\documentclass[10pt]{beamer} \usepackage{amssymb, amsmath, graphicx, amsfonts, color, amsthm} \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=.5]{figures/weighted_graph.png} \caption{Weighted, directed graph} \end{figure} \begin{itemize} \item Three states: susceptible, {\color{blue} infected}, {\color{red} dead} \item Each {\color{blue} infected} node $i$ has a probability $p_{i,j}$ of infecting each of his neighbors $j$. \item A node stays {\color{blue} infected} for one round, then it {\color{red} dies} \item At $t=0$, each node is {\color{blue} infected} with probability $p_{\text{init}}$ \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{itemize} \item If $3$ and $4$ are {\color{blue} infected} at $t$, what is the probability that node $0$ is infected at $t+1$? $$1 - \mathbb{P}(\text{not infected}) = 1 - (1 - .45)(1-.04)$$ \item In general, $X_t$ {\color{blue} infected} nodes at t: $$\mathbb{P}(j \text{ becomes infected at t+1}|X_{t}) = 1 - \prod_{i \in {\cal N}(j) \cap X_{t}} (1 - p_{i,j})$$ \end{itemize} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Independent Cascade Model} \begin{proposition} The ICC, conditioned on previous time step, can be cast as a {\bf generalized linear model} $$\mathbb{P}(j \in X_{t+1} | X_t) = f(X_t \cdot \theta_j)$$ \end{proposition} \begin{proof} \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{proof} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Independent Cascade Model} \begin{block}{Decomposability} \begin{itemize} \item Conditioned on $X_t$, the state of each node is sampled independently \item We can focus on learning vector $\theta_{j}$ for each node \end{itemize} \end{block} \begin{block}{Sparsity} \begin{itemize} \item $\theta_{i,j} = 0 \Leftrightarrow p_{i,j} = 0$ \item If graph is ``sparse'', then $\theta_j$ is sparse. \end{itemize} \end{block} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Sparse Recovery} \begin{figure} \includegraphics[scale=.6]{../images/sparse_recovery_illustration.pdf} \caption{$f(X_t\cdot \theta) = \mathbb{P}(j \in X_{t+1}| X_t)$} \end{figure} \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 parameterized by $\left((\theta_{i,j})_{i,j}, f, p_{\text{init}}\right)$. \item Suppose we {\bf only} observe $(X_t)$ from the diffusion process. \item Under what conditions can we learn $\theta_{i,j}$ for all $(i,j)$? How many $(X_t)$ are necessary? \end{itemize} \end{block} \end{frame} %%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Learning from Diffusion Processes} \begin{figure} \includegraphics[scale=.4]{../images/sparse_recovery_illustration.pdf} \caption{Generalized Linear Model for node $i$} \end{figure} \begin{block}{Likelihood Function} $${\cal L}(\theta| X_1, \dots X_N) = \frac{1}{{\cal T}_i} \sum_{t \in {\cal T}_i} x^{t+1}_i \log f(\theta_i \cdot x^t) + (1 - x^{t+1}_i) \log(1 - f(\theta_i \cdot x^t))$$ \end{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 bounded gradient \end{itemize} \end{block} \begin{block}{On $(X_t)$} \begin{itemize} \item Want ${\cal H}$ be the hessian of ${\cal L}$ with respect to $\theta$ to be ``inversible'' \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} Let $S$ be the set of parents of node $i$. $${\cal C} := \{ \Delta : \|\Delta\|_2 = 1, \|\Delta_{\bar S}\| \leq 3 \| \Delta_S\|_1 \}$$ ${\cal H}$ verifies the $(S, \gamma)$-RE condition if: $$\forall X \in {\cal C}, \Delta {\cal H} \Delta \geq \gamma$$ \end{definition} \end{frame} %%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Main Result} Adapting a result from \cite{Negahban:2009}, we have the following theorem: \begin{theorem} Assume \begin{itemize} \item the Hessian verifies the $(S,\gamma)$-RE condition \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} Comments: Correlated Measurements TODO: still need to mention somewhere that we are doing penalized log likelihood condition on $X_t$ is not great, we would like to have condition on the parameters $\theta, p_{\text{init}}$ $->$ Slides about expected hessian TODO: slide about matrice de gram! \end{frame} \bibliography{../../paper/sparse} \bibliographystyle{apalike} \end{document}