edge conductance estimation using mcmc
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Edge Conductance Estimation using MCMC Ashish Bora 1 Vivek S. Borkar - PowerPoint PPT Presentation

Edge Conductance Estimation using MCMC Ashish Bora 1 Vivek S. Borkar 2 Dinesh Garg 3 Rajesh Sundaresan 4 1 Department of Computer Science, University of Texas at Austin 2 Department of Electrical Engineering, IIT Bombay, Mumbai, India 3 IBM India


  1. Edge Conductance Estimation using MCMC Ashish Bora 1 Vivek S. Borkar 2 Dinesh Garg 3 Rajesh Sundaresan 4 1 Department of Computer Science, University of Texas at Austin 2 Department of Electrical Engineering, IIT Bombay, Mumbai, India 3 IBM India Research Lab, Bengaluru, India 4 Department of Electrical Communication Engineering and the Robert Bosch Centre for Cyber Physical Systems, Indian Institute of Science, Bengaluru, India. Allerton, 2016 Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 1 / 35

  2. Outline Motivation 1 What is conductance? Why estimate conductances? Notation 2 Prior Work 3 Algorithm 4 Motivation Idea Pseudocode Theoretical results 5 Simulation Experiments 6 Cardinal Estimation Ordinal Estimation Discussion 7 Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 2 / 35

  3. Outline Motivation 1 What is conductance? Why estimate conductances? Notation 2 Prior Work 3 Algorithm 4 Motivation Idea Pseudocode Theoretical results 5 Simulation Experiments 6 Cardinal Estimation Ordinal Estimation Discussion 7 Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 3 / 35

  4. What is conductance? Analogy Given a graph G = ( V , E ), imagine each edge as a unit resistor. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 4 / 35

  5. What is conductance? Definition j i Pick any two nodes i , j ∈ V . Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 5 / 35

  6. What is conductance? Definition j i Pick any two nodes i , j ∈ V . Inject unit current at i and extract it at j . Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 6 / 35

  7. What is conductance? Definition j i Pick any two nodes i , j ∈ V . Inject unit current at i and extract it at j . Effective resistance between i and j is the potential difference between them. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 6 / 35

  8. What is conductance? Definition j i Pick any two nodes i , j ∈ V . Inject unit current at i and extract it at j . Effective resistance between i and j is the potential difference between them. Effective conductance is inverse of effective resistance. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 6 / 35

  9. Outline Motivation 1 What is conductance? Why estimate conductances? Notation 2 Prior Work 3 Algorithm 4 Motivation Idea Pseudocode Theoretical results 5 Simulation Experiments 6 Cardinal Estimation Ordinal Estimation Discussion 7 Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 7 / 35

  10. Why estimate conductances? Effective resistance as a robust measure of distance ([1], [2]) Considers all paths Less sensitive to edge or node insertions and deletions Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 8 / 35

  11. Why estimate conductances? Effective resistance as a robust measure of distance ([1], [2]) Considers all paths Less sensitive to edge or node insertions and deletions Sum of effective resistances across all pairs measure of network robustness equals network criticality parameter [4] Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 8 / 35

  12. Why estimate conductances? Effective resistance as a robust measure of distance ([1], [2]) Considers all paths Less sensitive to edge or node insertions and deletions Sum of effective resistances across all pairs measure of network robustness equals network criticality parameter [4] Edge resistances for graph sparsification [3] Edges sampled (with replacement) according to their effective resistance Approximately preseves quadratic form of Graph Laplacian (i.e. x ⊤ Lx ) Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 8 / 35

  13. Notation G = ( V , E ) is an undirected, unweighted, connected, finite graph. m = | E | , n = | V | ∂ i = { j | ( i , j ) ∈ E } d i = | ∂ i | d max = max i ∈ V d i , d min = min i ∈ V d i d ij = min { di , dj } , D ij = max { d i , d j } . π i = d i / 2 m , stationary distribution of simple random walk on G d avg = � i ∈ V d i π i G ij = the effective conductance between i and j R ij = the effective resistance between i and j Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 9 / 35

  14. Prior Work Nodes of the graph can be embedded in Euclidean space so that the resulting pair-wise distances encode the effective resistances. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 10 / 35

  15. Prior Work Nodes of the graph can be embedded in Euclidean space so that the resulting pair-wise distances encode the effective resistances. The embedding depends on the edge-node adjacency matrix and the Laplacian of the graph. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 10 / 35

  16. Prior Work Nodes of the graph can be embedded in Euclidean space so that the resulting pair-wise distances encode the effective resistances. The embedding depends on the edge-node adjacency matrix and the Laplacian of the graph. [3] uses low dimensional random projection to preserve pairwise distances to estimate resistances. Takes only � O ( m /ǫ 2 ) steps, but requires centralized computation. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 10 / 35

  17. Outline Motivation 1 What is conductance? Why estimate conductances? Notation 2 Prior Work 3 Algorithm 4 Motivation Idea Pseudocode Theoretical results 5 Simulation Experiments 6 Cardinal Estimation Ordinal Estimation Discussion 7 Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 11 / 35

  18. Algorithm Motivation For large dynamic graphs, we would like algorithms that Are distributed and use minimal local communication Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 12 / 35

  19. Algorithm Motivation For large dynamic graphs, we would like algorithms that Are distributed and use minimal local communication Have low memory footprint Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 12 / 35

  20. Algorithm Motivation For large dynamic graphs, we would like algorithms that Are distributed and use minimal local communication Have low memory footprint Use very few computations per step Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 12 / 35

  21. Algorithm Motivation For large dynamic graphs, we would like algorithms that Are distributed and use minimal local communication Have low memory footprint Use very few computations per step Are easily parallelizable Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 12 / 35

  22. Algorithm Motivation For large dynamic graphs, we would like algorithms that Are distributed and use minimal local communication Have low memory footprint Use very few computations per step Are easily parallelizable Are incremental and adaptive Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 12 / 35

  23. Outline Motivation 1 What is conductance? Why estimate conductances? Notation 2 Prior Work 3 Algorithm 4 Motivation Idea Pseudocode Theoretical results 5 Simulation Experiments 6 Cardinal Estimation Ordinal Estimation Discussion 7 Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 13 / 35

  24. Algorithm Idea We focus on edge effective conductance estimation as needed for graph sparsification algorithm in [3]. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 14 / 35

  25. Algorithm Idea We focus on edge effective conductance estimation as needed for graph sparsification algorithm in [3]. We use random walks on the graph to estimate effective conductance and effective resistances. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 14 / 35

  26. Algorithm Idea We focus on edge effective conductance estimation as needed for graph sparsification algorithm in [3]. We use random walks on the graph to estimate effective conductance and effective resistances. A random walk on the graph picks, from the current position, one of the neighbors with equal probability. Such random walks naturally give us many of the desired properties. Ashish Bora, Vivek S. Borkar , Dinesh Garg, Rajesh Sundaresan Edge Conductance Estimation using MCMC 14 / 35

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