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with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

Community Recovery on the Weighted Stochastic Block Model and Its Information-Theoretic Limits

Min Xu, Postdoc - Penn

Date and Time: Apr 26, 2017 (12:30 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building



Identifying communities in a network is an important problem in many fields, including social science, neuroscience, military intelligence, and genetic analysis. In the past decade, the Stochastic Block Model (SBM) has emerged as one of the most well-studied and well-understood statistical models for this problem. Yet, the SBM has an important limitation: it assumes that each network edge is drawn from a Bernoulli distribution. This is rather restrictive, since weighted edges are fairly ubiquitous in scientific applications, and disregarding edge weights naturally results in a loss of valuable information. In this paper, we study a weighted generalization of the SBM, where observations are collected in the form of a weighted adjacency matrix, and the weight of each edge is generated independently from a distribution determined by the community membership of its endpoints. We propose and analyze a novel algorithm for community estimation in the weighted SBM based on various subroutines involving transformation, discretization, spectral clustering, and appropriate refinements. We prove that our procedure is optimal in terms of its rate of convergence, and that the misclassification rate is characterized by the Renyi divergence between the distributions of within-community edges and between-community edges. In the regime where the edges are sparse, we also establish sharp thresholds for exact recovery of the communities. Our theoretical results substantially generalize previously established thresholds derived specifically for unweighted block models. Furthermore, our algorithm introduces a principled and computationally tractable method of incorporating edge weights to the analysis of network data.