Skip to main content

Bayesian Nonparametrics for Sparse Dynamic Networks

  • Conference paper
  • First Online:
Machine Learning and Knowledge Discovery in Databases (ECML PKDD 2022)

Abstract

In this paper we propose a Bayesian nonparametric approach to modelling sparse time-varying networks. A positive parameter is associated to each node of a network, which models the sociability of that node. Sociabilities are assumed to evolve over time, and are modelled via a dynamic point process model. The model is able to capture long term evolution of the sociabilities. Moreover, it yields sparse graphs, where the number of edges grows subquadratically with the number of nodes. The evolution of the sociabilities is described by a tractable time-varying generalised gamma process. We provide some theoretical insights into the model and apply it to three datasets: a simulated network, a network of hyperlinks between communities on Reddit, and a network of co-occurences of words in Reuters news articles after the September \(11^{th}\) attacks.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 79.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 99.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Notes

  1. 1.

    The name was coined by [13] after [3].

  2. 2.

    https://snap.stanford.edu/data/soc-RedditHyperlinks.html.

  3. 3.

    http://vlado.fmf.uni-lj.si/pub/networks/data/CRA/terror.htm.

References

  1. Aalen, O.: Modelling heterogeneity in survival analysis by the compound Poisson distribution. Annals Appl. Prob. 2(4), 951–972 (1992)

    Google Scholar 

  2. Aldous, D.J.: Representations for partially exchangeable arrays of random variables. J. Multivar. Anal. 11(4), 581–598 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bertoin, J., Fujita, T., Roynette, B., Yor, M.: On a particular class of self-decomposable random variables : the durations of Bessel excursions straddling independent exponential times. Probab. Math. Stat. 26(2), 315–366 (2006)

    MathSciNet  MATH  Google Scholar 

  4. Borgs, C., Chayes, J., Cohn, H., Holden, N.: Sparse exchangeable graphs and their limits via graphon processes. J. Mach. Learn. Res. 18(1), 1–71 (2018)

    MathSciNet  MATH  Google Scholar 

  5. Brix, A.: Generalized gamma measures and shot-noise Cox processes. Adv. Appl. Probab. 31(4), 929–953 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  6. Cai, D., Campbell, T., Broderick, T.: Edge-exchangeable graphs and sparsity. In: Advances in Neural Information Processing Systems, pp. 4249–4257 (2016)

    Google Scholar 

  7. Caron, F., Fox, E.: Sparse graphs using exchangeable random measures. J. Royal Stat. Society B 79, 1–44 (2017)

    Google Scholar 

  8. Caron, F., Panero, F., Rousseau, J.: On sparsity, power-law and clustering properties of graphex processes. arXiv pp. arXiv-1708 (2017)

    Google Scholar 

  9. Caron, F., Teh, Y.W.: Bayesian nonparametric models for ranked data. In: NIPS (2012)

    Google Scholar 

  10. Caron, F., Teh, Y., Murphy, T.: Bayesian nonparametric plackett-luce models for the analysis of preferences for college degree programmes. Annals Appl. Stat. 8(2), 1145–1181 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  11. Crane, H., Dempsey, W.: Edge exchangeable models for interaction networks. J. Am. Stat. Assoc. 113(523), 1311–1326 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  12. Dawson, D.A.: Stochastic evolution equations and related measure processes. J. Multivar. Anal. 5(1), 1–52 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  13. Devroye, L., James, L.: On simulation and properties of the stable law. Stat. Methods Appl. 23(3), 307–343 (2014). https://doi.org/10.1007/s10260-014-0260-0

    Article  MathSciNet  MATH  Google Scholar 

  14. Durante, D., Dunson, D.: Bayesian logistic gaussian process models for dynamic networks. In: AISTATS, pp. 194–201 (2014)

    Google Scholar 

  15. Foulds, J., DuBois, C., Asuncion, A., Butts, C., Smyth, P.: A dynamic relational infinite feature model for longitudinal social networks. In: Proceedings of the fourteenth international conference on artificial intelligence and statistics, pp. 287–295 (2011)

    Google Scholar 

  16. Fu, W., Song, L., Xing, E.P.: Dynamic mixed membership blockmodel for evolving networks. In: Proceedings of the 26th Annual International Conference on Machine Learning, pp. 329–336 (2009)

    Google Scholar 

  17. Ghalebi, E., Mahyar, H., Grosu, R., Taylor, G.W., Williamson, S.A.: A nonparametric bayesian model for sparse temporal multigraphs. CoRR (2019)

    Google Scholar 

  18. Ghalebi, E., Mirzasoleiman, B., Grosu, R., Leskovec, J.: Dynamic network model from partial observations. In: Advances in Neural Information Processing Systems, pp. 9862–9872 (2018)

    Google Scholar 

  19. Heaukulani, C., Ghahramani, Z.: Dynamic probabilistic models for latent feature propagation in social networks. In: International Conference on Machine Learning, pp. 275–283 (2013)

    Google Scholar 

  20. Herlau, T., Schmidt, M.N., Mørup, M.: Completely random measures for modelling block-structured sparse networks. In: Advances in Neural Information Processing Systems, vol. 29 (2016)

    Google Scholar 

  21. Ho, Q., Song, L., Xing, E.: Evolving cluster mixed-membership blockmodel for time-evolving networks. In: Proceedings of the Fourteenth International Conference on Artificial Intelligence and Statistics, pp. 342–350 (2011)

    Google Scholar 

  22. Hoover, D.N.: Relations on probability spaces and arrays of random variables. Preprint, Institute for Advanced Study, Princeton, NJ (1979)

    Google Scholar 

  23. James, L.F.: Poisson process partition calculus with applications to exchangeable models and bayesian nonparametrics. arXiv preprint math/0205093 (2002)

    Google Scholar 

  24. James, L.F., Lijoi, A., Prünster, I.: Posterior analysis for normalized random measures with independent increments. Scand. J. Stat. 36(1), 76–97 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  25. Kallenberg, O.: Exchangeable random measures in the plane. J. Theor. Probab. 3(1), 81–136 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  26. Kim, M., Leskovec, J.: Nonparametric multi-group membership model for dynamic networks. In: Advances in Neural Information Processing Systems, pp. 1385–1393 (2013)

    Google Scholar 

  27. Kingman, J.: Completely random measures. Pac. J. Math. 21(1), 59–78 (1967)

    Article  MathSciNet  MATH  Google Scholar 

  28. Klenke, A.: Probability theory: A Comprehensive Course. Springer Science & Business Media (2013)

    Google Scholar 

  29. Kumar, S., Hamilton, W.L., Leskovec, J., Jurafsky, D.: Community interaction and conflict on the web. In: Proceedings of the 2018 World Wide Web Conference on World Wide Web, pp. 933–943. International World Wide Web Conferences Steering Committee (2018)

    Google Scholar 

  30. Lee, J., James, L.F., Choi, S.: Finite-dimensional bfry priors and variational bayesian inference for power law models. In: Advances in Neural Information Processing Systems, pp. 3162–3170 (2016)

    Google Scholar 

  31. Lijoi, A., Mena, R.H., Prünster, I.: Controlling the reinforcement in Bayesian non-parametric mixture models. J. Royal Stat. Society: Series B (Stat. Methodol.) 69(4), 715–740 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  32. Miscouridou, X., Caron, F., Teh, Y.W.: Modelling sparsity, heterogeneity, reciprocity and community structure in temporal interaction data. In: Advances in Neural Information Processing Systems, pp. 2343–2352 (2018)

    Google Scholar 

  33. Naik, C., Caron, F., Rousseau, J.: Sparse networks with core-periphery structure. Electron. J. Stat. 15(1), 1814–1868 (2021)

    Article  MathSciNet  MATH  Google Scholar 

  34. Newman, M.: Networks: an introduction. OUP Oxford (2009)

    Google Scholar 

  35. Ng, Y.C., Silva, R.: A dynamic edge exchangeable model for sparse temporal networks. arXiv preprint arXiv:1710.04008 (2017)

  36. Orbanz, P., Roy, D.M.: Bayesian models of graphs, arrays and other exchangeable random structures. IEEE Trans. Pattern Anal. Mach. Intelligence (PAMI) 37(2), 437–461 (2015)

    Article  Google Scholar 

  37. Pitt, M.K., Walker, S.G.: Constructing stationary time series models using auxiliary variables with applications. J. Am. Stat. Assoc. 100(470), 554–564 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  38. Prünster, I.: Random probability measures derived from increasing additive processes and their application to Bayesian statistics. Ph.D. thesis, University of Pavia (2002)

    Google Scholar 

  39. Todeschini, A., Miscouridou, X., Caron, F.: Exchangeable random measures for sparse and modular graphs with overlapping communities. J. Royal Stat. Society: Series B (Stat. Methodol.) 82(2), 487–520 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  40. Veitch, V., Roy, D.M.: The class of random graphs arising from exchangeable random measures. arXiv preprint arXiv:1512.03099 (2015)

  41. Watanabe, S.: A limit theorem of branching processes and continuous state branching processes. J. Math. Kyoto Univ. 8(1), 141–167 (1968)

    MathSciNet  MATH  Google Scholar 

  42. Williamson, S.A.: Nonparametric network models for link prediction. J. Mach. Learn. Res. 17(1), 7102–7121 (2016)

    MathSciNet  Google Scholar 

  43. Xing, E.P., Fu, W., Song, L., et al.: A state-space mixed membership blockmodel for dynamic network tomography. Annals Appl. Stat. 4(2), 535–566 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  44. Xu, K., Hero, A.O.: Dynamic stochastic blockmodels for time-evolving social networks. IEEE J. Selected Topics Signal Process. 8(4), 552–562 (2014)

    Article  Google Scholar 

Download references

Acknowledgement

We thank the reviewers for their helpful and constructive comments. C. Naik was supported by the Engineering and Physical Sciences Research Council and Medical Research Council [award reference 1930478]. F. Caron was supported by the Engineering and Physical Sciences Council under grant EP/P026753/1. J. Rousseau was supported by the European Research Council (ERC) under the European Union’s Horizon 2020 research and innovation programme (grant agreement No 834175). K. Palla and Y.W. Teh were supported by the European Research Council under the European Union’s Seventh Framework Programme (FP7/2007–2013) ERC grant agreement no. 617411.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Cian Naik .

Editor information

Editors and Affiliations

1 Electronic supplementary material

Below is the link to the electronic supplementary material.

Supplementary material 1 (pdf 2106 KB)

Rights and permissions

Reprints and permissions

Copyright information

© 2023 The Author(s), under exclusive license to Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Naik, C., Caron, F., Rousseau, J., Teh, Y.W., Palla, K. (2023). Bayesian Nonparametrics for Sparse Dynamic Networks. In: Amini, MR., Canu, S., Fischer, A., Guns, T., Kralj Novak, P., Tsoumakas, G. (eds) Machine Learning and Knowledge Discovery in Databases. ECML PKDD 2022. Lecture Notes in Computer Science(), vol 13717. Springer, Cham. https://doi.org/10.1007/978-3-031-26419-1_12

Download citation

  • DOI: https://doi.org/10.1007/978-3-031-26419-1_12

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-031-26418-4

  • Online ISBN: 978-3-031-26419-1

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics