complex networks analysis: clustering methodspeople.ee.ethz.ch/~nnefedov/cna_lecture_01.pdf · 7...

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Complex Networks Analysis:Clustering Methods

Spring 2013

ISI ETH Zurich

Nikolai Nefedov

nefedov@isi.ee.ethz.ch

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OutlinePurpose to give an overview of modern graph-clustering methods and their

applications for analysis of complex dynamic networks.

Planned topics

•short introduction to complex networks•discrete vector calculus, graph Laplacian, graph spectral analysis•methods of community detection based on modularity maximization• random walk on graphs, Laplacian dynamics, stability of community detection•multi-layer graphs: clustering and regularization• topology detection via system dynamics•dynamic network analysis and missing links prediction•applications for real-world datasets

(multi-dimensional time series and network analysis)

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Complex vs Complicated

Complex systems (no unique definition):• a (large) number of interacting elements• stochastic interactions• no centralized authority, self-organized

• Emerging properties system behavior arises from interaction structure: detailed understanding of elements in isolation is not enough

• even if elements follow simple rules (chaotic behavior) • evolving structures, system adaptation • hierarchies, heavy-tails,...

Complex Systems => Statistical physics • large scale regularities• microscopic origins of marcoscopic behavior• multiple (hierarchical) scales

Complex Systems

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Complex Systems => Complex Networks

Stat. Physics approach• a fixed level of abstraction • vertices => interacting elements• edges => interactions

• (statistical) analysis of network structure • dynamical processes taking place on a network • dynamics of a network Graph theory approach (mostly static graphs)• simple graphs => cuts, structure, factorization, spanning trees, ...• multigraphs => multiple edges and self-loops• hypergraphs => hyper-edge as a set of vertices• multi-layer graphs => a set of graphs on the same vertices => tensors• multiplexing graphs

Complex Systems

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Graph Theory

Origin: Leonhard Euler (1736)

L. Euler, Solutio problematis ad geometriam situs pertinentis, Comment. Academiae Sci. J. Petropolitanae 8, 128-140 (1736)(Euler theorem: when we can draw a graph with a single line)

Königsberg

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Stat. Physics approach

• network analysis • statistical analysis (random networks, small-world, scale-free networks) • network structure analysis • clustering • network partition • classification (taxonomy => hierarchical classification) • clustering => unsupervised classification (problem dependent) relates data to knowledge (basic human activity) • dynamical processes taking place on a network • random walk, opinion (voting) dynamics, synchronization game-strategies... • convergence, stability... • distributed computations/control • dynamics of a network • evolving networks • interplay between network topology and dynamics on a network • adaptive /learning networks

Complex Networks

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OutlinePurpose to give an overview of modern graph-clustering methods and their

applications for analysis of complex dynamic networks.

Planned topics

•short introduction to complex networks•discrete vector calculus, graph Laplacian, graph spectral analysis•methods of community detection based on modularity maximization• random walk on graphs, Laplacian dynamics, stability of community detection•multi-layer graphs: clustering and regularization• topology detection via system dynamics•dynamic network analysis and missing links prediction•applications for real-world datasets

(multi-dimensional time series and network analysis)

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OutlinePurpose to give an overview of modern graph-clustering methods and their

applications for analysis of complex dynamic networks.

Planned topics

•short introduction to complex networks• complex networks, definitions, basics

•Graph partition• min-cut, normalized-cut, min-ratio-cut

•Brief overview of vector calculus: • differential operators (gradient, divergence, Laplace operator)

•Graph Laplacian as a discrete version of Laplace-Beltrami operator•Spectral analysis based on graph Laplacian•Limits of spectral analysis

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Basics: Network StructureNetwork or graph G = (V,E) => set of vertices joined by edges,

V = {vi } set of vertices i =1,…, N,

E = {e (i, j ) } set of links/edges => (ordered) pair elements from V ,

max | E | = N (N – 1) /2 ;

vi is a neighbor of v

j if there is e ( i, j ) in E

number of neighbors k of a vertex vi is called its degree

in directed networks: in- and out- degrees k in, k

out

edge density of the graph:

ρ = 1 => fully connected, ρ << 1 => sparse graph

Cycle/loop = closed path (distinct vertices/edges)

Graph types: regular, tree, forest …

Bipartite network: 2 types of nodes, links only between nodes of different types.

ρ=∣E∣/ N N−1 /2

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Basics: Network Structure

Shortest path between i and j => a path with min number of edgesDistance d(i,j) => measure associated with the shortest path between i and j

Average shortest distance

Diameter of the graph

Connected graph: there is a path between any pair of nodesMin connected graph => no loops => tree, | E | = N - 1 edgesForest => collection of trees

Fully connected (complete) graph: d (i,j) = 1 for all i,j | E | = N(N – 1) /2

Adjacency matrix A (i,j) = 1 if e {i,j } in E, 0 otherwise

Clique: a fully connected subgraphk-clique: clique with k vertices

Motifs: subgraphs which often occur in a network (wrt to a null model)

⟨ l ⟩=∑ 2d i,j / N N−1

d = max d i,j

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Basics: Network StructureCentrality measures:

node degree = number of neighbors

Closeness centrality: measures how far (on the average) a vertex is from all other vertices

Betweenness centrality = number of shortest paths going through vertex/edge, measures the amount of flow through a vertex/edge,computationally demanding.

dc i =1/Σ j≠i d i,j

b i =∑l,m

d i l,m /d l,m d(l,m) shortest paths between l and m;

di(l,m) shortest paths going through node i

Clustering coefficient of a node

C i =1

k ik i−1 ∑j≠k

N

eij e jk eki

Average clustering coefficient of a graph C G =∑ C i /N = triangles

connected triples

C i =2 E i

k ik i−1

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Network: Statistical characterizationDegree distribution p(k) => probability that a randomly chosen vertex has degree k

P(k|k’): => cond. prob. that a vertex of degree k is connected to a vertex of degree k’

Average degree <k > = 2 |E| /N

Sparse graphs: <k> << N

Average degree of nearest neighbors of node i :

Average degree fluctuations: <k2>

Clustering spectrum (of vertices which have the same degree)

Topological heterogeneity: homogeneous networks: light tails heterogeneous networks: skewed, heavy tails

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Stochastic NetworksStochastic network -> not s single graph, but a statistical ensemble

Erdős–Rényi (random) networks: G (N,p)

- connect N vertices randomly, each pair is connected with probability p

- ensemble of possible realizations: network properties => averages over the ensemble

- average number of edges

- average degree

⟨E⟩ = pN N−1/2

Clustering coefficient

E-R networks CER = p =⟨k ⟩N

practically there is no clustering large random networks are tree-like networks

⟨k ⟩ = 2⟨E⟩ /N = p N−1 ≈ pN

C G = triangles

connected triples

Erdős–Rényi Networks

Example N = 3, p = 1/3

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Erdős–Rényi Networks

pi k = C N−1k pk 1−p N−1−k

Pk =∑i= 1

N

pi k /N

= pN

k

k!exp−pN Pk =

⟨k ⟩k!

k

e−⟨k ⟩

average degree: ⟨k ⟩ = 2⟨E⟩ /N=p N−1 ≈ pN

=> Poisson distribution

For E-R networks

Degree distribution for the whole network

Probability that vertex i has a degree k• connected to k vertices, • not connected to the other N – k – 1

pi k

N ∞ s . t . ⟨k ⟩ = const

Erdős–Rényi Networks

: many small subgraphs

⟨k ⟩=1

⟨k ⟩1

: phase transition (percolation)

: giant component + small subgraphs⟨k ⟩ >>1

Connected component sizes

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⟨k ⟩

small subgraphs

giant component

N ∞ s . t . ⟨k ⟩ = const

relative giant component size

mean component size

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• Degree distribution: Poisson (degrees of all nodes close to average)

• No correlations, all edges exist independently of each other

• Path lengths grow logarithmically with system size, <l> ~ ln (N)

• Connectivity depends on average degree <k>

small <k> => several disjoint components,

high <k> => giant connected component

there is a percolation transition phase

(from a fragmented to a connected)

• Very “homogeneous” networks

Erdős–Rényi Networks

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Real-World Networks

Shortest path Clustering

Random networks Short Low

Real networks Short High

Regular-topology networks * Long High *

* [Watts & Strogatz 1998]

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Random vs Real-World Networks

Heavy tail distributions (often power law in log axes)

Degree distributions

Pk =⟨k ⟩k!

k

e−⟨k ⟩

Poison distribution

[Barabási & Albert, 1999]

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Network Models: Small-World D.J. Watts and S. Strogatz,”Collective dynamics of 'small-world' networks", Nature 393, 440–442, 1998

WS model:• Take a regular clustered network• Rewire the endpoint of each link to a random node with probability p

• SWN => a simple model for interpolating between regular and random networks

• Randomness controlled by a singletuning parameter

• N >> k >> ln(N) >> 1

Degree distribution

clustering coefficient

WS model, k>2 <= independent of system size

[Barrat & Weight, 2000]

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Path Length

Clustering

Network Models: Small-World Networks

“Small-World Network” short paths, high clustering

random network

regular network

N = 1000 k = 10

average over 20 realizationsat each p

[Watts & Strogatz]

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Network Models: Small-World Networks

Dynamics of sync, virus spreading :small number of shortcuts greatly speeds up the process: 3% shortcuts => 50% epidemic

Network structure strongly affects processes taking place on networks

Density of shortcuts

Epidemic sizeEpidemics: number of infected

[Watts & Strogatz]

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Network Models: Scale-Free Networks

A.-L. Barabási & R. Albert, Emergence of Scaling in Random Networks, Science 286, 509 (1999)

logarithmic axes

Power-Law Distribution

Degree distributions

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kc= cut-off due to finite-sizediverging degree fluctuations for

Fluctuations

Level of heterogeneity:

Power-law tails,

Power Law Distributions

F k F αk =α D F k Scale invariance:

P k = Ak−γ P αk = A αk −γ= α−γ P k Power-law:

γ< 3

k>kmin P k =

γ−1

k min γ−1

k−γ

⟨kn ⟩=∫k min

∞

kn P k dk

for γ n 1

⟨kn⟩ = k min

n γ−1γ−1−n

1<γ< 2⇒⟨k ⟩∞

∃ only ⟨k ⌊ γ−1 ⌋⟩ ∞

2<γ<3⇒⟨k 2⟩∞

<=> shift on log scale

for most of real world networks 2 <γ<3

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Power Law Distributions

power-law Pk =⟨k ⟩k exp −⟨k ⟩ /k!

logarithmic axes

Networks with Power Law Distributions => Scale-Free Networks

no characteristic scale (node degree) in the distribution

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Barabási-Albert Model Scale-Free Networks

Pk =2m2/k 3

B-A model of network growth• based on the principle of preferential attachment - “the rich get richer”

• results in networks with a power-law degree distribution (average degree <k> = 2m )

Where networks come from? Networks are not static => growth networks

π i=k i

∑ k i

1. Take a small seed network, e.g. a few connected nodes2. Let a new node of degree m enter the network3. Connect the new node to existing nodes such that

the probability of connecting to node i of degree ki is

Average shortest path lengths Clustering coefficient:

π i

Degree distribution

Pk =2m2

k3

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Random p = 0.02 Small world p = 0.1 Scale free <k> = 2

Network Models

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Network Models: Summary

Erdös-Renyi model

• short path lengths• Poisson distribution (no hubs)• no clustering

Barabási-Albert scale-free model

• short path lengths• power-law distribution for degrees• robustness• no clustering (may be fixed)

Real-world networks

• short path lengths• high clustering• broad degree distributions, often power laws

Watts-StrogatzSmall World model

• short path lengths• high clustering (N independent) • almost constant degrees

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Similarity Graphs Graphs embedded in space Euclidean distance (L2 norm) Manhattan distance (L1 norm) Cosine similarity

Graphs built from data: Data points from Euclidean space, sampling of some underlying distribution,... Connectivity parameter: k (KNN), ε - neighborhood graph, ... Similarity measure => fully connected (weighted ) matrix

Graphs not embedded in space

Neighborhood measures - structural equivalence: share the same neighbors => Jaccard coe cientffi - regular equivalence: if neighbors of a node are similar Pearson correlation coe cientffi Path dependent measures Measures based on random walk: - commute-time: average number of steps for a random to hit a target and return - escape probability: probability to hit a target before coming back