On the Robustness of Spectral Algorithms for Semirandom Stochastic Block Models

In a graph bisection problem, we are given a graph $G$ with two equally-sized unlabeled communities, and the goal is to recover the vertices in these communities. A popular heuristic, known as spectral clustering, is to output an estimated community assignment based on the eigenvector corresponding to the second smallest eigenvalue of the Laplacian of $G$. Spectral algorithms can be shown to provably recover the cluster structure for graphs generated from certain probabilistic models, such as the Stochastic Block Model (SBM). However, spectral clustering is known to be non-robust to model mis-specification. Techniques based on semidefinite programming have been shown to be more robust, but they incur significant computational overheads. In this work, we study the robustness of spectral algorithms against semirandom adversaries. Informally, a semirandom adversary is allowed to ``helpfully'' change the specification of the model in a way that is consistent with the ground-truth solution. Our semirandom adversaries in particular are allowed to add edges inside clusters or increase the probability that an edge appears inside a cluster. Semirandom adversaries are a useful tool to determine the extent to which an algorithm has overfit to statistical assumptions on the input. On the positive side, we identify classes of semirandom adversaries under which spectral bisection using the _unnormalized_ Laplacian is strongly consistent, i.e., it exactly recovers the planted partitioning. On the negative side, we show that in these classes spectral bisection with the _normalized_ Laplacian outputs a partitioning that makes a classification mistake on a constant fraction of the vertices. Finally, we demonstrate numerical experiments that complement our theoretical findings.

Paper

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Peer review

Reviewer hmYB6/10 · confidence 4/52024-07-10

Summary

The paper studies spectral algorithms for recovery in the stochastic block model (SBM). Specifically, they consider a nonhomogeneous SBM where there are two communities $P_1, P_2$ and edges inside the communities occur (independently) with probability between $p$ and $\bar{p}$ while edges between the communities appear with probability $q$. This is a generalization of the standard SBM where the edges inside communities occur with probability exactly $p$. The goal is to take a graph generated from the nonhomogeneous SBM (but without the community labels) and recover the communities $P_1, P_2$. The nonhomogeneous modification seems to only strengthen the "signal" about the communities but is actually a useful test case for the robustness of various recovery algorithms for SBM -- in fact many well-known algorithms for SBM may break in the nonhomogeneous case. The nonhomogeneous model is a special case of the more general semi-random model where edges may be arbitrarily added within communities and edges connecting different communities may be arbitrarily removed. The sharp characterization of when exact recovery of the communities is possible was shown in [ABH16]. Semidefinite programming algorithms achieve the sharp threshold and succeed in recovery even in the more general semi-random model [FK01]. The goal of this paper is understanding spectral algorithms for recovery, which may be more efficient than semidefinite programming algorithms. The main results of the paper are that under a certain gap condition on $p,\bar{p},q$ that resembles the characterization in [ABH16] but is worse by some constant factor, spectral bisection based on the unnormalized Laplacian solves the recovery problem whereas using the spectrum of the normalized Laplacian provably fails. The authors also prove a similar result in a modified setting called the deterministic cluster model. The authors also run numerical simulations to support their results.

Strengths

Spectral clustering algorithms are important for a variety of applications and understanding their robustness through the lens of semi-random models could potentially help bridge theory and practice The paper has a neat conceptual takeaway about using the unnormalized Laplacian as opposed to the normalized Laplacian

Weaknesses

The concrete theoretical results are somewhat weak. The authors require an upper bound on the maximum edge probability that is comparable to $p,q$ -- this type of assumption isn't necessary for other algorithms such as SDPs. They also don't achieve the sharp information-theoretic threshold of [ABH16] that other algorithms do. The experiments are run on purely synthetic data but it would be more compelling if there were experiments on real graphs. It is not clear that the nonhomogeneous SBM model proposed in the paper is a reasonable model for graphs that appear in practice because of this upper bound on the maximum edge probability and also the fact that no perturbations are allowed for the edges between different communities.

Questions

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Rating

6

Confidence

4

Soundness

3

Presentation

3

Contribution

3

Limitations

Yes

Reviewer e2Qn6/10 · confidence 4/52024-07-10

Summary

The authors initially investigate the two-community spectral clustering algorithms applied to the 'Nonhomogeneous Symmetric Stochastic Block Model' (NSSBM). This model is characterized as a more encompassing semi-random framework, permitting a more lenient variation in the selection of in-cluster edge probabilities for each node pair, in comparison to the conventional '(Symmetric) Stochastic Block Model' (SBM). The authors subsequently apply the results derived from the NSSBM model to a more adversarial deterministic model, incorporating necessary adjustments. Finally, numerical simulation results are presented to support the theoretical insights from their study.

Strengths

The idea makes sense and the problem is of interest to the community. The authors provide the theoretical guarantee of the strong consistency of the spectral method for NSSBM which has a potential high rank(\omega(n)) adjacent matrix whereas the counterpart is rank(2) for the traditional SBM model in the population level. Lemma $B.14$ ensures $\mathbold u^\star_2$ is always the second eigenvector of the Laplacian matrix even for the rank(\omega(n)) case(NSSBM).

Weaknesses

(1) The NSSBM model that the authors proposed is not that realistic as variants or perturbations may happen not only in in-cluster edges but also out-cluster edges in practice. Adding the edge only inside the clusters or promoting the in-cluster edge probability will only increase the signal-noise ratio (SNR) for the SBM model(Abbe 2018). (2) A comparison of the conditions of strong consistency for NSSBM with the existing model should help understand the paper better.

Questions

Is it possible to extend the analysis to the model with variant choices of out-cluster probability for each pair of nodes such that $q_{v, w}\in [\bar{q},q]$. It seems trivial at least at the population level but I am not sure how the new change will affect the perturbation analysis.

Rating

6

Confidence

4

Soundness

3

Presentation

3

Contribution

3

Limitations

N/A

Reviewer q18A7/10 · confidence 3/52024-07-13

Summary

This paper considers several semirandom variants of the SBM, and investigates whether spectral algorithms achieve exact recovery. The authors give guarantees for the performance of spectral clustering from the unnormalized Laplacian in both a nonhomogenous model, and a model in which the adversary has control over intra-community edges. Suprisingly, the normalized Laplacian is shown to perform worse than the unnormalized Laplacian in the inhomogeneous model.

Strengths

As far as I know, this is the first work that provides guarantees for spectral algorithms in semirandom settings. While the analysis is an adaptation of the work of Abbe et al on entrywise eigenvector analysis, it requires some new ideas. In particular, the models studied are not low-rank. It is very interesting that the unnormalized Laplacian does better than the normalized Laplacian!

Weaknesses

Sharp constants are not given.

Questions

Could you please give an indication of which parts of your analysis could be tightened to yield sharp constants?

Rating

7

Confidence

3

Soundness

4

Presentation

4

Contribution

3

Limitations

Yes

Reviewer eQb76/10 · confidence 5/52024-07-25

Summary

Spectral clustering has been a popular unsupervised method among mathematical statisticians and theoretical ML researchers. The first analysis of spectral clustering using perturbation analysis (Ng et al., 2001) appeared more than 20 years ago, which, of course, has a lot of limitations: Sparsity is not accounted for, and the number of clusters does not grow as the number of vertices increases. The two major results that take care of these aspects are (Rohe et al., 2011) and (Lei and Rinaldo, 2015), which establish weak consistency of spectral clustering. On the other hand, there is a lot of literature on the strong consistency and in this context, authors introduces the problem very well. This paper is aimed at studying robustness of spectral algorithms a particular types of model mispecifications, using semirandom adverseries. This paper provides several results on under what kind of semirandom models spectral clustering exactly recover groundtruth bi-clusters.

Strengths

The problem is introduced very well, and even though there are a lot of technical details, one can easily go through all the results. While the present problem setting and results are based on the previous results in the literature, the contributions are respectable and provide more insights into the robustness of spectral clustering. Particularly, Theorem 3 is very interesting, which along with Theorem 1 and 2, shows that the unnormalized case is more robust to monotone adversarial changes.

Weaknesses

(1) One of the biggest problem with keeping the number of clusters constant and then providing results for "n" large is that in most practical situations number of clusters grow with n. In that sense weak consistency, results that are available in the literature are much more appealing. (2) Limited to bi-partitioning.

Questions

(1) This paper doesnot deal with weak consistency results. Can you just comment on performing this kind of analysis to weak consistency case where one allow number of clusters to grow. (2) One of the most important factor in studying spectral clustering under blockmodels models is sparsity. I could not find any comment about this in the paper. (3) Why is the bi-partitioning constraint? Is it because, when we consider top K eigenvectors, one need to perform K-means which can introduce further problems? (4) The Cheeger's inquality based description of hard instances for normalized case is nice but not difficult to perceive. Considering that we have higher-order cheeger inequalities, how do we extend this analysis to multi-partition case? Just looking for a comment if authors happens to know about these results.

Rating

6

Confidence

5

Soundness

4

Presentation

4

Contribution

3

Limitations

Yes.

Reviewer q18A2024-08-08

Acknowledgement of rebuttal

Thank you for the clarifications!

Reviewer hmYB2024-08-11

Thank you for the response and addressing my concerns/questions. I still think it would be very interesting and potentially impactful to see how the proposed algorithms perform on real-world graphs!

Reviewer eQb72024-08-13

Thanks

Thanks for your replies. Regarding allowing the number of clusters to grow: Check "Spectral clustering and the high-dimensional stochastic blockmodel" by Karl Rohe, Sourav Chatterjee, Bin Yu

Authorsrebuttal2024-08-13

Thanks for pointing this out, we will add a pointer to this classic reference in the camera-ready version. However, note that the work only guarantees weak recovery and also assumes that $k$-means can be solved optimally, so the regime is different from ours.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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