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Exact Recovery in the Stochastic Block Model (1405.3267v4)

Published 13 May 2014 in cs.SI, math.PR, and physics.soc-ph

Abstract: The stochastic block model (SBM) with two communities, or equivalently the planted bisection model, is a popular model of random graph exhibiting a cluster behaviour. In the symmetric case, the graph has two equally sized clusters and vertices connect with probability $p$ within clusters and $q$ across clusters. In the past two decades, a large body of literature in statistics and computer science has focused on providing lower-bounds on the scaling of $|p-q|$ to ensure exact recovery. In this paper, we identify a sharp threshold phenomenon for exact recovery: if $\alpha=pn/\log(n)$ and $\beta=qn/\log(n)$ are constant (with $\alpha>\beta$), recovering the communities with high probability is possible if $\frac{\alpha+\beta}{2} - \sqrt{\alpha \beta}>1$ and impossible if $\frac{\alpha+\beta}{2} - \sqrt{\alpha \beta}<1$. In particular, this improves the existing bounds. This also sets a new line of sight for efficient clustering algorithms. While maximum likelihood (ML) achieves the optimal threshold (by definition), it is in the worst-case NP-hard. This paper proposes an efficient algorithm based on a semidefinite programming relaxation of ML, which is proved to succeed in recovering the communities close to the threshold, while numerical experiments suggest it may achieve the threshold. An efficient algorithm which succeeds all the way down to the threshold is also obtained using a partial recovery algorithm combined with a local improvement procedure.

Citations (570)

Summary

  • The paper identifies a precise threshold for exact recovery in the symmetric SBM, proving recovery is possible when ((α+β)/2 - √(αβ)) > 1.
  • The paper proposes an SDP-based relaxation and a two-stage algorithm to overcome the NP-hardness of MLE, enabling efficient community recovery.
  • The paper confirms through numerical experiments that the proposed methods nearly achieve theoretical limits, validating their robust practical performance.

Exact Recovery in the Stochastic Block Model

The paper, "Exact Recovery in the Stochastic Block Model," explores the problem of community detection within the stochastic block model (SBM), a commonly used model for generating random graphs with community structure. Specifically, the focus is on the symmetric two-community case, where the challenge lies in accurately recovering these communities based on probabilistic edge connections.

Sharp Threshold for Exact Recovery

Previous studies have largely concentrated on determining the necessary conditions for exact recovery within the SBM framework, typically providing lower bounds on the difference pq|p-q| and relying on poly-logarithmic factors. The paper makes significant progress in identifying a precise threshold condition for exact recovery: when α=pn/log(n)\alpha = pn/\log(n) and β=qn/log(n)\beta = qn/\log(n), recovery is viable if α+β2αβ>1\frac{\alpha+\beta}{2} - \sqrt{\alpha \beta} > 1, and implausible if the inequality is reversed.

Main Contributions

  • Improved Bounds: The paper presents an improved bound over previous works by sharper analysis, thus providing both necessary and sufficient conditions for exact recovery in SBM.
  • MLE and Computational Complexity: Despite Maximum Likelihood Estimation (MLE) achieving this threshold theoretically, it is recognized as NP-hard in practice.
  • Efficient Algorithms: The authors propose a semidefinite programming (SDP) relaxation of the MLE problem that performs well in recovering communities. Additionally, they introduce a two-stage algorithm leveraging partial recovery techniques followed by local improvements to achieve the theoretical recovery threshold efficiently.

Numerical Experiments and Insights

Numerical evidence supports the effectiveness of the proposed SDP algorithm, indicating that it nearly reaches the optimal threshold defined by MLE. Although the theoretical analysis of SDP results in a slightly conservative bound, simulations imply its practical robustness aligns closely with theoretical limits.

Theoretical and Practical Implications

The findings significantly impact theoretical studies on community detection and its application to real-world datasets. Highlighting a clear threshold opens pathways to precise algorithmic development specific to various SBM configurations and lays the groundwork for extending analysis to more complex network models.

Future Perspectives

There are several angles for further exploration:

  • Investigating SDP or spectral methods to directly achieve the optimal threshold without relying on composite algorithmic stages.
  • Extending the results to more intricate network models with multiple and overlapping communities.
  • Exploring the implications of detection thresholds on recovery thresholds, possibly unifying algorithmic approaches across different problem settings.

In summary, the paper advances the theoretical understanding of exact recovery in stochastic block models, propelling the field towards more refined and computationally feasible methods for community detection.