Statistical Inference for Large Directed Graphs with Communities of - - PowerPoint PPT Presentation

statistical inference for large directed graphs with
SMART_READER_LITE
LIVE PREVIEW

Statistical Inference for Large Directed Graphs with Communities of - - PowerPoint PPT Presentation

Statistical Inference for Large Directed Graphs with Communities of Interest Deepak Agarwal Outline Communities of Interest : overview Why a probabilistic model? Bayesian Stochastic Blockmodels Example Ongoing work


slide-1
SLIDE 1

Statistical Inference for Large Directed Graphs with Communities of Interest

Deepak Agarwal

slide-2
SLIDE 2

Outline

  • Communities of Interest : overview
  • Why a probabilistic model?
  • Bayesian Stochastic Blockmodels
  • Example
  • Ongoing work
slide-3
SLIDE 3

Communites of interest

  • Goal: understand calling behavior of every TN on ATT

LD network: massive graph

  • Corinna, Daryl and Chris invented COI’s to scale

computation using Hancock (Anne Rogers and Kathleen Fisher)

  • Definition: COI of TN X is a subgraph centered around X

– Top k called by X + other – Top k calling X + other

slide-4
SLIDE 4

COI signature

X

Other

  • utbound

Other inbound

slide-5
SLIDE 5
  • Entire graph union of COI’s
  • Extend a COI by recursively growing the spider

– Captures calling behavior more accurately

  • Definition for this work:

– Grow the spider till depth 3. Only retain depth 3 edges that are between depth 2 nodes.

slide-6
SLIDE 6

Extended COI

me

  • ther
  • ther

X x

slide-7
SLIDE 7

Enhancing a COI !!

  • Missed calls:

– Local calls where TN’s not ATT local – Outbound OCC calls – Calls to/from the bin “other”

  • Big outbound and inbound TNs

– Dominate the COI, lot of clutter. – Need to down weight their calls.

  • Other issues

Want to quantify things like tendency to call, tendency

  • f being called, tendency of returning calls for every

TN.

slide-8
SLIDE 8

Our approach so far

  • COI -> social network
  • Want a statistical model that estimates

missing edges, add desired ones and remove (or down weight) undesired ones.

slide-9
SLIDE 9

me COI from top probability edges of a statistical model. The model adds new

  • edges. (brown

arrows) Removes undesired

  • nes.
slide-10
SLIDE 10

Getting a sense of data

Some descriptive statistics based on a random sample

  • f 500 residential COI’s.
slide-11
SLIDE 11

density = 100*ne/(g(g-1)) ne = number of edges g = number of nodes

slide-12
SLIDE 12
slide-13
SLIDE 13

Under random Average conditional

  • n out -degrees
slide-14
SLIDE 14

Under random: Conditional on outdegrees

slide-15
SLIDE 15

Under random: Conditional on indegrees

slide-16
SLIDE 16
slide-17
SLIDE 17

Distribution of “Other"

slide-18
SLIDE 18

Representing the Data

  • Collection of all edges with activity
  • Matrix with no diagonal entries
  • Collection of several 2x2 contingency

tables

slide-19
SLIDE 19

COI: gxg matrix without diagonal entries

slide-20
SLIDE 20

COI: collection of 2x2 tables.

  • Data matrix a collection of g(g-1)/2 2x2 tables

(called dyads).

mij aij aji nij pij pji 1 i->j j-> i

present absent present absent

1-pij 1-pji

Row total Column total

slide-21
SLIDE 21

More probabilities than edges. Need to express them in terms of fewer parameters which could be learned from data.

slide-22
SLIDE 22

∑ ∑ ∑ ∑ ∑

+ + + + + + =

+ + + + + + i j j i ij ij j j r i i s j j j i i i

w z w r w s w w w M C likelihood

,

) exp( γ λ λ β α θ ρ

All Greek letters to be estimated from data Computation: 2 minutes for a typical COI on fry Likelihood, gradient and Hessian computed using C, optimizer in R. Optimizer goes crazy due to presence of so many zero degrees Do regularization, known as “shrinkage estimation” in statistics. Incur bias for small degree nodes but get reduction in variance.

slide-23
SLIDE 23

Meaning of parameters

  • Node i:

– ai: expansiveness (tendency to call)

– ßi: attractiveness (tendency of being called)

  • Global parameters:

– ?: density of COI (reduces with increasing sparseness) – ?: reciprocity of COI (tendency to return calls) – ?s: “caller” specific effect – ?r: “cal lee” specific effect – ?: “call” specific effect

slide-24
SLIDE 24

Differential reciprocity

  • Different reciprocity for each node:

– Add another parameter ?i to node i – Replace ?M by ?M + S i?i Mi in the likelihood – Called “differential reciprocity” model – Computationally challenging, have implemented it.

slide-25
SLIDE 25

Missing edges?

  • Can estimate all parameters as long as we

have some observed edges in data matrix

– for each row (to estimate expansiveness) – for each column (to estimate attractiveness)

  • Missing local calls -> o.k.
  • OCC -> problem, entire row missing.

– Impute data using reasonable assumptions m times (typically m=3 o.k.) and combine

  • results. Working on it.
slide-26
SLIDE 26

Incorporating edge weights

  • Edge weights binned into k bins using a random sample
  • f 500 COI’s. Weights in ith bin assigned a score i.

tij unknown, w’s weights on dyad (i,j). tij imputed using Hyper geometric wij wji k tij

Row total Column total

k - wji k - wij

slide-27
SLIDE 27

Example

  • COI with 117 nodes, 172 edges.
  • 14 missing edges, local calls from14 non ATT local

customers to seed node (local list provided by Gus).

  • One edge attribute: number of common “buddies”

between TN i and TN j

  • Tried Bizocity, “Localness to seed” for caller and cal lee

effects, eventually settled with one caller effect viz localness to seed, no cal lee effect.

slide-28
SLIDE 28

Parameter estimates.

  • ? = -6.28; ?=2.76 (higher side)
  • ?s=.29 (TN’s local to seed have a higher

tendency to call)

  • ?=.41 (common acquaintances between two TN’s

increase their tendency to call each other)

slide-29
SLIDE 29
slide-30
SLIDE 30

Pruning the big (red) nodes

  • Down weight expansiveness/attractiveness based on

proportion of volume going to “other”, higher value get down weighted more by adding “offset”

– Renormalize the new probability matrix to have the same mass as the original one.

  • Offset function used:

a

  • ther
  • ther

a p a

  • ther
  • ther

f >= + − − = < = if ) ) 5 tan(. ) 5 tan(. 1 log( if ) ( π π

slide-31
SLIDE 31
slide-32
SLIDE 32

Matrix obtained by taking union of top 50 data edges, top 50 edges from original model, top 50 edges from pruned model.

slide-33
SLIDE 33
slide-34
SLIDE 34

Where to from here?

  • Estimate missing OCC calls :multiple imputation.
  • Scale the algorithm to get parameter estimates

for every TN, maybe on a weekly basis, enrich customer signature.

  • Can compute Hellinger distance between two

COIs in closed form. Could be useful in supervised learning tasks like tracking Repetitive debtors.