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diff --git a/presentation/stats/beamer_2.tex b/presentation/stats/beamer_2.tex new file mode 100644 index 0000000..ecc66ed --- /dev/null +++ b/presentation/stats/beamer_2.tex @@ -0,0 +1,397 @@ +\documentclass[10pt]{beamer} + +\usepackage{amssymb, amsmath, graphicx, amsfonts, color, amsthm, wasysym} + +\newtheorem{proposition}{Proposition} + +\title{Learning from Diffusion processes} +\subtitle{What cascades really teach us about networks} +\author{Jean (John) Pouget-Abadie \\ Joint Work with Thibaut (T-bo) Horel} + +\begin{document} + +\begin{frame} +\titlepage +\end{frame} + +\begin{frame} +\frametitle{Introduction} + +%notes: Learn what? the network, the parameters of the diffusion process. + +\begin{table} +\centering +\begin{tabular}{c | c} +Network & Diffusion process \\[1ex] +\hline +\\ +Airports & Infectious diseases (SARS) \\ + & Delays (Eyjafjallajökull) \\[3ex] +Social Network & Infectious diseases (flu) \\ + & Behaviors (Ice Bucket Challenge) \\[3ex] +Internet/WWW & Information diffusion (Memes, Pirated content \dots) +\end{tabular} +\end{table} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Introduction} + +What do we know? What do we want to know? + +\begin{itemize} +\item We know the {\bf airport network} structure. We observe delays. Can we learn how delays propagate? +\item We (sometimes) know the {\bf social network}. We observe behaviors. Can we learn who influences whom? +\item Rarely know {\bf blog network}. We observe discussions. Can we learn who learns from whom? +\end{itemize} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Independent Cascade Model} + +\begin{figure} +\includegraphics[scale=.3]{figures/weighted_graph.png} +\caption{Weighted, directed graph} +\end{figure} + +\begin{itemize} +\item At $t=0$, nodes are in three possible states: susceptible, {\color{blue} infected}, {\color{red} dead} +\pause +\item At time step $t$, each {\color{blue} infected} node $i$ has a ``one-shot'' probability $p_{i,j}$ of infecting each of his susceptible neighbors $j$ at $t+1$. +\pause +\item A node stays {\color{blue} infected} for one round, then it {\color{red} dies} +\pause +\item At $t=0$, each node is {\color{blue} infected} with probability $p_{\text{init}}$ +\pause +\item Process continues until random time $T$ when no more nodes can become infected. +\pause +\item $X_t$: set of {\color{blue} infected} nodes at time $t$ +\pause +\item A {\bf cascade} is an instance of the ICC model: $(X_t)_{t=0, t=T}$ +\end{itemize} + +%Notes: Revisit the celebrated independent cascade model -> Influence maximisation is tractable, requires knowledge of weights + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Independent Cascade Model} + +\begin{figure} +\includegraphics[scale=.5]{figures/weighted_graph.png} +\caption{Weighted, directed graph} +\end{figure} + +\begin{block}{Example} +\begin{itemize} +\item At $t=0$, the {\color{orange} orange} node is infected, and the two other nodes are susceptible. $X_0 = $({\color{orange} orange}) +\item At $t=1$, the {\color{orange}} node infects the {\color{blue} blue} node and fails to infect the {\color{green} green} node. The {\color{orange} orange} node dies. $X_1 = $({\color{blue} blue}) +\item At $t=2$, {\color{blue} blue} dies. $X_2 = \emptyset$ +\end{itemize} +\end{block} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Independent Cascade Model} + +\begin{figure} +\includegraphics[scale=.5]{figures/weighted_graph.png} +\caption{Weighted, directed graph} +\end{figure} + +\begin{itemize} +\item If the {\color{orange} orange} node and the {\color{green} green} node are infected at $t=0$, what is the probability that the {\color{blue} blue} node is infected at $t=1$? +$$1 - \mathbb{P}(\text{not infected}) = 1 - (1 - .45)(1-.04)$$ +\end{itemize} + + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Independent Cascade Model} +\begin{figure} +\includegraphics[scale=.5]{figures/weighted_graph.png} +\caption{Weighted, directed graph} +\end{figure} + +\begin{itemize} +\item In general, for each susceptible node $j$: +$$\mathbb{P}(j \text{ becomes infected at t+1}|X_{t}) = 1 - \prod_{i \in {\cal N}(j) \cap X_{t}} (1 - p_{i,j})$$ +\end{itemize} + +\end{frame} + + +%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Independent Cascade Model} +For each susceptible node $j$, the event that it becomes {\color{blue} infected} conditioned on previous time step is a Bernoulli: +$$(j \in X_{t+1} | X_t) \sim {\cal B} \big(f(X_t \cdot \theta_j) \big)$$ +\begin{itemize} +\item $\theta_{i,j} := \log(1 - p_{i,j})$ +\item $\theta_j := (0, 0, 0, \theta_{4,j}, 0 \dots, \theta_{k,j}, \dots)$ +\item $f : x \mapsto 1 - e^x$ +\begin{align*} +\mathbb{P}(j\in X_{t+1}|X_{t}) & = 1 - \prod_{i \in {\cal N}(j) \cap X_{t}} (1 - p_{i,j}) \\ +& = 1 - \exp \left[ \sum_{i \in {\cal N}(j) \cap X_{t}} \log(1 - p_{i,j}) \right] \\ +& = 1 - \exp \left[ X_{t} \cdot \theta_{j}\right] +\end{align*} +\end{itemize} +\end{frame} + + + +%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Independent Cascade Model} +For each susceptible node $j$, the event that it becomes {\color{blue} infected} conditioned on previous time step is a Bernoulli: +$$(j \in X_{t+1} | X_t) \sim {\cal B} \big(f(X_t \cdot \theta_j) \big)$$ + +\begin{block}{Decomposability} +\begin{itemize} +\item Conditioned on $X_t$, the state of the nodes at the next time step are mutually independent +\item We can learn the parents of each node independently +\end{itemize} +\end{block} + +\begin{block}{Sparsity} +\begin{itemize} +\item $\theta_{i,j} = 0 \Leftrightarrow \log(1 - p_{i,j}) = 0 \Leftrightarrow p_{i,j} = 0$ +\item If graph is ``sparse'', then $p_{j}$ is sparse, then $\theta_j$ is sparse. +\end{itemize} +\end{block} +\end{frame} + + + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Learning from Diffusion Processes} +\begin{block}{Problem Statement} +\begin{itemize} +\item We are given a graph ${\cal G}$, and a diffusion process $f$ parameterized by $\left((\theta_j)_j, p_{\text{init}}\right)$. +\item Suppose we {\bf only} observe $(X_t)$ from the diffusion process. +\item Under what conditions can we learn $\theta_{i,j}$ for all $(i,j)$? +\end{itemize} +\end{block} +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Sparse Recovery} +\begin{figure} +\includegraphics[scale=.6]{../images/sparse_recovery_illustration_copy.pdf} +\caption{$\mathbb{P}(j \in X_{t+1}| X_t) = f(X_t\cdot \theta)$} +\end{figure} +\end{frame} + + + +%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Learning from Diffusion Processes} + +% \begin{figure} +% \includegraphics[scale=.4]{../images/sparse_recovery_illustration.pdf} +% \caption{Generalized Cascade Model for node $i$} +% \end{figure} + +\begin{block}{Likelihood Function} +\begin{align*} +{\cal L}(\theta_1, \dots, \theta_m| X_1, \dots X_n) = \sum_{i=1}^m \sum_{t} & X_{t+1}^i \log f(\theta_i \cdot X_t) + \\ +& (1 - X_{t+1}^i) \log(1 - f(\theta_i \cdot X_t)) +\end{align*} +\end{block} + +\begin{block}{MLE} +For each node $i$, $$\theta_i \in \arg \max \frac{1}{n_i}{\cal {L}}_i(\theta_i | X_1, X_2, \dots, X_{n_i}) - \lambda \|\theta_i\|_1$$ +\end{block} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Conditions} +\begin{block}{On $f$} +\begin{itemize} +\item $\log f$ and $\log (1-f)$ have to be concave +\item $\log f$ and $\log (1-f)$ have to have bounded gradient +\end{itemize} +\end{block} + +\begin{block}{On $(X_t)$} +\begin{itemize} +\item Want ${\cal H}$, the hessian of ${\cal L}$ with respect to $\theta$, to be well-conditioned. +\item $ n < dim(\theta) \implies {\cal H}$ is degenerate. +\item {\bf Restricted Eigenvalue condition} = ``almost invertible'' on sparse vectors. +\end{itemize} +\end{block} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Restricted Eigenvalue Condition} + +\begin{definition} +For a set $S$, +$${\cal C} := \{ \Delta : \|\Delta\|_2 = 1, \|\Delta_{\bar S}\|_1 \leq 3 \| \Delta_S\|_1 \}$$ +${\cal H}$ verifies the $(S, \gamma)$-RE condition if: +$$\forall \Delta \in {\cal C}, \Delta {\cal H} \Delta \geq \gamma$$ +\end{definition} +\end{frame} +%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Main Result} +Adapting a result from \cite{Negahban:2009}, we have the following theorem: + +\begin{theorem} +For node $i$, assume +\begin{itemize} +\item the Hessian verifies the $(S,\gamma)$-RE condition where $S$ is the set of parents of node $i$ (support of $\theta_i$) +\item $f$ and $1-f$ are log-concave +\item $|(\log f)'| < \frac{1}{\alpha}$ and $|(\log 1- f)'| < \frac{1}{\alpha}$ +\end{itemize} then with high probability: +$$\| \theta^*_i - \hat \theta_i \|_2 \leq \frac{6}{\gamma}\sqrt{\frac{s\log m}{\alpha n}}$$ +\end{theorem} + +\begin{corollary} +By thresholding $\hat \theta_i$, if $n > C' s \log m$, we recover the support of $\theta^*$ and therefore the edges of ${\cal G}$ +\end{corollary} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Main result} + +\begin{block}{Correlation} +\begin{itemize} +\item Positive result despite correlated measurements \smiley +\item Independent measurements $\implies$ taking one measurement per cascade. +\end{itemize} +\end{block} + +\begin{block}{Statement w.r.t observations and not the model} +\begin{itemize} +\item The Hessian must verify the $(S,\gamma)$-RE condition \frownie +\item Can we make a conditional statement on $\theta$ and not $X_t$? +\end{itemize} +\end{block} + +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Restricted Eigenvalue Condition} + +\begin{block}{From Hessian to Gram Matrix} +\begin{itemize} +\item If $\log f$ and $\log 1 -f$ are strictly log-concave with constant $c$, then if $(S, \gamma)$-RE holds for the gram matrix $\frac{1}{n}X X^T$ , then $(S, c \gamma)$-RE holds for ${\cal H}$ +\end{itemize} +\end{block} + +\begin{block}{From Gram Matrix to Expected Gram Matrix} +\begin{itemize} +\item If $n > C' s^2 \log m$ and $(S, \gamma)$-RE holds for $\mathbb{E}(\frac{1}{n}XX^T)$, then $(S, \gamma/2)$-RE holds for $\frac{1}{n}XX^T$ w.h.p +\item $\mathbb{E}(\frac{1}{n}XX^T)$ only depends on $p_{\text{init}}$ and $(\theta_j)_j$ +\end{itemize} +\end{block} + +\begin{block}{Expected Gram Matrix} +\begin{itemize} +\item Diagonal : average number of times node is infected +\item Outer-diagonal : average number of times pair of nodes is infected {\emph together} +\end{itemize} +\end{block} + +\end{frame} + +%%%%%%%%%%%%%%%%%%% +\begin{frame} +\frametitle{Approximate Sparsity} +\begin{itemize} +\item $\theta^*_{\lceil s \rceil}$ best s-sparse approximation to $\theta^*$ +\item $\|\theta^* - \theta^*_{\lceil s \rceil} \|_1$: `tail' of $\theta^*$ +\end{itemize} +\begin{theorem} +Under similar conditions on $f$ and a relaxed RE condition, there $\exists C_1, C_2>0$ such that with high probability: +\begin{equation} +\|\hat \theta_i - \theta^*_i\|_2 \leq C_1 \sqrt{\frac{s\log m}{n}} + C_2 \sqrt[4]{\frac{s\log m}{n}}\|\theta^* - \theta^*_{\lceil s \rceil} \|_1 +\end{equation} +\end{theorem} +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Lower Bound} +\begin{itemize} +\item Under correlation decay assumption for the IC model, ${\Omega}(s \log N/s)$ cascades necessary for graph reconstruction (Netrapalli et Sanghavi SIGMETRICS'12) +\item Adapting (Price \& Woodruff STOC'12), in the approximately sparse case, any algorithm for any generalized linear cascade model such that: +$$\|\hat \theta - \theta^*\|_2 \leq C \|\theta^* - \theta^*_{\lfloor s \rfloor}\|_2$$ +requires ${\cal O}(s \log (n/s)/\log C)$ measurement. +\end{itemize} +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Voter Model} +\begin{itemize} +\pause +\item {\color{red} Red} and {\color{blue} Blue} nodes. At every step, each node $i$ chooses one of its neighbors $j$ with probability $p_{j,i}$ and adopts that color at $t+1$ +\pause +\item If {\color{blue} Blue} is `contagious' state: +\pause +\begin{equation} +\nonumber +\mathbb{P}(i \in X^{t+1}|X^t) = \sum_{j \in {\cal N}(i)\cap X^t} p_{ji} = X^t \cdot \theta_i +\end{equation} +\end{itemize} +\end{frame} + +%%%%%%%%%%%%%%%%%%%%%%% + +\begin{frame} +\frametitle{Future Work} +\begin{itemize} +\item Lower bound restricted eigenvalues of expected gram matrix +\item Confidence Intervals +\item Show that $n > C' s \log m$ measurements are necessary w.r.t. expected hessian. +\item Linear Threshold model $\rightarrow$ 1-bit compressed sensing formulation +\item Better lower bounds +\item Active Learning +\end{itemize} +\end{frame} + + +%%%%%%%%%%%%%%%%% + +\bibliography{../../paper/sparse} +\bibliographystyle{apalike} + +\end{document}
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