Search arXivSearch

arXiv · 1509.03281

Density Evolution in the Degree-correlated Stochastic Block Model

Abstract

There is a recent surge of interest in identifying the sharp recovery thresholds for cluster recovery under the stochastic block model. In this paper, we address the more refined question of how many vertices that will be misclassified on average. We consider the binary form of the stochastic block model, where $n$ vertices are partitioned into two clusters with edge probability $a/n$ within the first cluster, $c/n$ within the second cluster, and $b/n$ across clusters. Suppose that as $n \to \infty$, $a= b+ \mu \sqrt{ b} $, $c=b+ \nu \sqrt{ b} $ for two fixed constants $\mu, \nu$, and $b \to \infty$ with $b=n^{o(1)}$. When the cluster sizes are balanced and $\mu \neq \nu$, we show that the minimum fraction of misclassified vertices on average is given by $Q(\sqrt{v^*})$, where $Q(x)$ is the Q-function for standard normal, $v^*$ is the unique fixed point of $v= \frac{(\mu-\nu)^2}{16} + \frac{ (\mu+\nu)^2 }{16} \mathbb{E}[ \tanh(v+ \sqrt{v} Z)],$ and $Z$ is standard normal. Moreover, the minimum misclassified fraction on average is attained by a local algorithm, namely belief propagation, in time linear in the number of edges. Our proof techniques are based on connecting the cluster recovery problem to tree reconstruction problems, and analyzing the density evolution of belief propagation on trees with Gaussian approximations.

Explore related subjects

Keep this discovery

BibTeXRIS

Elchanan Mossel, Jiaming Xu. 2015-09-10. Density Evolution in the Degree-correlated Stochastic Block Model. https://arxiv.org/abs/1509.03281

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

A Hilbert-Valued Functional Decomposition Framework for Explaining Time-Dependent Outputs

Feature-based explanations quantify features' influence on model predictions, but are primarily designed for scalar outputs. In many applications, however, outputs are functional or multivariate, such as time-dependent trajectories in demand forecasting. Consequently, existing approaches typically explain each output location independently, ignoring dependencies across the output components. We address this limitation by developing a unified framework for feature-based explanations of time-dependent outputs. Specifically, we generalize functional decomposition to Hilbert-valued prediction functions and extend an existing feature-based explanation framework to this setting. Our framework introduces kernel-based output representations that enable time-dependency-aware explanations at multiple levels of temporal granularity, including time-specific, time-resolved, and time-aggregated, while providing a unified view in which existing methods arise as special cases. We validate our framework on synthetic and real-world data, including intraday financial market volatility prediction and energy demand forecasting.

stat.ML

Risk-Averse Decision Making with Multi-Level Reliability Guarantees

Many applications in engineering, including wireless broadcasting, require designs that provide performance certificates at different target outage levels. This paper studies the problem of maximizing the weighted average of such certificates in the presence of uncertainty about the true system state. The problem is shown to be equivalent to an optimization over nested prediction sets, connecting to the literature on conformal prediction and extending prior art on single-level risk-averse decision making. Furthermore, we derive a dual formulation that decouples optimization across input values. Numerical experiments on a diversity-based wireless transmission system illustrate the cost of enforcing multi-level certificates with a single shared policy and trace the Pareto trade-off between multiple reliability levels.

stat.ML

A distribution-free certification framework for trustworthy crash-severity prediction

Crash-severity models inform screening, dispatch and site prioritization, yet are deployed without a finite-sample statement of what one prediction means. Off-the-shelf guarantees fail here, because the features that make crash severity distinctive defeat them: the KABCO outcome is ordinal, the recorded label is a field assessment agreeing with medical severity about half the time, erring in a structured way, and deployment crosses jurisdictions and years calibration never saw. We develop a certification layer that wraps any severity model unmodified, with distribution-free guarantees using this structure: contiguous ordinal sets that read as "B or worse"; per-class validity for any pre-declared partition, with an oracle efficiency characterization; transfer of coverage to unobserved true severity through a declared reporting band, with a worst-case sharpness result; a one-sided certificate under deployment shift; and severity-weighted risk control. The guarantees compose with an attributable slack budget. The same analysis bounds what certification can achieve. A certified set's informativeness is governed by a functional of the true law that no base model can evade and that cannot be lower-bounded distribution-free; given a declared misreporting channel identified from record-linkage data, a nonvacuous lower bound on that floor becomes computable. On 5.2 million Texas records across seven base models spanning four decades, the layer attaches identical validity and certifies, on the vulnerable road users, a model-independent floor on set width that no base model beats, separating it from a remainder that stays bounded but distribution-free unidentifiable. The framework is released as an open-source package with theorem-level tests.

stat.ML