The Annals of Statistics
- Ann. Statist.
- Volume 44, Number 1 (2016), 373-400.
Optimization via low-rank approximation for community detection in networks
Community detection is one of the fundamental problems of network analysis, for which a number of methods have been proposed. Most model-based or criteria-based methods have to solve an optimization problem over a discrete set of labels to find communities, which is computationally infeasible. Some fast spectral algorithms have been proposed for specific methods or models, but only on a case-by-case basis. Here, we propose a general approach for maximizing a function of a network adjacency matrix over discrete labels by projecting the set of labels onto a subspace approximating the leading eigenvectors of the expected adjacency matrix. This projection onto a low-dimensional space makes the feasible set of labels much smaller and the optimization problem much easier. We prove a general result about this method and show how to apply it to several previously proposed community detection criteria, establishing its consistency for label estimation in each case and demonstrating the fundamental connection between spectral properties of the network and various model-based approaches to community detection. Simulations and applications to real-world data are included to demonstrate our method performs well for multiple problems over a wide range of parameters.
Ann. Statist., Volume 44, Number 1 (2016), 373-400.
Received: May 2015
Revised: July 2015
First available in Project Euclid: 5 January 2016
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 62H30: Classification and discrimination; cluster analysis [See also 68T10, 91C20]
Secondary: 62H25: Factor analysis and principal components; correspondence analysis 62G20: Asymptotic properties
Le, Can M.; Levina, Elizaveta; Vershynin, Roman. Optimization via low-rank approximation for community detection in networks. Ann. Statist. 44 (2016), no. 1, 373--400. doi:10.1214/15-AOS1360. https://projecteuclid.org/euclid.aos/1452004790
- Supplement to “Optimization via low-rank approximation for community detection in networks”. This supplement contains proofs of Theorems 2, 3, 4 and 5.