Asymptotic Mutual Information for the Two-Groups Stochastic Block Model

We develop an information-theoretic view of the stochastic block model, a popular statistical model for the large-scale structure of complex networks. A graph $G$ from such a model is generated by first assigning vertex labels at random from a finite alphabet, and then connecting vertices with edge probabilities depending on the labels of the endpoints. In the case of the symmetric two-group model, we establish an explicit `single-letter' characterization of the per-vertex mutual information between the vertex labels and the graph. The explicit expression of the mutual information is intimately related to estimation-theoretic quantities, and --in particular-- reveals a phase transition at the critical point for community detection. Below the critical point the per-vertex mutual information is asymptotically the same as if edges were independent. Correspondingly, no algorithm can estimate the partition better than random guessing. Conversely, above the threshold, the per-vertex mutual information is strictly smaller than the independent-edges upper bound. In this regime there exists a procedure that estimates the vertex labels better than random guessing.Comment: 41 pages, 3 pdf figure

Stochastic blockmodels and community structure in networks

Stochastic blockmodels have been proposed as a tool for detecting community structure in networks as well as for generating synthetic networks for use as benchmarks. Most blockmodels, however, ignore variation in vertex degree, making them unsuitable for applications to real-world networks, which typically display broad degree distributions that can significantly distort the results. Here we demonstrate how the generalization of blockmodels to incorporate this missing element leads to an improved objective function for community detection in complex networks. We also propose a heuristic algorithm for community detection using this objective function or its non-degree-corrected counterpart and show that the degree-corrected version dramatically outperforms the uncorrected one in both real-world and synthetic networks.Comment: 11 pages, 3 figure

Mutual information for symmetric rank-one matrix estimation: A proof of the replica formula

Factorizing low-rank matrices has many applications in machine learning and statistics. For probabilistic models in the Bayes optimal setting, a general expression for the mutual information has been proposed using heuristic statistical physics computations, and proven in few specific cases. Here, we show how to rigorously prove the conjectured formula for the symmetric rank-one case. This allows to express the minimal mean-square-error and to characterize the detectability phase transitions in a large set of estimation problems ranging from community detection to sparse PCA. We also show that for a large set of parameters, an iterative algorithm called approximate message-passing is Bayes optimal. There exists, however, a gap between what currently known polynomial algorithms can do and what is expected information theoretically. Additionally, the proof technique has an interest of its own and exploits three essential ingredients: the interpolation method introduced in statistical physics by Guerra, the analysis of the approximate message-passing algorithm and the theory of spatial coupling and threshold saturation in coding. Our approach is generic and applicable to other open problems in statistical estimation where heuristic statistical physics predictions are available

Reduction of Markov Chains using a Value-of-Information-Based Approach

In this paper, we propose an approach to obtain reduced-order models of Markov chains. Our approach is composed of two information-theoretic processes. The first is a means of comparing pairs of stationary chains on different state spaces, which is done via the negative Kullback-Leibler divergence defined on a model joint space. Model reduction is achieved by solving a value-of-information criterion with respect to this divergence. Optimizing the criterion leads to a probabilistic partitioning of the states in the high-order Markov chain. A single free parameter that emerges through the optimization process dictates both the partition uncertainty and the number of state groups. We provide a data-driven means of choosing the `optimal' value of this free parameter, which sidesteps needing to a priori know the number of state groups in an arbitrary chain.Comment: Submitted to Entrop

Community detection and stochastic block models: recent developments

The stochastic block model (SBM) is a random graph model with planted clusters. It is widely employed as a canonical model to study clustering and community detection, and provides generally a fertile ground to study the statistical and computational tradeoffs that arise in network and data sciences. This note surveys the recent developments that establish the fundamental limits for community detection in the SBM, both with respect to information-theoretic and computational thresholds, and for various recovery requirements such as exact, partial and weak recovery (a.k.a., detection). The main results discussed are the phase transitions for exact recovery at the Chernoff-Hellinger threshold, the phase transition for weak recovery at the Kesten-Stigum threshold, the optimal distortion-SNR tradeoff for partial recovery, the learning of the SBM parameters and the gap between information-theoretic and computational thresholds. The note also covers some of the algorithms developed in the quest of achieving the limits, in particular two-round algorithms via graph-splitting, semi-definite programming, linearized belief propagation, classical and nonbacktracking spectral methods. A few open problems are also discussed

Finding communities in sparse networks

Spectral algorithms based on matrix representations of networks are often used to detect communities but classic spectral methods based on the adjacency matrix and its variants fail to detect communities in sparse networks. New spectral methods based on non-backtracking random walks have recently been introduced that successfully detect communities in many sparse networks. However, the spectrum of non-backtracking random walks ignores hanging trees in networks that can contain information about the community structure of networks. We introduce the reluctant backtracking operators that explicitly account for hanging trees as they admit a small probability of returning to the immediately previous node unlike the non-backtracking operators that forbid an immediate return. We show that the reluctant backtracking operators can detect communities in certain sparse networks where the non-backtracking operators cannot while performing comparably on benchmark stochastic block model networks and real world networks. We also show that the spectrum of the reluctant backtracking operator approximately optimises the standard modularity function similar to the flow matrix. Interestingly, for this family of non- and reluctant-backtracking operators the main determinant of performance on real-world networks is whether or not they are normalised to conserve probability at each node.Comment: 11 pages, 4 figure