Bayesian inference on random simple graphs with power law degree distributions
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Lee, J., Heaukulani, C., Ghahramani, Z., James, L., & Choi, S. Bayesian inference on random simple graphs with power law degree distributions. ICML 2017. https://doi.org/10.17863/CAM.11069
We present a model for random simple graphs with power law (i.e., heavy-tailed) degree dis- tributions. To attain this behavior, the edge probabilities in the graph are constructed from Bertoin–Fujita–Roynette–Yor (BFRY) random variables, which have been recently utilized in Bayesian statistics for the construction of power law models in several applications. Our construction readily extends to capture the structure of latent factors, similarly to stochastic block- models, while maintaining its power law degree distribution. The BFRY random variables are well approximated by gamma random variables in a variational Bayesian inference routine, which we apply to several network datasets for which power law degree distributions are a natural assumption. By learning the parameters of the BFRY distribution via probabilistic inference, we are able to automatically select the appropriate power law behavior from the data. In order to further scale our inference procedure, we adopt stochastic gradient ascent routines where the gradients are computed on minibatches (i.e., sub- sets) of the edges in the graph.
J. Lee and S. Choi were partly supported by an Institute for Information & Communications Technology Promotion (IITP) grant, funded by the Korean government (MSIP) (No.2014- 0-00147, Basic Software Research in Human-level Life- long Machine Learning (Machine Learning Center)) and Naver, Inc. C. Heaukulani undertook this work in part while a visiting researcher at the Hong Kong University of Science and Technology, who along with L. F. James was funded by grant rgc-hkust 601712 of the Hong Kong Special Administrative Region. EPSRC Grant EP/N014162/1 ATI Grant EP/N510129/1
This record's DOI: https://doi.org/10.17863/CAM.11069
This record's URL: https://www.repository.cam.ac.uk/handle/1810/269734