Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is
demonstrated to efficiently solve eigenvalue problems for graph Laplacians that
appear in spectral clustering. For static graph partitioning, 10-20 iterations
of LOBPCG without preconditioning result in ~10x error reduction, enough to
achieve 100% correctness for all Challenge datasets with known truth
partitions, e.g., for graphs with 5K/.1M (50K/1M) Vertices/Edges in 2 (7)
seconds, compared to over 5,000 (30,000) seconds needed by the baseline Python
code. Our Python code 100% correctly determines 98 (160) clusters from the
Challenge static graphs with 0.5M (2M) vertices in 270 (1,700) seconds using
10GB (50GB) of memory. Our single-precision MATLAB code calculates the same
clusters at half time and memory. For streaming graph partitioning, LOBPCG is
initiated with approximate eigenvectors of the graph Laplacian already computed
for the previous graph, in many cases reducing 2-3 times the number of required
LOBPCG iterations, compared to the static case. Our spectral clustering is
generic, i.e. assuming nothing specific of the block model or streaming, used
to generate the graphs for the Challenge, in contrast to the base code.
Nevertheless, in 10-stage streaming comparison with the base code for the 5K
graph, the quality of our clusters is similar or better starting at stage 4 (7)
for emerging edging (snowballing) streaming, while the computations are over
100-1000 faster.Comment: 6 pages. To appear in Proceedings of the 2017 IEEE High Performance
Extreme Computing Conference. Student Innovation Award Streaming Graph
Challenge: Stochastic Block Partition, see
http://graphchallenge.mit.edu/champion