Summary
This paper studies the problem of transfer learning for estimating the edge probabilities of random graphs under latent position models. In particular, given a fully observed graph on $n$ nodes generated from an independent-edge random graph model, with edge probabilty matrix $P$, and an $n_Q \times n_Q$ submatrix of a graph generated from an independent-edge random graph with edge probability matrix $Q$, the authors consider the task of estimating $Q$, by leveraging information from both graphs. In order for transfer learning to be possible, the underlying graph models must share some structure. The authors assume that both $P$ and $Q$ are given by latent positions models, i.e.
$$
P_{ij} = f_P(x_i,x_j),\qquad Q_{ij} = f_Q(x_i, x_j)
$$
where $x_1,\ldots,x_n \in \mathcal{X} \subset \R^d$ are a common set of latent positions, drawn i.i.d. from a uniform distribution on $\mathcal{X}$, and that $f_P, f_Q$ are $\alpha$-Hölder-smooth symmetric functions. The authors quantify the similarity between two nodes in a graph model using an interpretable distance based on their expected number of common neighbours (Definition 1.2), and measure the distance between two graph models on the same node set by comparing the ranks of these distances for each node in the graphs.
In Section 2, a simple algorithm (Algorithm 1) is proposed which estimates $Q_{ij}$ by averaging entries of $A_Q$ which are similar in terms of graph distance to $(i,j)$ in $A_P$, and under some reasonable conditions, a high-probability tail bound from the Frobenius norm difference between $\hat Q$ and $Q$ is dervived (Theorem 2.2).
In Section 3, information theoretic lower bounds for the problem are derived under the special case that $A_P$ and $A_Q$ are stochastic block model (SBM) graphs (Theorem 3.2), which are proved using Fano's lemma. An alternative algorithm (Algorithm 2) for estimating $Q$ under the SBM modelling assumption is proposed, based on the same ideas as Algorithm 1, and a high-probability tail bound (Proposition 3.4), analagous to Theorem 2.2, is derived which matches the information-theoretic lower bound up to a log factor.
In Section 4, Algorithms 1 and 2 are compared with an oracle method on a selection of simulated and real-world datasets.
Complete proofs of all theoretical results are provided in the appendix.
Strengths
- This paper was a joy to read. The problem of transfer-learning on graphs is well-motivated with real-world applications and the relevant literature is reviewed extensively. The reader is guided through each aspect of the problem; every definition feels motivated and mathematical statements are followed by intuition and illustrative examples. The paper is well organised, the writing is exemplary, and proofs are complete, accurate and clear.
- This paper addresses a problem which is of great relevance to the machine-learning community, and yet provides what appears to be the first provably consistent algorithm for this problem. The proposed solution, is simple and elegant, and the derived high-probability tail bound and its proof provide a lens into the fundamentally important aspects of this problem. The lower bounds derived in Section 3 show the, despite the simplicity of the method, it is optimal (in the minimax sense) under the SBM, albeit under fairly strong signal-to-noise assumptions (see weaknesses).
- The simulated and real data experiments in Section 4 are informative and demonstrate the effectiveness of the approach.
Weaknesses
- One weakness of this paper, is that their setup only considers graphs whose expected node degrees grow linearly in the number of nodes in the graph. In practice, many networks are sparse and it is common in the literature to consider asymptotic regimes in which expected node degrees grow sub-linearly. However, there is sufficient novelty in this paper that I don't see that this can be held against it. The authors claim in their conclusion that they believe their algorithm will work for when node degree are of the order $\Theta(n^{1/2})$, but not down to $\Theta(\log(n))$ (see Questions), but it is not clear *why* they believe this.
- It is not clear to me what is being shown in Figure 1. I was left quite confused. Some additional explanation here would be helpful.
Questions
My only questions to the authors relate to addressing to points raised in the Weaknesses section. I should mention that the first point is a curiosity and I believe it is only the second point that needs addressing before this work is ready for publication.
**Typos:**
- I believe there is a typo in the conclusion, and that the big-Os relating to edge densities should be big-$\Omega$s. Is this correct?
- The first letter on line 111 should be capitalised.
Limitations
The authors are upfront the main limitations of their work, although I think it would be helpful to mention the first weakness I mention explicitly.