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Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big Data Challenges for Predictive Modeling of Complex Systems November 26, 2018 1 Supported by Hong Kong Research Grants Council (Grants No. CUHK 14300914 and 14304017)

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Page 1: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Reconstruction of Network Structure

from Dynamics

Emily S.C. Ching

Department of Physics

The Chinese University of Hong Kong

Big Data Challenges for Predictive Modeling of Complex Systems

November 26, 2018 1

Supported by Hong Kong Research Grants Council

(Grants No. CUHK 14300914 and 14304017)

Page 2: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Outline

• Introduction

• Noise-induced Relations

• Implications

– Why statistical covariance is not a good indicator of

interaction

– Reconstruction method for general networks

• Effects of Hidden Nodes

• Application to Real-world Networks

• Summary 2

Joey C.Y. Leung (former PhD student)

H.C. Tam (former PhD student)

P.Y. Lai (National Central University)

Benny P.H. Tam (former MPhil student)

K.C. Lin (former MPhil student)

Chumin Sun (PhD student)

Page 3: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Introduction

Many complex systems of interest in physics and biology can be represented as networks of a number of elementary units (nodes) that interact (link) with one another.

Yeast protein-protein

interaction network

Lethality and centrality in protein

networks

H. Jeong, S. P. Mason, A.-L. Barabási and Z.

N. Oltvai Nature 411, 41-42 (3 May 2001)

3

Page 4: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

An important piece of information about a network is its connectivity structure, namely how its nodes are linked to one another, and the coupling strength of these links.

Knowing the network structure is an important first step for understanding the functionality of behavior of the system.

4

Network biology: understanding the cell's functional organization

Albert-László Barabási & Zoltán N. Oltvai

Nature Reviews Genetics 5, 101-113 (February 2004)

Page 5: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

A large amount of dynamical data of complex networks has

been collected in many different disciplines.

One “big data” challenge is to reconstruct the structure of a

network from the measured data.

5

Page 6: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Another central issue is to understand the relation between the

connectivity structure of the network and its dynamics.

6

Complex brain networks: graph

theoretical analysis of structural

and functional systems

Ed Bullmore & Olaf Sporns, Nature

Reviews Neuroscience 10, 186-

198 (March 2009)

Our research goal:

To infer the network

connectivity structure from the

dynamics of the nodes

Page 7: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Consider a network of N nodes, each with a state variable

xi(t), described by the following general model:

In general, Aij≠Aji (directed) and non-uniform gij (weighted)

(bidirectional if Aij=Aji and unweighted if gij =g) 7

1

, 1, 2,..,N

i i i ij ij i j ijx f x g A h x x i N

noise models external disturbance i

adjacency matrix giving the links of

the network: Aij =1 if a link connects

node to node i or 0 otherwise.

coupling function

coupling strength

intrinsic dynamics

Page 8: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Can we relate structure (Aij and gij) to dynamics [xi(t),

i=1,…,N]?

It was found that the presence of noise gives rise to a relation

between structure and dynamics.

The specific relation presented in this work applies only for

bidirectional, unweighted networks with consensus dynamics:

fi=0 and h(xi,xj)=xj-xi in the presence of white noise.

8

Page 9: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

We focus on systems that have stationary fluctuations about a

noise-free steady-state Xi and study the linearized dynamics

around Xi.

9

11,2,..,

N

i ij j ij

dx Q x i N

dt

i i ix x X

( ) contains information of the network connectivity

--- separate into 2 groups depending on 0 or

( , ) ( ,

1

) '( )N

ij iij y i j ik ik x i

i

k i i ij

k i

j

ij

jQ h

Q

X

i j

A

X g A h X X fA Xg

ℎ𝑦 𝑥, 𝑦 ≡ 𝜕ℎ 𝑥, 𝑦 𝜕𝑦 ℎ𝑥 𝑥, 𝑦 ≡ 𝜕ℎ(𝑥, 𝑦) 𝜕𝑥

Our approach is to derive mathematical results relating and quantities

that can be calculated using only (t) for general networks and noise

and to use these relations to develop methods of network

ix

Q

reconstruction.

Page 10: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

10

| '|/

correlated noise of correlation time :

( ) 0 ; ( ) ( ') nij

n

t t

i i j

n

Dt t t e

white noise:

( ) 0 ; ( ) ( ') 2 ( ')i i j ij

t t t D t t

Page 11: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Noise-induced Relations

[K0 is the usual covariance matrix]

Then solving the linearized stochastic dynamics for

we have obtained two mathematical results (which are

good approximations in the weak-noise limit) relating K0,

K , Q and D (noise covariance matrix).

11

Define ( ) ( ) ( ) ( )

( ) ( ) ( ) (

)

i i j jij

i i j j

K x t x t x t x t

x t x t x t x t

( )ix t

Page 12: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

12

1

1

1

1

or ( + )

1

for singular wit

10 0

/0

where

( )

[ ( ) ] ( )

( )

( ) ( )

+ ( e )

Result 1:

Result 2:

n n

T

n n

T

n n

n

n

T Tn n

e e e

R P I Λ Q

Q Q

P

Q

I

U RD I Q

V I I Q R D I Q

R I Q

QK K Q D I Q I Q D 0

K K I U V

1h diagonalizable =

Q PΛP

Page 13: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Implications

13

A common practice infers a link between nodes i and j when the

Pearson correlation coefficient of xi(t) and xj(t) is larger than

some threshold value (“large correlation indicates interaction”)

Using Result 1, we can understand theoretically why

(i) statistical covariance is not a good indicator for interaction

and (ii) strongly interacting nodes can have weak correlations.

Weak pairwise correlations imply strongly

correlated network states in a neural population

Elad Schneidman, Michael J. Berry, II, Ronen

Segev & William Bialek Nature 440, 1007-1012

(20 April 2006)

Page 14: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

• This result involves only the covariance matrix K0 .

Since the left hand side is a symmetric matrix, there

are only N(N+1)/2 independent equations.

• Hence K0 alone contains insufficient information for

the reconstruction of an asymmetric Q or a general

directed network (different Q can give same K0).

This conclusion has been obtained for white noise in Gilson M,

Moreno-Bote R, Ponce-Alvarez A, Ritter P, Deco G (2016) Estimation of Directed

Effective Connectivity from fMRI Functional Connectivity Hints at Asymmetries of

Cortical Connectome. PLoS Comput Biol 12(3): e1004762 14

1 10 0

( ) ( )

Result 1:T T

n n QK K Q D I Q I Q D 0

Page 15: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Bidirectional Networks

Result 1 can be simplified when Q is symmetric and noise is

uniform and uncorrelated for different nodes:

This is the case for bidirectional networks

with fi=f and diffusive-like coupling [h(x,y) = h(z), z=y-x, and

h(-z)=-h(z), h’(0)>0].

15

; ij ji ij jiA A g g

2 1 2 2

0 ( / 2) when = and =( / 2)n ij ji ij ijQ Q D K Q Q

Network structure is given by the inverse of the covariance

matrix and not the covariance matrix itself. This explains why

strongly interacting nodes can have weak correlations.

Page 16: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

16

Circles and lines represent

nodes and links; size of circle

is proportional to degree of

the node

(a) Actual scale-free network

(b) Reconstructed using 𝐊0-1

(for small n)

(c) Reconstructed using Pearson

correlation coefficient

(d) Reconstructed using partial

correlation coefficient

Π𝑖𝑗 ≡𝐾0 𝑖𝑗

𝐾0 𝑖𝑖 𝐾0 𝑗𝑗

𝜌𝑖𝑗 ≡ −𝐾0

−1𝑖𝑗

𝐾0−1

𝑖𝑖 𝐾0−1

𝑗𝑗

Page 17: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Reconstruction of General Networks

For reconstruction of general networks, need relation

between K and K0. Result 2 provides such a relation.

17

2 0

3 2

/ /

0

/

/Result 2: implies

where and

Solving (1) and (2) we obtain and an

K

+ ( e )

d th

K K (1)

K K K (2)

=log ( )/

s

d

u

an

n

n

n

ne e e

e

e

e e

e

Q Q

Q Q

Q

S

S T

K K I

T

S T

S I T

T

V

Q

U

Reconstructing networks from dynamics with correlated noise

H.C. Tam, ESCC and Pik-Yin Lai, Physica A 502, 108-122 (2018)

Page 18: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

White-noise limit:

18

0

1

0

But in this

For 0,

th

white-noi

us the previous me

se limit, we have

thod cannot give accurately

a =logn ( )/ d

n

e

QK K

Q K K

T 0

T

Reconstructing Links in Directed Networks From Noisy Dynamics

ESCC and H.C. Tam, Phys. Rev. E 95, 010301(R) (2017)

Page 19: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

19

2

1

1 1

0 2 0

1

We first check whether the white-noise limit holds by calculating

which measures the relative deviation of

=log( ) and =log( )/2

If some thres

N

ii ii

i ii

H F

N F

F K K H K K

1

0=log ( )/

=log ( )/

Thus and ( , ) for

hold value, then we take the

white-noise approximation and define

otherwise we define

ij ij ij y i jM g A h X X i j

M K K

M T

M Q

We identify the two groups of Mij (i ≠j)

for Aij =0 or 1 using clustering method

based on a Gaussian mixture model

𝑨𝒊𝒋 = 𝟎

𝑨𝒊𝒋 = 𝟏

Reconstructing networks from

dynamics with correlated noise

H.C. Tam, ESCC and Pik-Yin Lai,

Physica A 502, 108-122 (2018)

Page 20: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

𝑀𝑖𝑗 ≈ 𝑔𝑖𝑗𝐴𝑖𝑗ℎ𝑦(𝑋𝑖 , 𝑋𝑗)

ℎ𝑦(𝑥, 𝑦) is a constant

𝐺𝑖𝑗 ≡𝑔𝑖𝑗

⟨𝑔⟩ 𝐺𝑗

out 𝑖 ≡𝑔𝑗𝑖

𝑔 𝑜𝑢𝑡 𝑖

ℎ𝑦(𝑥, 𝑦)

depends on y only

𝐺 𝑗out 𝑖 ≡

𝑀𝑗𝑖𝑘 𝑜𝑢𝑡 𝑖

𝑀𝑘𝑖𝑘←𝑖

𝐺 𝑖𝑗 ≡𝑀𝑖𝑗𝑘 𝑡𝑜𝑡

𝑀𝑛𝑙𝑛,𝑛↔𝑙

≈ ≈

We can further reconstruct the relative coupling

strength when h(x,y) has additional properties.

ℎ𝑦(𝑥, 𝑦)

depends on x only

𝐺𝑗in 𝑖 ≡

𝑔𝑖𝑗

𝑔 𝑖𝑛 𝑖

𝐺 𝑗in 𝑖 ≡

𝑀𝑖𝑗𝑘 𝑖𝑛 𝑖

𝑀𝑖𝑘𝑘→𝑖

Page 21: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

We check our theoretical results using numerical data

generated from different networks and different dynamics

21

Reconstructing networks from dynamics with correlated noise

H.C. Tam, ESCC and Pik-Yin Lai, Physica A 502, 108-122 (2018)

Page 22: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Investigation of general applicability of our method by studying

additional cases for which our theoretical derivation does not

directly apply

22

We also study cases with node-dependent correlated noise

n(i), taken from a uniform distribution with a certain range

Page 23: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

23

𝐹𝑁/𝑁𝐿 : ratio of missed links; 𝐹𝑃/𝑁𝐿 : ratio of incorrectly predicted links

𝑁𝐿 =total no of links

eG =average % error of reconstructed relative coupling strength (excluding missed and

incorrectly inferred links)

Our method gives accurate results with low error rates (including additional cases Ia, Ib, IIa, IIb )

Page 24: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Accurate reconstruction of relative coupling strength

24

Page 25: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Accurate reconstruction of noise covariance matrix

25

Page 26: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Effects of Hidden Nodes

Recall for bidirectional networks with diffusive-like coupling

acted by a white noise, we have

Suppose the network has N nodes but only time-series

measurements of n<N nodes are available. Denote the time-

series of these n measured nodes by yi(t), i=1,…,n.

Can we still get the links among the measured nodes from yi(t),

i=1,…,n, only?

26

2 1

0

2

0

( / 2) '(0)( ); '(0) / '(0)

or ( ) ; 2 '(0)

ij i ij ij ij

h a a f h

a L s g Ah

K Q L I

K L I I

Page 27: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

27

1

2

21

0

1

2

1

( )

=

( )

where

measures the

( ) 2 '(0)

2 '(0)

2 '(0)

e

( )

ff

e

nm m n

T TN nh h N n

m m n

m ij ij

T

h N n

T

h N nijij

ah

a

ha

ah

g A C i j

a

a

Ε L I E

C Ε L

K L I I

I 0K U L I Ε

0 IU K E L I

K L I

K

C

I E

K K

1ct of the hidden nodes on ;

0 only when there is a path connecting the

measured nodes and via hidden nodes only

m

ijC

i j

K

Page 28: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

The magnitude of 𝐶𝑖𝑗 depends on

• Number of paths connecting the measured nodes i and j via

hidden nodes (number of nonzero terms in the sums)

• Strength of the hidden nodes

• Coupling strength of the links in these paths 28

1

Y ij ij ijij

g A C i j K

Page 29: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Interesting observations:

• Hidden nodes with larger strength give rise to smaller corrections.

• When the three factors are comparable for the two groups of

connected and unconnected nodes, information of Aij for the

measured nodes can still be obtained even when a significant

portion of nodes are hidden. Such situations arise when the hidden

nodes are not preferentially linked to the measured nodes.

N=100, n=50 N=100, n=30

29

Page 30: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

In a random network of N=100 nodes where the

hidden nodes are randomly chosen:

nh = N-n is the number of hidden nodes 30

Page 31: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

In a network of N=100 nodes with nh=30 hidden nodes that

are preferentially linked to measured nodes that are

unconnected:

FN/NL=0.4% FP/NL≈30%

The accuracy of the reconstruction deteriorates significantly but

some useful information can still be uncovered. 31

Page 32: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Each electrode receives input from a few nearby neurons.

Synaptic connections are directional.

Each electrode is taken as one node ---- 4095 nodes and apply our method

to reconstruct the directed network from the voltage measurements.

Application to Real-World Networks

(in-vitro neuronal networks) Cortices from E17 Wistar rat embryos were plated on a multi-electrode array

(MEA) Biocam 4096 system. Taken by Yu-Ting Huang of Dr. C.K. Chan’s

group at Academia Sinica, Taiwan

Page 33: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Outgoing links are inferred to be either

inhibitory or excitatory for each node j

(j=10) inhibitory node (j=4080) excitatory node

33

1

0 =log[ ]/

( , ) for ij ij ij y i jM g A h X X i j

M K K

Page 34: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Basic properties of the reconstructed neuronal networks

C. Elegans

measured fraction of inhibitory neurons ranges from 0.15-0.30 in various

cortical regions in monkey [Hendry et al. J. Neuroscience 7, 1503-1519 (1987)]

34

Days in vitro (DIV) 11 22 25 33 45 52 59 66

fraction of inhibitory

nodes

0.27 0.13 0.15 0.18 0.21 0.24 0.31 0.28

connection probability (%) 1.2 1.9 1.4 1.5 1.1 1.7 1.4 1.5

proportion of giant strongly

connected component

0.88

0.96

0.98

0.92

0.81

0.90

0.77

0.83

average path length 4.0 3.7 3.7 3.9 4.1 3.7 4.0 3.7

clustering coefficient 0.26 0.36 0.38 0.30 0.25 0.28 0.18 0.22

small-world yes yes yes yes yes yes yes yes

2.8

0.85

3.5

0.22

yes

Page 35: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Distribution of average outgoing coupling strength

35

The distribution of gout for excitatory nodes with gin(i)>0 is

approximately lognormal

average incoming/outgoing coupling strength gin / gout defined by

Page 36: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

• Lognormal distribution of synaptic connection strength [defined

by the averaged peak excitatory postsynaptic potential (EPSP)

amplitude] measured for layer 5 pyramidal neurons in the rat

visual cortex using quadrupole whole-cell recordings technique

36

Song et al. Highly nonrandom features of synaptic connectivity in local

cortical circuits. PLoS Biol 3(3): e68 (2005)

Page 37: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

The distribution of log|gout| for excitatory nodes with gin(i)<0

and for inhibitory nodes is approximately exponential

37

Page 38: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Relation between network structure and spike rate

We can predict whether a node

has above-median spike rate or

below-median spike rate using

its average excitatory incoming

coupling strength

38

DIV 11 22 25 33 45 52 59 66

sensitivity 0.83 0.75 0.74 0.79 0.81 0.80 0.70 0.78

specificity 0.80 0.70 0.72 0.81 0.80 0.78 0.73 0.80

Page 39: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Summary

• Using derived noise-induced relations between connectivity structure and

dynamics for networks with stationary fluctuations around a noise-free

steady-state, we have developed a method for reconstructing directed

and weighted networks in the presence of white or correlated noise.

• Numerical tests show that our method gives good accurate results for

networks with different nonlinear dynamics and coupling functions

including networks that have non-steady noise-free state.

• We have shown that links among measured nodes of bidirectional

networks can be reconstructed accurately when the hidden nodes are not

preferentially linked with the measured nodes.

• We have applied our method to reconstruct in-vitro neuronal networks

from experimental multi-electrode array measurements and obtained a

number of interesting results (ongoing study).

39

Page 40: Reconstruction of Network Structure from Dynamics · Reconstruction of Network Structure from Dynamics Emily S.C. Ching Department of Physics The Chinese University of Hong Kong Big

Thank you!

40