Implicit models, latent compression, intrinsic biases, and cheap lunches in community detection.

The task of community detection, which aims to partition a network into clusters of nodes to summarize its large-scale structure, has spawned the development of many competing algorithms with varying objectives. Some community detection methods are inferential, explicitly deriving the clustering objective through a probabilistic generative model, while other methods are descriptive, dividing a network according to an objective motivated by a particular application, making it challenging to compare these methods on the same scale. Here we present a solution to this problem that associates any community detection objective, inferential or descriptive, with its corresponding implicit network generative model. This allows us to compute the description length of a network and its partition under arbitrary objectives, providing a principled measure to compare the performance of different algorithms without the need for "ground-truth" labels. Our approach also gives access to instances of the community detection problem that are optimal to any given algorithm and in this way reveals intrinsic biases in popular descriptive methods, explaining their tendency to overfit. Using our framework, we compare a number of community detection methods on artificial networks and on a corpus of over 500 structurally diverse empirical networks. We find that more expressive community detection methods exhibit consistently superior compression performance on structured data instances, without having degraded performance on a minority of situations where more specialized algorithms perform optimally. Our results undermine the implications of the "no free lunch" theorem for community detection, both conceptually and in practice, since it is confined to unstructured data instances, unlike relevant community detection problems which are structured by requirement.

Statistical inference links data and theory in network science.

The number of network science applications across many different fields has been rapidly increasing. Surprisingly, the development of theory and domain-specific applications often occur in isolation, risking an effective disconnect between theoretical and methodological advances and the way network science is employed in practice. Here we address this risk constructively, discussing good practices to guarantee more successful applications and reproducible results. We endorse designing statistically grounded methodologies to address challenges in network science. This approach allows one to explain observational data in terms of generative models, naturally deal with intrinsic uncertainties, and strengthen the link between theory and applications.

Ordered community detection in directed networks.

We develop a method to infer community structure in directed networks where the groups are ordered in a latent one-dimensional hierarchy that determines the preferred edge direction. Our nonparametric Bayesian approach is based on a modification of the stochastic block model (SBM), which can take advantage of rank alignment and coherence to produce parsimonious descriptions of networks that combine ordered hierarchies with arbitrary mixing patterns between groups. Since our model also includes directed degree correction, we can use it to distinguish nonlocal hierarchical structure from local in- and out-degree imbalance-thus, removing a source of conflation present in most ranking methods. We also demonstrate how we can reliably compare with the results obtained with the unordered SBM variant to determine whether a hierarchical ordering is statistically warranted in the first place. We illustrate the application of our method on a wide variety of empirical networks across several domains.

Systematic assessment of the quality of fit of the stochastic block model for empirical networks.

We perform a systematic analysis of the quality of fit of the stochastic block model (SBM) for 275 empirical networks spanning a wide range of domains and orders of size magnitude. We employ posterior predictive model checking as a criterion to assess the quality of fit, which involves comparing networks generated by the inferred model with the empirical network, according to a set of network descriptors. We observe that the SBM is capable of providing an accurate description for the majority of networks considered, but falls short of saturating all modeling requirements. In particular, networks possessing a large diameter and slow-mixing random walks tend to be badly described by the SBM. However, contrary to what is often assumed, networks with a high abundance of triangles can be well described by the SBM in many cases. We demonstrate that simple network descriptors can be used to evaluate whether or not the SBM can provide a sufficiently accurate representation, potentially pointing to possible model extensions that can systematically improve the expressiveness of this class of models.

Null models for multioptimized large-scale network structures.

We study the emerging large-scale structures in networks subject to selective pressures that simultaneously drive toward higher modularity and robustness against random failures. We construct maximum-entropy null models that isolate the effects of the joint optimization on the network structure from any kind of evolutionary dynamics. Our analysis reveals a rich phase diagram of optimized structures, composed of many combinations of modular, core-periphery, and bipartite patterns. Furthermore, we observe parameter regions where the simultaneous optimization can be either synergistic or antagonistic, with the improvement of one criterion directly aiding or hindering the other, respectively. Our results show how interactions between different selective pressures can be pivotal in determining the emerging network structure, and that these interactions can be captured by simple network models.

Merge-split Markov chain Monte Carlo for community detection.

We present a Markov chain Monte Carlo scheme based on merges and splits of groups that is capable of efficiently sampling from the posterior distribution of network partitions, defined according to the stochastic block model (SBM). We demonstrate how schemes based on the move of single nodes between groups systematically fail at correctly sampling from the posterior distribution even on small networks, and how our merge-split approach behaves significantly better, and improves the mixing time of the Markov chain by several orders of magnitude in typical cases. We also show how the scheme can be straightforwardly extended to nested versions of the SBM, yielding asymptotically exact samples of hierarchical network partitions.

Latent Poisson models for networks with heterogeneous density.

Empirical networks are often globally sparse, with a small average number of connections per node, when compared to the total size of the network. However, this sparsity tends not to be homogeneous, and networks can also be locally dense, for example, with a few nodes connecting to a large fraction of the rest of the network, or with small groups of nodes with a large probability of connections between them. Here we show how latent Poisson models that generate hidden multigraphs can be effective at capturing this density heterogeneity, while being more tractable mathematically than some of the alternatives that model simple graphs directly. We show how these latent multigraphs can be reconstructed from data on simple graphs, and how this allows us to disentangle disassortative degree-degree correlations from the constraints of imposed degree sequences, and to improve the identification of community structure in empirically relevant scenarios.

Network Reconstruction and Community Detection from Dynamics.

We present a scalable nonparametric Bayesian method to perform network reconstruction from observed functional behavior that at the same time infers the communities present in the network. We show that the joint reconstruction with community detection has a synergistic effect, where the edge correlations used to inform the existence of communities are also inherently used to improve the accuracy of the reconstruction which, in turn, can better inform the uncovering of communities. We illustrate the use of our method with observations arising from epidemic models and the Ising model, both on synthetic and empirical networks, as well as on data containing only functional information.

A network approach to topic models.

One of the main computational and scientific challenges in the modern age is to extract useful information from unstructured texts. Topic models are one popular machine-learning approach that infers the latent topical structure of a collection of documents. Despite their success-particularly of the most widely used variant called latent Dirichlet allocation (LDA)-and numerous applications in sociology, history, and linguistics, topic models are known to suffer from severe conceptual and practical problems, for example, a lack of justification for the Bayesian priors, discrepancies with statistical properties of real texts, and the inability to properly choose the number of topics. We obtain a fresh view of the problem of identifying topical structures by relating it to the problem of finding communities in complex networks. We achieve this by representing text corpora as bipartite networks of documents and words. By adapting existing community-detection methods (using a stochastic block model (SBM) with nonparametric priors), we obtain a more versatile and principled framework for topic modeling (for example, it automatically detects the number of topics and hierarchically clusters both the words and documents). The analysis of artificial and real corpora demonstrates that our SBM approach leads to better topic models than LDA in terms of statistical model selection. Our work shows how to formally relate methods from community detection and topic modeling, opening the possibility of cross-fertilization between these two fields.

Consistencies and inconsistencies between model selection and link prediction in networks.

A principled approach to understand network structures is to formulate generative models. Given a collection of models, however, an outstanding key task is to determine which one provides a more accurate description of the network at hand, discounting statistical fluctuations. This problem can be approached using two principled criteria that at first may seem equivalent: selecting the most plausible model in terms of its posterior probability; or selecting the model with the highest predictive performance in terms of identifying missing links. Here we show that while these two approaches yield consistent results in most cases, there are also notable instances where they do not, that is, where the most plausible model is not the most predictive. We show that in the latter case the improvement of predictive performance can in fact lead to overfitting both in artificial and empirical settings. Furthermore, we show that, in general, the predictive performance is higher when we average over collections of models that are individually less plausible than when we consider only the single most plausible model.

Nonparametric weighted stochastic block models.

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the model, which are instead inferred from data. We give a comprehensive treatment of different kinds of edge weights (i.e., continuous or discrete, signed or unsigned, bounded or unbounded), as well as arbitrary weight transformations, and describe an unsupervised model selection approach to choose the best network description. We illustrate the application of our method to a variety of empirical weighted networks, such as global migrations, voting patterns in congress, and neural connections in the human brain.

Modelling sequences and temporal networks with dynamic community structures.

In evolving complex systems such as air traffic and social organisations, collective effects emerge from their many components' dynamic interactions. While the dynamic interactions can be represented by temporal networks with nodes and links that change over time, they remain highly complex. It is therefore often necessary to use methods that extract the temporal networks' large-scale dynamic community structure. However, such methods are subject to overfitting or suffer from effects of arbitrary, a priori-imposed timescales, which should instead be extracted from data. Here we simultaneously address both problems and develop a principled data-driven method that determines relevant timescales and identifies patterns of dynamics that take place on networks, as well as shape the networks themselves. We base our method on an arbitrary-order Markov chain model with community structure, and develop a nonparametric Bayesian inference framework that identifies the simplest such model that can explain temporal interaction data.The description of temporal networks is usually simplified in terms of their dynamic community structures, whose identification however relies on a priori assumptions. Here the authors present a data-driven method that determines relevant timescales for the dynamics and uses it to identify communities.

Nonparametric Bayesian inference of the microcanonical stochastic block model.

A principled approach to characterize the hidden structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.

Publisher's Note: Nonparametric Bayesian inference of the microcanonical stochastic block model [Phys. Rev. E 95, 012317 (2017)].

This corrects the article DOI: 10.1103/PhysRevE.95.012317.

Inferring the mesoscale structure of layered, edge-valued, and time-varying networks.

Many network systems are composed of interdependent but distinct types of interactions, which cannot be fully understood in isolation. These different types of interactions are often represented as layers, attributes on the edges, or as a time dependence of the network structure. Although they are crucial for a more comprehensive scientific understanding, these representations offer substantial challenges. Namely, it is an open problem how to precisely characterize the large or mesoscale structure of network systems in relation to these additional aspects. Furthermore, the direct incorporation of these features invariably increases the effective dimension of the network description, and hence aggravates the problem of overfitting, i.e., the use of overly complex characterizations that mistake purely random fluctuations for actual structure. In this work, we propose a robust and principled method to tackle these problems, by constructing generative models of modular network structure, incorporating layered, attributed and time-varying properties, as well as a nonparametric Bayesian methodology to infer the parameters from data and select the most appropriate model according to statistical evidence. We show that the method is capable of revealing hidden structure in layered, edge-valued, and time-varying networks, and that the most appropriate level of granularity with respect to the additional dimensions can be reliably identified. We illustrate our approach on a variety of empirical systems, including a social network of physicians, the voting correlations of deputies in the Brazilian national congress, the global airport network, and a proximity network of high-school students.

Sampling Motif-Constrained Ensembles of Networks.

The statistical significance of network properties is conditioned on null models which satisfy specified properties but that are otherwise random. Exponential random graph models are a principled theoretical framework to generate such constrained ensembles, but which often fail in practice, either due to model inconsistency or due to the impossibility to sample networks from them. These problems affect the important case of networks with prescribed clustering coefficient or number of small connected subgraphs (motifs). In this Letter we use the Wang-Landau method to obtain a multicanonical sampling that overcomes both these problems. We sample, in polynomial time, networks with arbitrary degree sequences from ensembles with imposed motifs counts. Applying this method to social networks, we investigate the relation between transitivity and homophily, and we quantify the correlation between different types of motifs, finding that single motifs can explain up to 60% of the variation of motif profiles.

Generalized Communities in Networks.

A substantial volume of research is devoted to studies of community structure in networks, but communities are not the only possible form of large-scale network structure. Here, we describe a broad extension of community structure that encompasses traditional communities but includes a wide range of generalized structural patterns as well. We describe a principled method for detecting this generalized structure in empirical network data and demonstrate with real-world examples how it can be used to learn new things about the shape and meaning of networks.

Limits and trade-offs of topological network robustness.

We investigate the trade-off between the robustness against random and targeted removal of nodes from a network. To this end we utilize the stochastic block model to study ensembles of infinitely large networks with arbitrary large-scale structures. We present results from numerical two-objective optimization simulations for networks with various fixed mean degree and number of blocks. The results provide strong evidence that three different blocks are sufficient to realize the best trade-off between the two measures of robustness, i.e. to obtain the complete front of Pareto-optimal networks. For all values of the mean degree, a characteristic three block structure emerges over large parts of the Pareto-optimal front. This structure can be often characterized as a core-periphery structure, composed of a group of core nodes with high degree connected among themselves and to a periphery of low-degree nodes, in addition to a third group of nodes which is disconnected from the periphery, and weakly connected to the core. Only at both extremes of the Pareto-optimal front, corresponding to maximal robustness against random and targeted node removal, a two-block core-periphery structure or a one-block fully random network are found, respectively.

Efficient Monte Carlo and greedy heuristic for the inference of stochastic block models.

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to getting trapped in metastable states, or as a greedy agglomerative heuristic, with an almost linear O(Nln2N) complexity, where N is the number of nodes in the network, independent of the number of blocks being inferred. We show that the heuristic is capable of delivering results which are indistinguishable from the more exact and numerically expensive MCMC method in many artificial and empirical networks, despite being much faster. The method is entirely unbiased towards any specific mixing pattern, and in particular it does not favor assortative community structures.

Spontaneous centralization of control in a network of company ownerships.

We introduce a model for the adaptive evolution of a network of company ownerships. In a recent work it has been shown that the empirical global network of corporate control is marked by a central, tightly connected "core" made of a small number of large companies which control a significant part of the global economy. Here we show how a simple, adaptive "rich get richer" dynamics can account for this characteristic, which incorporates the increased buying power of more influential companies, and in turn results in even higher control. We conclude that this kind of centralized structure can emerge without it being an explicit goal of these companies, or as a result of a well-organized strategy.