We develop an information-theoretic view of the stochastic block model, a popular statistical model for the large-scale structure of complex networks. A graph @math from such a model is generated by first assigning vertex labels at random from a finite alphabet, and then connecting vertices with edge probabilities depending on the labels of the endpoints. In the case of the symmetric two-group model, we establish an explicit single-letter' characterization of the per-vertex mutual information between the vertex labels and the graph. The explicit expression of the mutual information is intimately related to estimation-theoretic quantities, and --in particular-- reveals a phase transition at the critical point for community detection. Below the critical point the per-vertex mutual information is asymptotically the same as if edges were independent. Correspondingly, no algorithm can estimate the partition better than random guessing. Conversely, above the threshold, the per-vertex mutual information is strictly smaller than the independent-edges upper bound. In this regime there exists a procedure that estimates the vertex labels better than random guessing.
A large part of the literature has focused on the problem of of the community (cluster) structure. A long series of papers @cite_8 @cite_29 @cite_6 @cite_39 @cite_52 @cite_36 @cite_10 @cite_14 @cite_35 @cite_48 @cite_7 @cite_17 @cite_12 @cite_41 , establishes sufficient conditions on the gap between @math and @math that guarantee exact recovery of the vertex labels with high probability. A sharp threshold for exact recovery was obtained in @cite_20 @cite_15 , showing that for @math , @math , @math , exact recovery is solvable (and efficiently so) if and only if @math . Efficient algorithms for this problem were also developed in @cite_18 @cite_43 @cite_58 . For the SBM with arbitrarily many communities, necessary and sufficient conditions for exact recovery were recently obtained in @cite_49 . The resulting sharp threshold is efficiently achievable and is stated in terms of a CH-divergence.
@cite_35 @cite_36 @cite_41 @cite_29 @cite_43 @cite_15 @cite_58 @cite_10 @cite_20 @cite_18 @cite_8 @cite_48 @cite_52 @cite_39 @cite_49 @cite_17 @cite_7 @cite_6 @cite_12 @cite_14
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We consider the problem of clustering a graph @math into two communities by observing a subset of the vertex correlations. Specifically, we consider the inverse problem with observed variables @math , where @math is the incidence matrix of a graph @math , @math is the vector of unknown vertex variables (with a uniform prior), and @math is a noise vector with Bernoulli @math i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery (up to global flip) of @math is possible if and only the graph @math is connected, with a sharp threshold at the edge probability @math for Erdős-Renyi random graphs. The first goal of this paper is to determine how the edge probability @math needs to scale to allow exact recovery in the presence of noise. Defining the degree rate of the graph by @math , it is shown that exact recovery is possible if and only if @math . In other words, @math is the information theoretic threshold for exact recovery at low-SNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. For a deterministic graph @math , defining the degree rate as @math , where @math is the minimum degree of the graph, it is shown that the proposed method achieves the rate @math , where @math is the spectral gap of the graph @math . We consider the problem of identifying underlying community-like structures in graphs. Toward this end, we study the stochastic block model (SBM) on k-clusters: a random model on n = km vertices, partitioned in k equal sized clusters, with edges sampled independently across clusters with probability q and within clusters with probability p, p > q. The goal is to recover the initial “hidden” partition of [n]. We study semidefinite programming (SDP)-based algorithms in this context. In the regime (p = (m) m ) and (q = (m) m ), we show that a certain natural SDP-based algorithm solves the problem of exact recovery in the k-community SBM, with high probability, whenever ( - > 1 ), as long as (k=o( n) ). This threshold is known to be the information theoretically optimal. We also study the case when (k= ( (n)) ). In this case however, we achieve recovery guarantees that no longer match the optimal condition ( - > 1 ), thus leaving achieving optimality for this range an open question. New phase transition phenomena have recently been discovered for the stochastic block model, for the special case of two non-overlapping symmetric communities. This gives raise in particular to new algorithmic challenges driven by the thresholds. This paper investigates whether a general phenomenon takes place for multiple communities, without imposing symmetry. In the general stochastic block model @math , @math vertices are split into @math communities of relative size @math , and vertices in community @math and @math connect independently with probability @math . This paper investigates the partial and exact recovery of communities in the general SBM (in the constant and logarithmic degree regimes), and uses the generality of the results to tackle overlapping communities. The contributions of the paper are: (i) an explicit characterization of the recovery threshold in the general SBM in terms of a new divergence function @math , which generalizes the Hellinger and Chernoff divergences, and which provides an operational meaning to a divergence function analog to the KL-divergence in the channel coding theorem, (ii) the development of an algorithm that recovers the communities all the way down to the optimal threshold and runs in quasi-linear time, showing that exact recovery has no information-theoretic to computational gap for multiple communities, in contrast to the conjectures made for detection with more than 4 communities; note that the algorithm is optimal both in terms of achieving the threshold and in having quasi-linear complexity, (iii) the development of an efficient algorithm that detects communities in the constant degree regime with an explicit accuracy bound that can be made arbitrarily close to 1 when a prescribed signal-to-noise ratio (defined in term of the spectrum of @math ) tends to infinity. Resolving a conjecture of Abbe, Bandeira, and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community structure under the binary stochastic block model (SBM) of two equal-sized clusters. The same was shown for the case of a single cluster and outliers. Extending the proof techniques, in this paper, it is shown that SDP relaxations also achieve the sharp recovery threshold in the following cases: 1) binary SBM with two clusters of sizes proportional to network size but not necessarily equal; 2) SBM with a fixed number of equal-sized clusters; and 3) binary censored block model with the background graph being Erdős–Renyi. Furthermore, a sufficient condition is given for an SDP procedure to achieve exact recovery for the general case of a fixed number of clusters plus outliers. These results demonstrate the versatility of SDP relaxation as a simple, general purpose, computationally feasible methodology for community detection. 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 @math within clusters and @math 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 @math to ensure exact recovery. In this paper, we identify a sharp threshold phenomenon for exact recovery: if @math and @math are constant (with @math ), recovering the communities with high probability is possible if @math and impossible if @math . 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. We investigate the clustering performances of the relaxed @math means in the setting of sub-Gaussian Mixture Model (sGMM) and Stochastic Block Model (SBM). After identifying the appropriate signal-to-noise ratio (SNR), we prove that the misclassification error decay exponentially fast with respect to this SNR. These partial recovery bounds for the relaxed @math means improve upon results currently known in the sGMM setting. In the SBM setting, applying the relaxed @math means SDP allows to handle general connection probabilities whereas other SDPs investigated in the literature are restricted to the assortative case (where within group probabilities are larger than between group probabilities). Again, this partial recovery bound complements the state-of-the-art results. All together, these results put forward the versatility of the relaxed @math means. This paper considers the inverse problem with observed variables Y = BGX ⊕Z, where BG is the incidence matrix of a graph G, X is the vector of unknown vertex variables with a uniform prior, and Z is a noise vector with Bernoulli(e) i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery of X is possible if and only the graph G is connected, with a sharp threshold at the edge probability log(n) n for Erdős-Renyi random graphs. The first goal of this paper is to determine how the edge probability p needs to scale to allow exact recovery in the presence of noise. Defining the degree (oversampling) rate of the graph by α = np log(n), it is shown that exact recovery is possible if and only if α > 2 (1−2e)+o(1 (1−2e)). In other words, 2 (1−2e) is the information theoretic threshold for exact recovery at lowSNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. Full version available in [1]. We study exact recovery conditions for convex relaxations of point cloud clustering problems, focusing on two of the most common optimization problems for unsupervised clustering: @math -means and @math -median clustering. Motivations for focusing on convex relaxations are: (a) they come with a certificate of optimality, and (b) they are generic tools which are relatively parameter-free, not tailored to specific assumptions over the input. More precisely, we consider the distributional setting where there are @math clusters in @math and data from each cluster consists of @math points sampled from a symmetric distribution within a ball of unit radius. We ask: what is the minimal separation distance between cluster centers needed for convex relaxations to exactly recover these @math clusters as the optimal integral solution? For the @math -median linear programming relaxation we show a tight bound: exact recovery is obtained given arbitrarily small pairwise separation @math between the balls. In other words, the pairwise center separation is @math . Under the same distributional model, the @math -means LP relaxation fails to recover such clusters at separation as large as @math . Yet, if we enforce PSD constraints on the @math -means LP, we get exact cluster recovery at center separation @math . In contrast, common heuristics such as Lloyd's algorithm (a.k.a. the @math -means algorithm) can fail to recover clusters in this setting; even with arbitrarily large cluster separation, k-means++ with overseeding by any constant factor fails with high probability at exact cluster recovery. To complement the theoretical analysis, we provide an experimental study of the recovery guarantees for these various methods, and discuss several open problems which these experiments suggest. The stochastic block model with two communities, or equivalently the planted bisection model, is a popular model of random graph exhibiting a cluster behavior. In the symmetric case, the graph has two equally sized clusters and vertices connect with probability @math within clusters and @math 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 @math to ensure exact recovery. In this paper, we identify a sharp threshold phenomenon for exact recovery: if @math and @math are constant (with @math ), recovering the communities with high probability is possible if @math and is impossible if $( + 2 ) - . 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 that it may achieve the threshold. An efficient algorithm that succeeds all the way down to the threshold is also obtained using a partial recovery algorithm combined with a local improvement procedure. Resolving a conjecture of Abbe, Bandeira and Hall, the authors have recently shown that the semidefinite programming (SDP) relaxation of the maximum likelihood estimator achieves the sharp threshold for exactly recovering the community structure under the binary stochastic block model of two equal-sized clusters. The same was shown for the case of a single cluster and outliers. Extending the proof techniques, in this paper it is shown that SDP relaxations also achieve the sharp recovery threshold in the following cases: (1) Binary stochastic block model with two clusters of sizes proportional to network size but not necessarily equal; (2) Stochastic block model with a fixed number of equal-sized clusters; (3) Binary censored block model with the background graph being Erd o s-R 'enyi. Furthermore, a sufficient condition is given for an SDP procedure to achieve exact recovery for the general case of a fixed number of clusters plus outliers. These results demonstrate the versatility of SDP relaxation as a simple, general purpose, computationally feasible methodology for community detection. We consider the problem of perfectly recovering the vertex correspondence between two correlated Erdos-Renyi (ER) graphs. For a pair of correlated graphs on the same vertex set, the correspondence between the vertices can be obscured by randomly permuting the vertex labels of one of the graphs. In some cases, the structural information in the graphs allow this correspondence to be recovered. We investigate the information-theoretic threshold for exact recovery, i.e. the conditions under which the entire vertex correspondence can be correctly recovered given unbounded computational resources. Pedarsani and Grossglauser provided an achievability result of this type. Their result establishes the scaling dependence of the threshold on the number of vertices. We improve on their achievability bound. We also provide a converse bound, establishing conditions under which exact recovery is impossible. Together, these establish the scaling dependence of the threshold on the level of correlation between the two graphs. The converse and achievability bounds differ by a factor of two for sparse, significantly correlated graphs. We consider the problem of estimating the discrete clustering structures under Sub-Gaussian Mixture Models. Our main results establish a hidden integrality property of a semidefinite programming (SDP) relaxation for this problem: while the optimal solutions to the SDP are not integer-valued in general, their estimation errors can be upper bounded in terms of the error of an idealized integer program. The error of the integer program, and hence that of the SDP, are further shown to decay exponentially in the signal-to-noise ratio. To the best of our knowledge, this is the first exponentially decaying error bound for convex relaxations of mixture models, and our results reveal the "global-to-local" mechanism that drives the performance of the SDP relaxation. A corollary of our results shows that in certain regimes the SDP solutions are in fact integral and exact, improving on existing exact recovery results for convex relaxations. More generally, our results establish sufficient conditions for the SDP to correctly recover the cluster memberships of @math fraction of the points for any @math . As a special case, we show that under the @math -dimensional Stochastic Ball Model, SDP achieves non-trivial (sometimes exact) recovery when the center separation is as small as @math , which complements previous exact recovery results that require constant separation. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. We consider the problem of community detection in the Stochastic Block Model with a finite number @math of communities of sizes linearly growing with the network size @math . This model consists in a random graph such that each pair of vertices is connected independently with probability @math within communities and @math across communities. One observes a realization of this random graph, and the objective is to reconstruct the communities from this observation. We show that under spectral algorithms, the number of misclassified vertices does not exceed @math with high probability as @math grows large, whenever @math , @math and where @math and @math denote the (fixed) proportions of vertices in the two smallest communities. In view of recent work by and , this establishes that the proposed spectral algorithms are able to exactly recover communities whenever this is at all possible in the case of networks with two communities with equal sizes. We conjecture that condition (1) is actually necessary to obtain less than @math misclassified vertices asymptotically, which would establish the optimality of spectral method in more general scenarios. An @math maximum distance separable (MDS) array code of length @math , dimension @math , and sub-packetization @math is formed of @math matrices over a finite field @math , with every column of the matrix stored on a separate node in the distributed storage system and viewed as a coordinate of the codeword. Repair of a failed node (recovery of one erased column) can be performed by accessing a set of @math surviving (helper) nodes. The code is said to have the optimal access property if the amount of data accessed at each of the helper nodes meets a lower bound on this quantity. For optimal-access MDS codes with @math , the sub-packetization @math satisfies the bound @math . In our previous work (IEEE Trans. Inf. Theory, vol. 63, no. 4, 2017), for any @math and @math , we presented an explicit construction of optimal-access MDS codes with sub-packetization @math . In this paper, we take up the question of reducing the sub-packetization value @math to make it to approach the lower bound. We construct an explicit family of optimal-access codes with @math , which differs from the optimal value by at most a factor of @math . These codes can be constructed over any finite field @math as long as @math , and afford low-complexity encoding and decoding procedures. We also define a version of the repair problem that bridges the context of regenerating codes and codes with locality constraints (LRC codes), which we call group repair with optimal access . In this variation, we assume that the set of @math nodes is partitioned into @math repair groups of size @math , and require that the amount of accessed data for repair is the smallest possible whenever the @math helper nodes include all the other @math nodes from the same group as the failed node. For this problem, we construct a family of codes with the group optimal access property. These codes can be constructed over any field @math of size @math , and also afford low-complexity encoding and decoding procedures. We study a generalization of the setting of regenerating codes, motivated by applications to storage systems consisting of clusters of storage nodes. There are @math clusters in total, with @math nodes per cluster. A data file is coded and stored across the @math nodes, with each node storing @math symbols. For availability of data, we require that the file be retrievable by downloading the entire content from any subset of @math clusters. Nodes represent entities that can fail. We distinguish between intra-cluster and inter-cluster bandwidth (BW) costs during node repair. Node-repair in a cluster is accomplished by downloading @math symbols each from any set of @math other clusters, dubbed remote helper clusters, and also up to @math symbols each from any set of @math surviving nodes, dubbed local helper nodes, in the host cluster. We first identify the optimal trade-off between storage-overhead and inter-cluster repair-bandwidth under functional repair, and also present optimal exact-repair code constructions for a class of parameters. The new trade-off is strictly better than what is achievable via space-sharing existing coding solutions, whenever @math . We then obtain sharp lower bounds on the necessary intra-cluster repair BW to achieve optimal trade-off. Under functional repair, random linear network codes (RLNCs) simultaneously optimize usage of both inter- and intra-cluster repair BW; simulation results based on RLNCs suggest optimality of the bounds on intra-cluster repair-bandwidth. Our bounds reveal the interesting fact that, while it is beneficial to increase the number of local helper nodes @math in order to improve the storage-vs-inter-cluster-repair-BW trade-off, increasing @math not only increases intra-cluster BW in the host-cluster, but also increases the intra-cluster BW in the remote helper clusters. We also analyze resilience of the clustered storage system against passive eavesdropping by providing file-size bounds and optimal code constructions. The binary symmetric stochastic block model deals with a random graph of @math vertices partitioned into two equal-sized clusters, such that each pair of vertices is connected independently with probability @math within clusters and @math across clusters. In the asymptotic regime of @math and @math for fixed @math and @math , we show that the semidefinite programming relaxation of the maximum likelihood estimator achieves the optimal threshold for exactly recovering the partition from the graph with probability tending to one, resolving a conjecture of Abbe14 . Furthermore, we show that the semidefinite programming relaxation also achieves the optimal recovery threshold in the planted dense subgraph model containing a single cluster of size proportional to @math . Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a vanishing fraction of errors is impossible if the measurement rate and the per-sample signal-to-noise ratio (SNR) are finite constants, independent of the vector length. In this paper, it is shown that recovery with an arbitrarily small but constant fraction of errors is, however, possible, and that in some cases computationally simple estimators are near-optimal. Bounds on the measurement rate needed to attain a desired fraction of errors are given in terms of the SNR and various key parameters of the unknown vector for several different recovery algorithms. The tightness of the bounds, in a scaling sense, as a function of the SNR and the fraction of errors, is established by comparison with existing information-theoretic necessary bounds. Near optimality is shown for a wide variety of practically motivated signal models. We investigate the sparse recovery problem of reconstructing a high-dimensional non-negative sparse vector from lower dimensional linear measurements. While much work has focused on dense measurement matrices, sparse measurement schemes are crucial in applications, such as DNA microarrays and sensor networks, where dense measurements are not practically feasible. One possible construction uses the adjacency matrices of expander graphs, which often leads to recovery algorithms much more efficient than @math minimization. However, to date, constructions based on expanders have required very high expansion coefficients which can potentially make the construction of such graphs difficult and the size of the recoverable sets small. In this paper, we construct sparse measurement matrices for the recovery of non-negative vectors, using perturbations of the adjacency matrix of an expander graph with much smaller expansion coefficient. We present a necessary and sufficient condition for @math optimization to successfully recover the unknown vector and obtain expressions for the recovery threshold. For certain classes of measurement matrices, this necessary and sufficient condition is further equivalent to the existence of a "unique" vector in the constraint set, which opens the door to alternative algorithms to @math minimization. We further show that the minimal expansion we use is necessary for any graph for which sparse recovery is possible and that therefore our construction is tight. We finally present a novel recovery algorithm that exploits expansion and is much faster than @math optimization. Finally, we demonstrate through theoretical bounds, as well as simulation, that our method is robust to noise and approximate sparsity. We study a statistical model for the tensor principal component analysis problem introduced by Montanari and Richard: Given a order- @math tensor @math of the form @math , where @math is a signal-to-noise ratio, @math is a unit vector, and @math is a random noise tensor, the goal is to recover the planted vector @math . For the case that @math has iid standard Gaussian entries, we give an efficient algorithm to recover @math whenever @math , and certify that the recovered vector is close to a maximum likelihood estimator, all with high probability over the random choice of @math . The previous best algorithms with provable guarantees required @math . In the regime @math , natural tensor-unfolding-based spectral relaxations for the underlying optimization problem break down (in the sense that their integrality gap is large). To go beyond this barrier, we use convex relaxations based on the sum-of-squares method. Our recovery algorithm proceeds by rounding a degree- @math sum-of-squares relaxations of the maximum-likelihood-estimation problem for the statistical model. To complement our algorithmic results, we show that degree- @math sum-of-squares relaxations break down for @math , which demonstrates that improving our current guarantees (by more than logarithmic factors) would require new techniques or might even be intractable. Finally, we show how to exploit additional problem structure in order to solve our sum-of-squares relaxations, up to some approximation, very efficiently. Our fastest algorithm runs in nearly-linear time using shifted (matrix) power iteration and has similar guarantees as above. The analysis of this algorithm also confirms a variant of a conjecture of Montanari and Richard about singular vectors of tensor unfoldings.