Session

Graphs and Networks

Moderator: Cameron Freer



Abstract:

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Wed 14 April 11:30 - 11:45 PDT

(Oral)
Graph Community Detection from Coarse Measurements: Recovery Conditions for the Coarsened Weighted Stochastic Block Model

Nafiseh Ghoroghchian · Gautam Dasarathy · Stark Draper

We study the problem of community recovery from coarse measurements of a graph. In contrast to the problem of community recovery of a fully observed graph, one often encounters situations when measurements of a graph are made at low-resolution, each measurement integrating across multiple graph nodes. Such low-resolution measurements effectively induce a coarse graph with its own communities. Our objective is to develop conditions on the graph structure, the quantity, and properties of measurements, under which we can recover the community organization in this coarse graph. In this paper, we build on the stochastic block model by mathematically formalizing the coarsening process, and characterizing its impact on the community members and connections. Accordingly, we characterize an error bound for community recovery. The error bound yields simple and closed-form asymptotic conditions to achieve the perfect recovery of the coarse graph communities.

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Wed 14 April 11:45 - 12:00 PDT

(Oral)
Matérn Gaussian Processes on Graphs

Viacheslav Borovitskiy · Iskander Azangulov · Alexander Terenin · Peter Mostowsky · Marc Deisenroth · Nicolas Durrande

Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the input space is Euclidean, the choice is much more limited for Gaussian processes whose input space is an undirected graph. In this work, we leverage the stochastic partial differential equation characterization of Matérn Gaussian processes—a widely-used model class in the Euclidean setting—to study their analog for undirected graphs. We show that the resulting Gaussian processes inherit various attractive properties of their Euclidean and Riemannian analogs and provide techniques that allow them to be trained using standard methods, such as inducing points. This enables graph Matérn Gaussian processes to be employed in mini-batch and non-conjugate settings, thereby making them more accessible to practitioners and easier to deploy within larger learning frameworks.

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Wed 14 April 12:00 - 12:15 PDT

(Oral)
Differentially Private Analysis on Graph Streams

Jalaj Upadhyay · Sarvagya Upadhyay · Raman Arora

In this paper, we focus on answering queries, in a differentially private manner, on graph streams. We adopt the sliding window model of privacy, where we wish to perform analysis on the last $W$ updates and ensure that privacy is preserved for the entire stream. We show that in this model, the price of ensuring differential privacy is minimal. Furthermore, since differential privacy is preserved under post-processing, our results can be used as a subroutine in many tasks, including Lipschitz learning on graphs, cut functions, and spectral clustering.

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Wed 14 April 12:15 - 12:30 PDT

(Oral)
On Learning Continuous Pairwise Markov Random Fields

Abhin Shah · Devavrat Shah · Gregory Wornell

We consider learning a sparse pairwise Markov Random Field (MRF) with continuous-valued variables from i.i.d samples. We adapt the algorithm of Vuffray et al. (2019) to this setting and provide finite-sample analysis revealing sample complexity scaling logarithmically with the number of variables, as in the discrete and Gaussian settings. Our approach is applicable to a large class of pairwise MRFs with continuous variables and also has desirable asymptotic properties, including consistency and normality under mild conditions. Further, we establish that the population version of the optimization criterion employed in Vuffray et al. (2019) can be interpreted as local maximum likelihood estimation (MLE). As part of our analysis, we introduce a robust variation of sparse linear regression a` la Lasso, which may be of interest in its own right.

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