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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2015-05-18 16:12:46 +0200 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2015-05-18 16:12:46 +0200 |
| commit | ae5730b6d30d82c60b1a5d66f2931f450e312afd (patch) | |
| tree | 654d5ad7f67dc9881370d34763c74c7e27157cb9 | |
| parent | 09e64e8bc5ff34ce9886e56cd918c2e03c45b283 (diff) | |
| download | cascades-ae5730b6d30d82c60b1a5d66f2931f450e312afd.tar.gz | |
Pass on the model section
| -rw-r--r-- | paper/sections/model.tex | 89 |
1 files changed, 48 insertions, 41 deletions
diff --git a/paper/sections/model.tex b/paper/sections/model.tex index 41c00da..01c7860 100644 --- a/paper/sections/model.tex +++ b/paper/sections/model.tex @@ -8,11 +8,11 @@ following properties: \begin{enumerate} \item Conditioned on the previous time step, the transition events between two states in $\{0,1,\dots, K-1\}$ for each $i \in V$ are mutually - independent. + independent across $i\in V$. \item Of the $K$ possible states, there exists a \emph{contagious state} such - that all transition probabilities of the Markov process are either constant - or can be expressed as a function of the graph parameters $\Theta$ and the - set of ``contagious nodes'' at the previous time step. + that all transition probabilities of the Markov process can be expressed as + a function of the graph parameters $\Theta$ and the set of ``contagious + nodes'' at the previous time step. \item The initial probability over ${\{0, 1, \dots, K-1\}}^V$ is such that all nodes can eventually reach a \emph{contagious state} with non-zero probability. The ``contagious'' nodes at $t=0$ are called @@ -20,16 +20,18 @@ following properties: \end{enumerate} In other words, a cascade model describes a diffusion process where a set of -contagious nodes ``influence'' other nodes in the graph to become contagious. An -\emph{influence cascade} is a realisation of this random process, \emph{i.e.} -the successive states of the nodes in graph ${\cal G}$. Note that both the -``single source'' assumption made in~\cite{Daneshmand:2014} and -\cite{Abrahao:13} as well as the ``uniformly chosen source set'' assumption made -in~\cite{Netrapalli:2012} verify condition 3. Also note that the multiple-source -node assumption does not reduce to the single-source assumption: even -non-overlapping cascades started from two nodes that are far apart cannot in -practice be attributed to either process without knowledge of the newtork -topology. +contagious nodes ``influence'' other nodes in the graph to become contagious. +An \emph{influence cascade} is a realisation of this random process, +\emph{i.e.} the successive states of the nodes in graph ${\cal G}$. Note that +both the ``single source'' assumption made in~\cite{Daneshmand:2014} and +\cite{Abrahao:13} as well as the ``uniformly chosen source set'' assumption +made in~\cite{Netrapalli:2012} verify condition 3. Also note that the +multiple-source node assumption does not reduce to the single-source +assumption, even under the assumption that cascades do not overlap. Imagining +for example two cascades starting from two different nodes; since we do not +observe which node propagated the contagion to which node, we cannot attribute +an infected node to either cascade and treat the problem as two independent +cascades. In the context of Network Inference,~\cite{Netrapalli:2012} focus on the well-known discrete-time independent cascade model recalled below, which @@ -130,10 +132,12 @@ Defining $\Theta_{i,j} \defeq \log(1-p_{i,j})$, this can be rewritten as: Therefore, the independent cascade model is a Generalized Linear Cascade model with inverse link function $f : z \mapsto 1 - e^z$. -In Section~\ref{sec:results}, we show bounds on the \emph{transformed} -parameters $\Theta$ of the graph. Fortunately, a bound on $\|\hat\theta - -\theta^*\|_2$ directly implies a bound on $\|\hat p - p^*\|_2$ as shown by the -following lemma: +Note that to write the Independent Cascade Model as a Generalized Linear +Cascade Model, we had to introduce the change of variable $\Theta_{i,j} += \log(1-p_{i,j})$. The recovery results in Section~\ref{sec:results} hold on +the $\Theta_j$ parameters. Fortunately, the following lemma shows that the +recovery error on $\Theta_j$ is an upper bound on the error on the original +$p_j$ parameters. \begin{lemma} $\|\hat{\theta} - \theta^* \|_2 \geq \|\hat{p} - p^*\|_2$. @@ -169,39 +173,42 @@ with inverse link function $f: z \mapsto z$. Another motivation for the Generalized Linear Cascade model is that it captures the time-discretized formulation of the well-studied continuous-time independent cascade model with exponential transmission function (CICE) -of~\cite{GomezRodriguez:2010, Abrahao:13, Daneshmand:2014}. Suppose that time -is binned into intervals of length $\epsilon$ and let $X^k$ be the set of nodes -`infected' before or during the $k^{th}$ time interval. Note that contrary to -the discrete-time independent cascade model, $X^k_j = 1 \implies X^{k+1}_j = -1$. +of~\cite{GomezRodriguez:2010, Abrahao:13, Daneshmand:2014}. Assume that the +temporal resolution of the discretization is $\varepsilon$, \emph{i.e.} all +nodes whose (continuous) infection time is within the interval $[k\varepsilon, + (k+1)\varepsilon)$ are considered infected at (discrete) time step $t$. + pLet $X^k$ be the indicator vector of the set of nodes `infected' before or + during the $k^{th}$ time interval. Note that contrary to the discrete-time + independent cascade model, $X^k_j = 1 \implies X^{k+1}_j = 1$, that is, + there is no immune state and nodes remain contagious forever. -Let $\exp(p)$ be an exponentially-distributed random variable of parameter $p$ +Let $\text{Exp}(p)$ be an exponentially-distributed random variable of parameter $p$ and let $\Theta_{i,j}$ be the rate of transmission along directed edge $(i,j)$ in the CICE model. By the memoryless property of the exponential, if $X^k_j \neq 1$: \begin{align*} \mathbb{P}(X^{k+1}_j = 1 | X^k) & = \mathbb{P}(\min_{i \in {\cal N}(j)} - \exp(\Theta_{i,j}) \leq \epsilon) \\ - & = \mathbb{P}(\exp( \sum_{i=1}^m \Theta_{i,j} X^t_i) \leq \epsilon) \\ + \text{Exp}(\Theta_{i,j}) \leq \epsilon) \\ + & = \mathbb{P}(\text{Exp}( \sum_{i=1}^m \Theta_{i,j} X^t_i) \leq \epsilon) \\ & = 1 - e^{- \epsilon \Theta_j \cdot X^t} \end{align*} -Note that here we implicitly let $\Theta_{i,j} = 0$ if $(i,j)$ is not a -directed edge of the graph. Note that this formulation is also consistent when -$X^k_j = 1$ by considering the dummy variables $\forall i, \Theta_{i,i} = -+\infty$. Therefore, the $\epsilon$-time-binned CICE-induced process is a +Therefore, the $\epsilon$-discretized CICE-induced process is a Generalized Linear Cascade model with inverse link function $f:z\mapsto 1-e^{-\epsilon\cdot z}$. \subsubsection{Logistic Cascades} \label{sec:logistic_cascades} -``Logistic cascades'' (where the inverse link function $f$ is the logistic -function) capture the idea that there is a threshold around which each -additional neighbor's contribution becomes significant: they constitue a -differentiable approximation to the more-commonly studied Linear Threshold -model~\cite{Kempe:03}. As we will see later in the analysis, the Hessian of our -optimization program simplifies in the case of a logistic inverse link function -to $\nabla^2\mathcal{L}(\theta^*) = \frac{1}{|\mathcal{T}|}XX^T$ where $X$ is -the observation matrix $[x^1 \ldots x^\mathcal{|T|}]$. +``Logistic cascades'' is the specific case where the inverse link function is +given by the logistic function: +\begin{displaymath} + f(z) = \frac{1}{1+e^{-z + t}} +\end{displaymath} +Intuitively, this captures the idea that there is a threshold $t$ such that +when the sum of the parameters of the infected parents of a node is larger than +the threshold, the probability of getting infected is close to one. This is +a smooth approximation of the hard threshold rule of the Linear Threshold +Model~\cite{Kempe:03}. As we will see later in the analysis, for logistic +cascades, the graph inference problem becomes a linear inverse problem. % \subsection{The Linear Threshold Model} @@ -233,11 +240,11 @@ the observation matrix $[x^1 \ldots x^\mathcal{|T|}]$. \includegraphics[scale=.4]{figures/drawing.pdf} \caption{Illustration of the sparse-recovery approach. Our objective is to recover the unknown weight vector $\theta_j$ for each node $j$. We observe a -Bernoulli realization of the $f$ transform of the matrix-vector product, where -the measurement matrix encodes which nodes are ``contagious'' at each time step} +Bernoulli realization whose parameters are given by applying $f$ to the +matrix-vector product, where the measurement matrix encodes which nodes are +``contagious'' at each time step.} \end{figure} - Inferring the model parameter $\Theta$ from observed influence cascades is the central question of the present work. Recovering the edges in $E$ from observed influence cascades is a well-identified problem known as the \emph{Network |
