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Information Limits for Recovering a Hidden Community

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 Added by Jiaming Xu
 Publication date 2015
and research's language is English




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We study the problem of recovering a hidden community of cardinality $K$ from an $n times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij} sim P$ if $i, j$ both belong to the community and $A_{ij} sim Q$ otherwise, for two known probability distributions $P$ and $Q$ depending on $n$. If $P={rm Bern}(p)$ and $Q={rm Bern}(q)$ with $p>q$, it reduces to the problem of finding a densely-connected $K$-subgraph planted in a large Erdos-Renyi graph; if $P=mathcal{N}(mu,1)$ and $Q=mathcal{N}(0,1)$ with $mu>0$, it corresponds to the problem of locating a $K times K$ principal submatrix of elevated means in a large Gaussian random matrix. We focus on two types of asymptotic recovery guarantees as $n to infty$: (1) weak recovery: expected number of classification errors is $o(K)$; (2) exact recovery: probability of classifying all indices correctly converges to one. Under mild assumptions on $P$ and $Q$, and allowing the community size to scale sublinearly with $n$, we derive a set of sufficient conditions and a set of necessary conditions for recovery, which are asymptotically tight with sharp constants. The results hold in particular for the Gaussian case, and for the case of bounded log likelihood ratio, including the Bernoulli case whenever $frac{p}{q}$ and $frac{1-p}{1-q}$ are bounded away from zero and infinity. An important algorithmic implication is that, whenever exact recovery is information theoretically possible, any algorithm that provides weak recovery when the community size is concentrated near $K$ can be upgraded to achieve exact recovery in linear additional time by a simple voting procedure.

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We study a semidefinite programming (SDP) relaxation of the maximum likelihood estimation for exactly recovering a hidden community of cardinality $K$ from an $n times n$ symmetric data matrix $A$, where for distinct indices $i,j$, $A_{ij} sim P$ if $i, j$ are both in the community and $A_{ij} sim Q$ otherwise, for two known probability distributions $P$ and $Q$. We identify a sufficient condition and a necessary condition for the success of SDP for the general model. For both the Bernoulli case ($P={{rm Bern}}(p)$ and $Q={{rm Bern}}(q)$ with $p>q$) and the Gaussian case ($P=mathcal{N}(mu,1)$ and $Q=mathcal{N}(0,1)$ with $mu>0$), which correspond to the problem of planted dense subgraph recovery and submatrix localization respectively, the general results lead to the following findings: (1) If $K=omega( n /log n)$, SDP attains the information-theoretic recovery limits with sharp constants; (2) If $K=Theta(n/log n)$, SDP is order-wise optimal, but strictly suboptimal by a constant factor; (3) If $K=o(n/log n)$ and $K to infty$, SDP is order-wise suboptimal. The same critical scaling for $K$ is found to hold, up to constant factors, for the performance of SDP on the stochastic block model of $n$ vertices partitioned into multiple communities of equal size $K$. A key ingredient in the proof of the necessary condition is a construction of a primal feasible solution based on random perturbation of the true cluster matrix.
Community detection is considered for a stochastic block model graph of n vertices, with K vertices in the planted community, edge probability p for pairs of vertices both in the community, and edge probability q for other pairs of vertices. The main focus of the paper is on weak recovery of the community based on the graph G, with o(K) misclassified vertices on average, in the sublinear regime $n^{1-o(1)} leq K leq o(n).$ A critical parameter is the effective signal-to-noise ratio $lambda=K^2(p-q)^2/((n-K)q)$, with $lambda=1$ corresponding to the Kesten-Stigum threshold. We show that a belief propagation algorithm achieves weak recovery if $lambda>1/e$, beyond the Kesten-Stigum threshold by a factor of $1/e.$ The belief propagation algorithm only needs to run for $log^ast n+O(1) $ iterations, with the total time complexity $O(|E| log^*n)$, where $log^*n$ is the iterated logarithm of $n.$ Conversely, if $lambda leq 1/e$, no local algorithm can asymptotically outperform trivial random guessing. Furthermore, a linear message-passing algorithm that corresponds to applying power iteration to the non-backtracking matrix of the graph is shown to attain weak recovery if and only if $lambda>1$. In addition, the belief propagation algorithm can be combined with a linear-time voting procedure to achieve the information limit of exact recovery (correctly classify all vertices with high probability) for all $K ge frac{n}{log n} left( rho_{rm BP} +o(1) right),$ where $rho_{rm BP}$ is a function of $p/q$.
In this paper, we study the information theoretic bounds for exact recovery in sub-hypergraph models for community detection. We define a general model called the $m-$uniform sub-hypergraph stochastic block model ($m-$ShSBM). Under the $m-$ShSBM, we use Fanos inequality to identify the region of model parameters where any algorithm fails to exactly recover the planted communities with a large probability. We also identify the region where a Maximum Likelihood Estimation (MLE) algorithm succeeds to exactly recover the communities with high probability. Our bounds are tight and pertain to the community detection problems in various models such as the planted hypergraph stochastic block model, the planted densest sub-hypergraph model, and the planted multipartite hypergraph model.
In phase retrieval we want to recover an unknown signal $boldsymbol xinmathbb C^d$ from $n$ quadratic measurements of the form $y_i = |langle{boldsymbol a}_i,{boldsymbol x}rangle|^2+w_i$ where $boldsymbol a_iin mathbb C^d$ are known sensing vectors and $w_i$ is measurement noise. We ask the following weak recovery question: what is the minimum number of measurements $n$ needed to produce an estimator $hat{boldsymbol x}(boldsymbol y)$ that is positively correlated with the signal $boldsymbol x$? We consider the case of Gaussian vectors $boldsymbol a_i$. We prove that - in the high-dimensional limit - a sharp phase transition takes place, and we locate the threshold in the regime of vanishingly small noise. For $nle d-o(d)$ no estimator can do significantly better than random and achieve a strictly positive correlation. For $nge d+o(d)$ a simple spectral estimator achieves a positive correlation. Surprisingly, numerical simulations with the same spectral estimator demonstrate promising performance with realistic sensing matrices. Spectral methods are used to initialize non-convex optimization algorithms in phase retrieval, and our approach can boost the performance in this setting as well. Our impossibility result is based on classical information-theory arguments. The spectral algorithm computes the leading eigenvector of a weighted empirical covariance matrix. We obtain a sharp characterization of the spectral properties of this random matrix using tools from free probability and generalizing a recent result by Lu and Li. Both the upper and lower bound generalize beyond phase retrieval to measurements $y_i$ produced according to a generalized linear model. As a byproduct of our analysis, we compare the threshold of the proposed spectral method with that of a message passing algorithm.
We provide high probability finite sample complexity guarantees for hidden non-parametric structure learning of tree-shaped graphical models, whose hidden and observable nodes are discrete random variables with either finite or countable alphabets. We study a fundamental quantity called the (noisy) information threshold, which arises naturally from the error analysis of the Chow-Liu algorithm and, as we discuss, provides explicit necessary and sufficient conditions on sample complexity, by effectively summarizing the difficulty of the tree-structure learning problem. Specifically, we show that the finite sample complexity of the Chow-Liu algorithm for ensuring exact structure recovery from noisy data is inversely proportional to the information threshold squared (provided it is positive), and scales almost logarithmically relative to the number of nodes over a given probability of failure. Conversely, we show that, if the number of samples is less than an absolute constant times the inverse of information threshold squared, then no algorithm can recover the hidden tree structure with probability greater than one half. As a consequence, our upper and lower bounds match with respect to the information threshold, indicating that it is a fundamental quantity for the problem of learning hidden tree-structured models. Further, the Chow-Liu algorithm with noisy data as input achieves the optimal rate with respect to the information threshold. Lastly, as a byproduct of our analysis, we resolve the problem of tree structure learning in the presence of non-identically distributed observation noise, providing conditions for convergence of the Chow-Liu algorithm under this setting, as well.
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