core decomposition of a multilayer
network. The multilayer context is much challenging as no total order exists
among multilayer cores; rather, they form a lattice whose size is exponential
in the number of layers. In this setting we devise three algorithms which
differ in the way they visit the core lattice and in their pruning techniques.
We then move a step forward and study the problem of extracting the
inner-most (also known as maximal) cores, i.e., the cores that are not
dominated by any other core in terms of their core index in all the layers.
Inner-most cores are typically orders of magnitude less than all the cores.
Motivated by this, we devise an algorithm that effectively exploits the
maximality property and extracts inner-most cores directly, without first
computing a complete decomposition.
Finally, we showcase the multilayer core-decomposition tool in a variety of
scenarios and problems. We start by considering the problem of densest-subgraph
extraction in multilayer networks. We introduce a definition of multilayer
densest subgraph that trades-off between high density and number of layers in
which the high density holds, and exploit multilayer core decomposition to
approximate this problem with quality guarantees. As further applications, we
show how to utilize multilayer core decomposition to speed-up the extraction of
frequent cross-graph quasi-cliques and to generalize the community-search
problem to the multilayer setting
Dual Averaging Method for Online Graph-structured Sparsity
Online learning algorithms update models via one sample per iteration, thus
efficient to process large-scale datasets and useful to detect malicious events
for social benefits, such as disease outbreak and traffic congestion on the
fly. However, existing algorithms for graph-structured models focused on the
offline setting and the least square loss, incapable for online setting, while
methods designed for online setting cannot be directly applied to the problem
of complex (usually non-convex) graph-structured sparsity model. To address
these limitations, in this paper we propose a new algorithm for
graph-structured sparsity constraint problems under online setting, which we
call \textsc{GraphDA}. The key part in \textsc{GraphDA} is to project both
averaging gradient (in dual space) and primal variables (in primal space) onto
lower dimensional subspaces, thus capturing the graph-structured sparsity
effectively. Furthermore, the objective functions assumed here are generally
convex so as to handle different losses for online learning settings. To the
best of our knowledge, \textsc{GraphDA} is the first online learning algorithm
for graph-structure constrained optimization problems. To validate our method,
we conduct extensive experiments on both benchmark graph and real-world graph
datasets. Our experiment results show that, compared to other baseline methods,
\textsc{GraphDA} not only improves classification performance, but also
successfully captures graph-structured features more effectively, hence
stronger interpretability.Comment: 11 pages, 14 figure
Robust PCA as Bilinear Decomposition with Outlier-Sparsity Regularization
Principal component analysis (PCA) is widely used for dimensionality
reduction, with well-documented merits in various applications involving
high-dimensional data, including computer vision, preference measurement, and
bioinformatics. In this context, the fresh look advocated here permeates
benefits from variable selection and compressive sampling, to robustify PCA
against outliers. A least-trimmed squares estimator of a low-rank bilinear
factor analysis model is shown closely related to that obtained from an
-(pseudo)norm-regularized criterion encouraging sparsity in a matrix
explicitly modeling the outliers. This connection suggests robust PCA schemes
based on convex relaxation, which lead naturally to a family of robust
estimators encompassing Huber's optimal M-class as a special case. Outliers are
identified by tuning a regularization parameter, which amounts to controlling
sparsity of the outlier matrix along the whole robustification path of (group)
least-absolute shrinkage and selection operator (Lasso) solutions. Beyond its
neat ties to robust statistics, the developed outlier-aware PCA framework is
versatile to accommodate novel and scalable algorithms to: i) track the
low-rank signal subspace robustly, as new data are acquired in real time; and
ii) determine principal components robustly in (possibly) infinite-dimensional
feature spaces. Synthetic and real data tests corroborate the effectiveness of
the proposed robust PCA schemes, when used to identify aberrant responses in
personality assessment surveys, as well as unveil communities in social
networks, and intruders from video surveillance data.Comment: 30 pages, submitted to IEEE Transactions on Signal Processin
A Tensor Approach to Learning Mixed Membership Community Models
Community detection is the task of detecting hidden communities from observed
interactions. Guaranteed community detection has so far been mostly limited to
models with non-overlapping communities such as the stochastic block model. In
this paper, we remove this restriction, and provide guaranteed community
detection for a family of probabilistic network models with overlapping
communities, termed as the mixed membership Dirichlet model, first introduced
by Airoldi et al. This model allows for nodes to have fractional memberships in
multiple communities and assumes that the community memberships are drawn from
a Dirichlet distribution. Moreover, it contains the stochastic block model as a
special case. We propose a unified approach to learning these models via a
tensor spectral decomposition method. Our estimator is based on low-order
moment tensor of the observed network, consisting of 3-star counts. Our
learning method is fast and is based on simple linear algebraic operations,
e.g. singular value decomposition and tensor power iterations. We provide
guaranteed recovery of community memberships and model parameters and present a
careful finite sample analysis of our learning method. As an important special
case, our results match the best known scaling requirements for the
(homogeneous) stochastic block model
Approximate Computation and Implicit Regularization for Very Large-scale Data Analysis
Database theory and database practice are typically the domain of computer
scientists who adopt what may be termed an algorithmic perspective on their
data. This perspective is very different than the more statistical perspective
adopted by statisticians, scientific computers, machine learners, and other who
work on what may be broadly termed statistical data analysis. In this article,
I will address fundamental aspects of this algorithmic-statistical disconnect,
with an eye to bridging the gap between these two very different approaches. A
concept that lies at the heart of this disconnect is that of statistical
regularization, a notion that has to do with how robust is the output of an
algorithm to the noise properties of the input data. Although it is nearly
completely absent from computer science, which historically has taken the input
data as given and modeled algorithms discretely, regularization in one form or
another is central to nearly every application domain that applies algorithms
to noisy data. By using several case studies, I will illustrate, both
theoretically and empirically, the nonobvious fact that approximate
computation, in and of itself, can implicitly lead to statistical
regularization. This and other recent work suggests that, by exploiting in a
more principled way the statistical properties implicit in worst-case
algorithms, one can in many cases satisfy the bicriteria of having algorithms
that are scalable to very large-scale databases and that also have good
inferential or predictive properties.Comment: To appear in the Proceedings of the 2012 ACM Symposium on Principles
of Database Systems (PODS 2012
A Replica Inference Approach to Unsupervised Multi-Scale Image Segmentation
We apply a replica inference based Potts model method to unsupervised image
segmentation on multiple scales. This approach was inspired by the statistical
mechanics problem of "community detection" and its phase diagram. Specifically,
the problem is cast as identifying tightly bound clusters ("communities" or
"solutes") against a background or "solvent". Within our multiresolution
approach, we compute information theory based correlations among multiple
solutions ("replicas") of the same graph over a range of resolutions.
Significant multiresolution structures are identified by replica correlations
as manifest in information theory overlaps. With the aid of these correlations
as well as thermodynamic measures, the phase diagram of the corresponding Potts
model is analyzed both at zero and finite temperatures. Optimal parameters
corresponding to a sensible unsupervised segmentation correspond to the "easy
phase" of the Potts model. Our algorithm is fast and shown to be at least as
accurate as the best algorithms to date and to be especially suited to the
detection of camouflaged images.Comment: 26 pages, 22 figure
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