Fiedler Vector Approximation via Interacting Random Walks

Abstract: The Fiedler vector of a graph, namely the eigenvector corresponding to the second smallest eigenvalue of a graph Laplacian matrix, plays an important role in spectral graph theory with applications in problems such as graph bi-partitioning and envelope reduction. Algorithms designed to estimate this quantity usually rely on a priori knowledge of the entire graph, and employ techniques such as graph sparsification and power iterations, which have obvious shortcomings in cases where the graph is unknown, or changing dynamically. In this paper, we develop a framework in which we construct a stochastic process based on a set of interacting random walks on a graph and show that a suitably scaled version of our stochastic process converges to the Fiedler vector for a sufficiently large number of walks. Like other techniques based on exploratory random walks and on-the-fly computations, such as Markov Chain Monte Carlo (MCMC), our algorithm overcomes challenges typically faced by power iteration based approaches. But, unlike any existing random walk based method such as MCMCs where the focus is on the leading eigenvector, our framework with interacting random walks converges to the Fiedler vector (second eigenvector). We also provide numerical results to confirm our theoretical findings on different graphs, and show that our algorithm performs well over a wide range of parameters and the number of random walks. Simulations results over time varying dynamic graphs are also provided to show the efficacy of our random walk based technique in such settings. As an important contribution, we extend our results and show that our framework is applicable for approximating not just the Fiedler vector of graph Laplacians, but also the second eigenvector of any time reversible Markov Chain kernel via interacting random walks.