Randomized Shortest Paths with Net Flows and Capacity Constraints

This work extends the randomized shortest paths (RSP) model by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a random-walk and a shortest-path behavior [30, 42, 49]. The framework assumes a unit flow injected into a source node and collected from a target node with flows minimizing the expected transportation cost, together with a relative entropy regularization term. In this context, the present work first develops the net flow RSP model considering that edge flows in opposite directions neutralize each other (as in electric networks), and proposes an algorithm for computing the expected routing costs between all pairs of nodes. This quantity is called the net flow RSP dissimilarity measure between nodes. Experimental comparisons on node clustering tasks indicate that the net flow RSP dissimilarity is competitive with other state-of-the-art dissimilarities. In the second part of the paper, it is shown how to introduce capacity constraints on edge flows, and a procedure is developed to solve this constrained problem by exploiting Lagrangian duality. These two extensions should improve significantly the scope of applications of the RSP framework

Randomized Optimal Transport on a Graph: framework and new distance measures

The recently developed bag-of-paths (BoP) framework consists in setting a Gibbs-Boltzmann distribution on all feasible paths of a graph. This probability distribution favors short paths over long ones, with a free parameter (the temperature $T$) controlling the entropic level of the distribution. This formalism enables the computation of new distances or dissimilarities, interpolating between the shortest-path and the resistance distance, which have been shown to perform well in clustering and classification tasks. In this work, the bag-of-paths formalism is extended by adding two independent equality constraints fixing starting and ending nodes distributions of paths (margins). When the temperature is low, this formalism is shown to be equivalent to a relaxation of the optimal transport problem on a network where paths carry a flow between two discrete distributions on nodes. The randomization is achieved by considering free energy minimization instead of traditional cost minimization. Algorithms computing the optimal free energy solution are developed for two types of paths: hitting (or absorbing) paths and non-hitting, regular, paths, and require the inversion of an $n \times n$ matrix with $n$ being the number of nodes. Interestingly, for regular paths on an undirected graph, the resulting optimal policy interpolates between the deterministic optimal transport policy ($T \rightarrow 0^{+}$) and the solution to the corresponding electrical circuit ($T \rightarrow \infty$). Two distance measures between nodes and a dissimilarity between groups of nodes, both integrating weights on nodes, are derived from this framework.Comment: Preprint paper to appear in Network Science journal, Cambridge University Pres

Sparse Randomized Shortest Paths Routing with Tsallis Divergence Regularization

This work elaborates on the important problem of (1) designing optimal randomized routing policies for reaching a target node t from a source note s on a weighted directed graph G and (2) defining distance measures between nodes interpolating between the least cost (based on optimal movements) and the commute-cost (based on a random walk on G), depending on a temperature parameter T. To this end, the randomized shortest path formalism (RSP, [2,99,124]) is rephrased in terms of Tsallis divergence regularization, instead of Kullback-Leibler divergence. The main consequence of this change is that the resulting routing policy (local transition probabilities) becomes sparser when T decreases, therefore inducing a sparse random walk on G converging to the least-cost directed acyclic graph when T tends to 0. Experimental comparisons on node clustering and semi-supervised classification tasks show that the derived dissimilarity measures based on expected routing costs provide state-of-the-art results. The sparse RSP is therefore a promising model of movements on a graph, balancing sparse exploitation and exploration in an optimal way

New Resistance Distances with Global Information on Large Graphs.

Appearing in Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS) 2016, Cadiz, Spain. JMLR: W&CP volume 51.We consider the problem that on large random geometric graphs, random walk-based distances between nodes do not carry global information such as cluster structure. Instead, as the graphs become larger, the distances contain mainly the obsolete information of local density of the nodes. Many distances or similarity measures between nodes on a graph have been proposed but none are both proved to overcome this problem or computationally feasible even for small graphs. We propose new distance functions between nodes for this problem. The idea is to use electrical flows with different energy functions. Our proposed distances are proved analytically to be metrics in L^p spaces, to keep global information, avoiding the problem, and can be computed efficiently for large graphs. Our experiments with synthetic and real data confirmed the theoretical properties and practical performances of our proposed distances

New Resistance Distances with Global Information on Large Graphs

We consider the problem that on large random geometric graphs, random walk-based distances between nodes do not carry global information such as cluster structure. Instead, as the graphs become larger, the distances contain mainly the obsolete information of local density of the nodes. Many distances or similarity measures between nodes on a graph have been proposed but none are both proved to overcome this problem or computationally feasible even for small graphs. We propose new distance functions between nodes for this problem. The idea is to use electrical flows with different energy functions. Our proposed distances are proved analytically to be metrics in $L^p$ spaces, to keep global information, avoiding the problem, and can be computed efficiently for large graphs. Our experiments with synthetic and real data confirmed the theoretical properties and practical performances of our proposed distances.Peer reviewe