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Shi C, Pan L, Hu H, Dokmanić I. Homophily modulates double descent generalization in graph convolution networks. Proc Natl Acad Sci U S A 2024; 121:e2309504121. [PMID: 38346190 PMCID: PMC10895367 DOI: 10.1073/pnas.2309504121] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/13/2023] [Accepted: 01/17/2024] [Indexed: 02/28/2024] Open
Abstract
Graph neural networks (GNNs) excel in modeling relational data such as biological, social, and transportation networks, but the underpinnings of their success are not well understood. Traditional complexity measures from statistical learning theory fail to account for observed phenomena like the double descent or the impact of relational semantics on generalization error. Motivated by experimental observations of "transductive" double descent in key networks and datasets, we use analytical tools from statistical physics and random matrix theory to precisely characterize generalization in simple graph convolution networks on the contextual stochastic block model. Our results illuminate the nuances of learning on homophilic versus heterophilic data and predict double descent whose existence in GNNs has been questioned by recent work. We show how risk is shaped by the interplay between the graph noise, feature noise, and the number of training labels. Our findings apply beyond stylized models, capturing qualitative trends in real-world GNNs and datasets. As a case in point, we use our analytic insights to improve performance of state-of-the-art graph convolution networks on heterophilic datasets.
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Affiliation(s)
- Cheng Shi
- Departement Mathematik und Informatik, Universität Basel, Basel4051, Switzerland
| | - Liming Pan
- School of Cyber Science and Technology, University of Science and Technology of China, Hefei230026, China
- School of Computer and Electronic Information, Nanjing Normal University, Nanjing210023, China
| | - Hong Hu
- Wharton Department of Statistics and Data Science, University of Pennsylvania, Philadelphia, PA19104-1686
| | - Ivan Dokmanić
- Departement Mathematik und Informatik, Universität Basel, Basel4051, Switzerland
- Department of Electrical and Computer Engineering, University of Illinois at Urbana-Champaign, Urbana, IL61801
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Shen J, Liu F, Chen S, Xu D, Chen X, Deng S, Li W, Papp G, Yang C. Transfer learning of phase transitions in percolation and directed percolation. Phys Rev E 2022; 105:064139. [PMID: 35854588 DOI: 10.1103/physreve.105.064139] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 01/05/2022] [Accepted: 06/14/2022] [Indexed: 06/15/2023]
Abstract
The latest advances of statistical physics have shown remarkable performance of machine learning in identifying phase transitions. In this paper, we apply domain adversarial neural network (DANN) based on transfer learning to studying nonequilibrium and equilibrium phase transition models, which are percolation model and directed percolation (DP) model, respectively. With the DANN, only a small fraction of input configurations (two-dimensional images) needs to be labeled, which is automatically chosen, to capture the critical point. To learn the DP model, the method is refined by an iterative procedure in determining the critical point, which is a prerequisite for the data collapse in calculating the critical exponent ν_{⊥}. We then apply the DANN to a two-dimensional site percolation with configurations filtered to include only the largest cluster which may contain the information related to the order parameter. The DANN learning of both models yields reliable results which are comparable to the ones from Monte Carlo simulations. Our study also shows that the DANN can achieve quite high accuracy at much lower cost, compared to the supervised learning.
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Affiliation(s)
- Jianmin Shen
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
| | - Feiyi Liu
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
- Institute for Physics, Eötvös Loránd University 1/A Pázmány P. Sétány, H-1117, Budapest, Hungary
| | - Shiyang Chen
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
| | - Dian Xu
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
| | - Xiangna Chen
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
| | - Shengfeng Deng
- Institute of Technical Physics and Materials Science, Center for Energy Research, Budapest 1121, Hungary
| | - Wei Li
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
- Max-Planck-Institute for Mathematics in the Sciences, 04103 Leipzig, Germany
| | - Gábor Papp
- Institute for Physics, Eötvös Loránd University 1/A Pázmány P. Sétány, H-1117, Budapest, Hungary
| | - Chunbin Yang
- Key Laboratory of Quark and Lepton Physics (MOE) and Institute of Particle Physics, Central China Normal University, Wuhan 430079, China
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Cui H, Saglietti L, Zdeborová L. Large deviations of semisupervised learning in the stochastic block model. Phys Rev E 2022; 105:034108. [PMID: 35428097 DOI: 10.1103/physreve.105.034108] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/03/2021] [Accepted: 02/08/2022] [Indexed: 06/14/2023]
Abstract
In semisupervised community detection, the membership of a set of revealed nodes is known in addition to the graph structure and can be leveraged to achieve better inference accuracies. While previous works investigated the case where the revealed nodes are selected at random, this paper focuses on correlated subsets leading to atypically high accuracies. In the framework of the dense stochastic block model, we employ statistical physics methods to derive a large deviation analysis of the number of these rare subsets, as characterized by their free energy. We find theoretical evidence of a nonmonotonic relationship between reconstruction accuracy and the free energy associated to the posterior measure of the inference problem. We further discuss possible implications for active learning applications in community detection.
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Affiliation(s)
- Hugo Cui
- SPOC Laboratory, Physics Department, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland
| | - Luca Saglietti
- SPOC Laboratory, Physics Department, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland
| | - Lenka Zdeborová
- SPOC Laboratory, Physics Department, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland
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Liu X, Song W, Musial K, Zhao X, Zuo W, Yang B. Semi-supervised stochastic blockmodel for structure analysis of signed networks. Knowl Based Syst 2020. [DOI: 10.1016/j.knosys.2020.105714] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/02/2023]
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5
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Kawamoto T. Algorithmic detectability threshold of the stochastic block model. Phys Rev E 2018; 97:032301. [PMID: 29776051 DOI: 10.1103/physreve.97.032301] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/30/2017] [Indexed: 06/08/2023]
Abstract
The assumption that the values of model parameters are known or correctly learned, i.e., the Nishimori condition, is one of the requirements for the detectability analysis of the stochastic block model in statistical inference. In practice, however, there is no example demonstrating that we can know the model parameters beforehand, and there is no guarantee that the model parameters can be learned accurately. In this study, we consider the expectation-maximization (EM) algorithm with belief propagation (BP) and derive its algorithmic detectability threshold. Our analysis is not restricted to the community structure but includes general modular structures. Because the algorithm cannot always learn the planted model parameters correctly, the algorithmic detectability threshold is qualitatively different from the one with the Nishimori condition.
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Affiliation(s)
- Tatsuro Kawamoto
- Artificial Intelligence Research Center, National Institute of Advanced Industrial Science and Technology, 2-3-26 Aomi, Koto-ku, Tokyo, Japan
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6
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Kawamoto T, Kabashima Y. Detectability thresholds of general modular graphs. Phys Rev E 2017; 95:012304. [PMID: 28208358 DOI: 10.1103/physreve.95.012304] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 08/31/2016] [Indexed: 06/06/2023]
Abstract
We investigate the detectability thresholds of various modular structures in the stochastic block model. Our analysis reveals how the detectability threshold is related to the details of the modular pattern, including the hierarchy of the clusters. We show that certain planted structures are impossible to infer regardless of their fuzziness.
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Affiliation(s)
- Tatsuro Kawamoto
- Department of Mathematical and Computing Science, Tokyo Institute of Technology, 4259-G5-22, Nagatsuta-cho, Midori-ku, Yokohama, Kanagawa 226-8502, Japan
| | - Yoshiyuki Kabashima
- Department of Mathematical and Computing Science, Tokyo Institute of Technology, 4259-G5-22, Nagatsuta-cho, Midori-ku, Yokohama, Kanagawa 226-8502, Japan
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Newman MEJ, Clauset A. Structure and inference in annotated networks. Nat Commun 2016; 7:11863. [PMID: 27306566 PMCID: PMC4912639 DOI: 10.1038/ncomms11863] [Citation(s) in RCA: 97] [Impact Index Per Article: 10.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/12/2016] [Accepted: 05/05/2016] [Indexed: 02/02/2023] Open
Abstract
For many networks of scientific interest we know both the connections of the network and information about the network nodes, such as the age or gender of individuals in a social network. Here we demonstrate how this 'metadata' can be used to improve our understanding of network structure. We focus in particular on the problem of community detection in networks and develop a mathematically principled approach that combines a network and its metadata to detect communities more accurately than can be done with either alone. Crucially, the method does not assume that the metadata are correlated with the communities we are trying to find. Instead, the method learns whether a correlation exists and correctly uses or ignores the metadata depending on whether they contain useful information. We demonstrate our method on synthetic networks with known structure and on real-world networks, large and small, drawn from social, biological and technological domains.
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Affiliation(s)
- M. E. J. Newman
- Department of Physics, University of Michigan, 450 Church Street, Ann Arbor, Michigan 48109, USA
- Center for the Study of Complex Systems, University of Michigan, 450 Church Street, Ann Arbor, Michigan 48109, USA
- Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, New Mexico 87501, USA
| | - Aaron Clauset
- Santa Fe Institute, 1399 Hyde Park Road, Santa Fe, New Mexico 87501, USA
- Department of Computer Science, University of Colorado, 430 UCB, Boulder, Colorado 80309, USA
- BioFrontiers Institute, University of Colorado, 596 UCB, Boulder, Colorado 80309, USA
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Zhang P, Moore C, Newman MEJ. Community detection in networks with unequal groups. Phys Rev E 2016; 93:012303. [PMID: 26871088 DOI: 10.1103/physreve.93.012303] [Citation(s) in RCA: 30] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/07/2015] [Indexed: 11/07/2022]
Abstract
Recently, a phase transition has been discovered in the network community detection problem below which no algorithm can tell which nodes belong to which communities with success any better than a random guess. This result has, however, so far been limited to the case where the communities have the same size or the same average degree. Here we consider the case where the sizes or average degrees differ. This asymmetry allows us to assign nodes to communities with better-than-random success by examining their local neighborhoods. Using the cavity method, we show that this removes the detectability transition completely for networks with four groups or fewer, while for more than four groups the transition persists up to a critical amount of asymmetry but not beyond. The critical point in the latter case coincides with the point at which local information percolates, causing a global transition from a less-accurate solution to a more-accurate one.
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Affiliation(s)
- Pan Zhang
- Santa Fe Institute, Santa Fe, New Mexico 87501, USA.,State Key Laboratory of Theoretical Physics, Institute of Theoretical Physics, Chinese Academy of Sciences, Beijing 100190, China
| | | | - M E J Newman
- Santa Fe Institute, Santa Fe, New Mexico 87501, USA.,Physics Department and the Center for the Study of Complex Systems, University of Michigan, Ann Arbor, Michigan 48109, USA
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Li HJ, Daniels JJ. Social significance of community structure: statistical view. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 91:012801. [PMID: 25679651 DOI: 10.1103/physreve.91.012801] [Citation(s) in RCA: 13] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/16/2014] [Indexed: 05/06/2023]
Abstract
Community structure analysis is a powerful tool for social networks that can simplify their topological and functional analysis considerably. However, since community detection methods have random factors and real social networks obtained from complex systems always contain error edges, evaluating the significance of a partitioned community structure is an urgent and important question. In this paper, integrating the specific characteristics of real society, we present a framework to analyze the significance of a social community. The dynamics of social interactions are modeled by identifying social leaders and corresponding hierarchical structures. Instead of a direct comparison with the average outcome of a random model, we compute the similarity of a given node with the leader by the number of common neighbors. To determine the membership vector, an efficient community detection algorithm is proposed based on the position of the nodes and their corresponding leaders. Then, using a log-likelihood score, the tightness of the community can be derived. Based on the distribution of community tightness, we establish a connection between p-value theory and network analysis, and then we obtain a significance measure of statistical form . Finally, the framework is applied to both benchmark networks and real social networks. Experimental results show that our work can be used in many fields, such as determining the optimal number of communities, analyzing the social significance of a given community, comparing the performance among various algorithms, etc.
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Affiliation(s)
- Hui-Jia Li
- School of Management Science and Engineering, Central University of Finance and Economics, Beijing 100080, China and Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China
| | - Jasmine J Daniels
- Department of Applied Physics, Stanford University, Stanford, California 94305, USA
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