mathematical models of networks - leonid zhukov · lecture outline 1 random graphs erdos-renyi...

29
Mathematical models of networks Leonid E. Zhukov School of Data Analysis and Artificial Intelligence Department of Computer Science National Research University Higher School of Economics Social Network Analysis MAGoLEGO course Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 1 / 29

Upload: others

Post on 08-Aug-2020

0 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Mathematical models of networks

Leonid E. Zhukov

School of Data Analysis and Artificial IntelligenceDepartment of Computer Science

National Research University Higher School of Economics

Social Network AnalysisMAGoLEGO course

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 1 / 29

Page 2: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Lecture outline

1 Random graphsErdos-Renyi model

2 Preferential attachmentBarabasi-Albert model

3 Small world modelWatts-Strogatz model

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 2 / 29

Page 3: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Network models

Empirical network features:

Power-law (heavy-tailed) degree distribution

Small average distance (graph diameter)

Large clustering coefficient (transitivity)

Giant connected component

Generative models:

Random graph model (Erdos & Renyi, 1959)

Preferential attachement model (Barabasi & Albert, 1999)

Small world model (Watts & Strogatz, 1998)

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 3 / 29

Page 4: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Random graph model

Graph G{E ,V }, nodes n = |V |, edges m = |E |Erdos and Renyi, 1959.

Gn,p - each pair out of N = n(n−1)2 is connected with probability p,

number of edges m - random number

〈m〉 = pn(n − 1)

2

〈k〉 =1

n

∑i

ki =2〈m〉n

= p (n − 1) ≈ pn

ρ =〈m〉

n(n − 1)/2= p

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 4 / 29

Page 5: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Node degree distribution

Poisson Distribution

P(ki = k) =λke−λ

k!, λ = pn = 〈k〉

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 5 / 29

Page 6: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Random graph

〈k〉 = pn > 1

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 6 / 29

Page 7: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Phase transition

Consider Gn,p as a function of p

p = 0, empty graph

p = 1, complete (full) graph

There are exist critical pc , structural changes from p < pc to p > pc

Gigantic connected component appears at p > pc

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 7 / 29

Page 8: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Random graph model

p < pc p = pc p > pc

igraph:erdos.renyi.game()

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 8 / 29

Page 9: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Phase transition

Graph G (n, p), for n→∞, critical value pc = 1/n

when p < pc , (〈k〉 < 1) there is no components with more thanO(ln n) nodes, largest component is a tree

when p = pc , (〈k〉 = 1) the largest component has O(n2/3) nodes

when p > pc , (〈k〉 > 1) gigantic component has all O(n) nodes

Critical value: 〈k〉 = pcn = 1- on average one neighbor for a node

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 9 / 29

Page 10: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Connected component

〈k〉 = pn

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 10 / 29

Page 11: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Clustering coefficient

Clustering coefficient

C (k) =#of links between NN

#max number of links NN=

pk(k − 1)/2

k(k − 1)/2= p

C = p =〈k〉n

when n→∞, C → 0

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 11 / 29

Page 12: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Graph diameter

G (n, p) is locally tree-like (GCC) (no loops; low clustering coefficient)

on average, the number of nodes d steps away from a node 〈k〉d

in GCC, around pc , 〈k〉d ∼ n,

d ∼ ln n

ln〈k〉

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 12 / 29

Page 13: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Random graph model

Node degree distribution function - Poisson:

P(k) =λke−λ

k!, λ = pn = 〈k〉

Average path length:

〈L〉 ∼ log(N)/ log〈k〉

Clustering coefficient:

C =〈k〉n

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 13 / 29

Page 14: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachment model

Barabasi and Albert, 1999Dynamical growth model

t = 0, n0 nodes

growth: on every step add a node with m0 edges (m0 ≤ n0),ki (i) = m0

Preferential attachment: probability of linking to existing node isproportional to the node degree ki

Π(ki ) =ki∑i ki

=ki

2m0t

after t steps: n0 + t nodes, m0t edges

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 14 / 29

Page 15: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachment model

Barabasi, 1999

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 15 / 29

Page 16: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachement

ki (t) = m0

( ti

)1/2

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 16 / 29

Page 17: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachement

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 17 / 29

Page 18: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachment

Time evolution of a node degree

ki (t) = m0

( ti

)1/2

Degree distribution function:

P(k) =2m2

0

k3

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 18 / 29

Page 19: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachement

Preferential attachment vs random graph

BA : P(k) =2m2

0

k3, ER : P(k) =

〈k〉ke−〈k〉

k!, 〈k〉 = pn

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 19 / 29

Page 20: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachement

Preferential attachment vs random graph

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 20 / 29

Page 21: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachment model

m0 = 1 m0 = 2 m0 = 3

igraph: barabasi.game()

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 21 / 29

Page 22: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Preferential attachment model

Node degree distribution - power law):

P(k) =2m2

0

k3

Average path length :

〈L〉 ∼ log(N)/ log(log(N))

Clustering coefficient (numerical result):

C ∼ N−0.75

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 22 / 29

Page 23: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Small world

Motivation: keep high clustering, get small diameter

Clustering coefficient C = 1/2Graph diameter d = 8

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 23 / 29

Page 24: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Small world

Watts and Strogatz, 1998

Single parameter model, interpolation between regular lattice and randomgraph

start with regular lattice with n nodes, k edges per vertex (nodedegree), k << n

randomly connect with other nodes with probability p, forms pnk/2”long distance” connections from total of nk/2 edges

p = 0 regular lattice, p = 1 random graph

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 24 / 29

Page 25: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Small world

Watts, 1998

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 25 / 29

Page 26: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Small world model

20% rewiring:ave. path length = 3.58 → ave. path length = 2.32clust. coeff = 0.49 → clust. coeff = 0.19

igraph:watts.strogatz.game()

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 26 / 29

Page 27: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Small world model

Node degree distribution function - Poisson like (numerical result)

Average path length (analytical result) :

〈L〉 ∼ log(N)

Clustering coefficientC = const

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 27 / 29

Page 28: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

Model comparison

Random BA model WS model Empirical networks

P(k) λke−λ

k! k−3 poisson like power lawC 〈k〉/N N−0.75 const large

〈L〉 log(N)log(〈k〉)

log(N)log log(N) log(N) small

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 28 / 29

Page 29: Mathematical models of networks - Leonid Zhukov · Lecture outline 1 Random graphs Erdos-Renyi model 2 Preferential attachment Barabasi-Albert model 3 Small world model Watts-Strogatz

References

On random graphs I, P. Erdos and A. Renyi, PublicationesMathematicae 6, 290297 (1959).

On the evolution of random graphs, P. Erdos and A. Renyi,Publicaton of the Mathematical Institute of the Hungarian Academyof Sciences, 17-61 (1960)

Collective dynamics of small-world networks. Duncan J. Watts andSteven H. Strogatz. Nature 393 (6684): 440-442, 1998

Emergence of Scaling in Random Networks, A.L. Barabasi and R.Albert, Science 286, 509-512, 1999

Leonid E. Zhukov (HSE) Lecture 3 22.04.2016 29 / 29