Network Model Selection Using Task-Focused Minimum Description Length (1710.05207v2)

Abstract: Networks are fundamental models for data used in practically every application domain. In most instances, several implicit or explicit choices about the network definition impact the translation of underlying data to a network representation, and the subsequent question(s) about the underlying system being represented. Users of downstream network data may not even be aware of these choices or their impacts. We propose a task-focused network model selection methodology which addresses several key challenges. Our approach constructs network models from underlying data and uses minimum description length (MDL) criteria for selection. Our methodology measures efficiency, a general and comparable measure of the network's performance of a local (i.e. node-level) predictive task of interest. Selection on efficiency favors parsimonious (e.g. sparse) models to avoid overfitting and can be applied across arbitrary tasks and representations. We show stability, sensitivity, and significance testing in our methodology.