Scaling up Dynamic Edge Partition Models via Stochastic Gradient MCMC
This work addresses the challenge of applying community detection to massive, time-evolving networks, offering a scalable solution for researchers and practitioners in network analysis.
The authors tackled the problem of scaling overlapping community detection in dynamic networks by extending the edge partition model with a Dirichlet Markov chain and proposing a stochastic gradient MCMC algorithm, achieving competitive link prediction performance with significantly faster inference.
The edge partition model (EPM) is a generative model for extracting an overlapping community structure from static graph-structured data. In the EPM, the gamma process (GaP) prior is adopted to infer the appropriate number of latent communities, and each vertex is endowed with a gamma distributed positive memberships vector. Despite having many attractive properties, inference in the EPM is typically performed using Markov chain Monte Carlo (MCMC) methods that prevent it from being applied to massive network data. In this paper, we generalize the EPM to account for dynamic enviroment by representing each vertex with a positive memberships vector constructed using Dirichlet prior specification, and capturing the time-evolving behaviour of vertices via a Dirichlet Markov chain construction. A simple-to-implement Gibbs sampler is proposed to perform posterior computation using Negative- Binomial augmentation technique. For large network data, we propose a stochastic gradient Markov chain Monte Carlo (SG-MCMC) algorithm for scalable inference in the proposed model. The experimental results show that the novel methods achieve competitive performance in terms of link prediction, while being much faster.