Algorithmic and Statistical Perspectives on Large-Scale Data Analysis

In recent years, ideas from statistics and scientific computing have begun to interact in increasingly sophisticated and fruitful ways with ideas from computer science and the theory of algorithms to aid in the development of improved worst-case algorithms that are useful for large-scale scientific and Internet data analysis problems. In this chapter, I will describe two recent examples---one having to do with selecting good columns or features from a (DNA Single Nucleotide Polymorphism) data matrix, and the other having to do with selecting good clusters or communities from a data graph (representing a social or information network)---that drew on ideas from both areas and that may serve as a model for exploiting complementary algorithmic and statistical perspectives in order to solve applied large-scale data analysis problems.Comment: 33 pages. To appear in Uwe Naumann and Olaf Schenk, editors, "Combinatorial Scientific Computing," Chapman and Hall/CRC Press, 201

Recent Advances in Graph Partitioning

We survey recent trends in practical algorithms for balanced graph partitioning together with applications and future research directions

Large Scale Spectral Clustering Using Approximate Commute Time Embedding

Spectral clustering is a novel clustering method which can detect complex shapes of data clusters. However, it requires the eigen decomposition of the graph Laplacian matrix, which is proportion to $O(n^3)$ and thus is not suitable for large scale systems. Recently, many methods have been proposed to accelerate the computational time of spectral clustering. These approximate methods usually involve sampling techniques by which a lot information of the original data may be lost. In this work, we propose a fast and accurate spectral clustering approach using an approximate commute time embedding, which is similar to the spectral embedding. The method does not require using any sampling technique and computing any eigenvector at all. Instead it uses random projection and a linear time solver to find the approximate embedding. The experiments in several synthetic and real datasets show that the proposed approach has better clustering quality and is faster than the state-of-the-art approximate spectral clustering methods

A Method Based on Total Variation for Network Modularity Optimization using the MBO Scheme

The study of network structure is pervasive in sociology, biology, computer science, and many other disciplines. One of the most important areas of network science is the algorithmic detection of cohesive groups of nodes called "communities". One popular approach to find communities is to maximize a quality function known as {\em modularity} to achieve some sort of optimal clustering of nodes. In this paper, we interpret the modularity function from a novel perspective: we reformulate modularity optimization as a minimization problem of an energy functional that consists of a total variation term and an $\ell_2$ balance term. By employing numerical techniques from image processing and $\ell_1$ compressive sensing -- such as convex splitting and the Merriman-Bence-Osher (MBO) scheme -- we develop a variational algorithm for the minimization problem. We present our computational results using both synthetic benchmark networks and real data.Comment: 23 page