Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints

Abstract Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years. Rooted into statistical physics, the ERGMs framework has been successfully employed for reconstructing networks, detecting statistically significant patterns in graphs, counting networked configuration...

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Autores principales: Nicolò Vallarano, Matteo Bruno, Emiliano Marchese, Giuseppe Trapani, Fabio Saracco, Giulio Cimini, Mario Zanon, Tiziano Squartini
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Publicado: Nature Portfolio 2021
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Acceso en línea:https://doaj.org/article/00f9f8db37124723b7faa9a1b6954d4c
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spelling oai:doaj.org-article:00f9f8db37124723b7faa9a1b6954d4c2021-12-02T16:31:02ZFast and scalable likelihood maximization for Exponential Random Graph Models with local constraints10.1038/s41598-021-93830-42045-2322https://doaj.org/article/00f9f8db37124723b7faa9a1b6954d4c2021-07-01T00:00:00Zhttps://doi.org/10.1038/s41598-021-93830-4https://doaj.org/toc/2045-2322Abstract Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years. Rooted into statistical physics, the ERGMs framework has been successfully employed for reconstructing networks, detecting statistically significant patterns in graphs, counting networked configurations with given properties. From a technical point of view, the ERGMs workflow is defined by two subsequent optimization steps: the first one concerns the maximization of Shannon entropy and leads to identify the functional form of the ensemble probability distribution that is maximally non-committal with respect to the missing information; the second one concerns the maximization of the likelihood function induced by this probability distribution and leads to its numerical determination. This second step translates into the resolution of a system of O(N) non-linear, coupled equations (with N being the total number of nodes of the network under analysis), a problem that is affected by three main issues, i.e. accuracy, speed and scalability. The present paper aims at addressing these problems by comparing the performance of three algorithms (i.e. Newton’s method, a quasi-Newton method and a recently-proposed fixed-point recipe) in solving several ERGMs, defined by binary and weighted constraints in both a directed and an undirected fashion. While Newton’s method performs best for relatively little networks, the fixed-point recipe is to be preferred when large configurations are considered, as it ensures convergence to the solution within seconds for networks with hundreds of thousands of nodes (e.g. the Internet, Bitcoin). We attach to the paper a Python code implementing the three aforementioned algorithms on all the ERGMs considered in the present work.Nicolò VallaranoMatteo BrunoEmiliano MarcheseGiuseppe TrapaniFabio SaraccoGiulio CiminiMario ZanonTiziano SquartiniNature PortfolioarticleMedicineRScienceQENScientific Reports, Vol 11, Iss 1, Pp 1-33 (2021)
institution DOAJ
collection DOAJ
language EN
topic Medicine
R
Science
Q
spellingShingle Medicine
R
Science
Q
Nicolò Vallarano
Matteo Bruno
Emiliano Marchese
Giuseppe Trapani
Fabio Saracco
Giulio Cimini
Mario Zanon
Tiziano Squartini
Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
description Abstract Exponential Random Graph Models (ERGMs) have gained increasing popularity over the years. Rooted into statistical physics, the ERGMs framework has been successfully employed for reconstructing networks, detecting statistically significant patterns in graphs, counting networked configurations with given properties. From a technical point of view, the ERGMs workflow is defined by two subsequent optimization steps: the first one concerns the maximization of Shannon entropy and leads to identify the functional form of the ensemble probability distribution that is maximally non-committal with respect to the missing information; the second one concerns the maximization of the likelihood function induced by this probability distribution and leads to its numerical determination. This second step translates into the resolution of a system of O(N) non-linear, coupled equations (with N being the total number of nodes of the network under analysis), a problem that is affected by three main issues, i.e. accuracy, speed and scalability. The present paper aims at addressing these problems by comparing the performance of three algorithms (i.e. Newton’s method, a quasi-Newton method and a recently-proposed fixed-point recipe) in solving several ERGMs, defined by binary and weighted constraints in both a directed and an undirected fashion. While Newton’s method performs best for relatively little networks, the fixed-point recipe is to be preferred when large configurations are considered, as it ensures convergence to the solution within seconds for networks with hundreds of thousands of nodes (e.g. the Internet, Bitcoin). We attach to the paper a Python code implementing the three aforementioned algorithms on all the ERGMs considered in the present work.
format article
author Nicolò Vallarano
Matteo Bruno
Emiliano Marchese
Giuseppe Trapani
Fabio Saracco
Giulio Cimini
Mario Zanon
Tiziano Squartini
author_facet Nicolò Vallarano
Matteo Bruno
Emiliano Marchese
Giuseppe Trapani
Fabio Saracco
Giulio Cimini
Mario Zanon
Tiziano Squartini
author_sort Nicolò Vallarano
title Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
title_short Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
title_full Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
title_fullStr Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
title_full_unstemmed Fast and scalable likelihood maximization for Exponential Random Graph Models with local constraints
title_sort fast and scalable likelihood maximization for exponential random graph models with local constraints
publisher Nature Portfolio
publishDate 2021
url https://doaj.org/article/00f9f8db37124723b7faa9a1b6954d4c
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