Accuracy of variational estimates for random graph mixture models

TL;DR: In this paper, four different variational estimates for the parameters of these models were compared through simulation studies and showed that the variational Bayes estimates seem the most accurate for moderate graph size.

Abstract: Variational and variational Bayes techniques are popular approaches for statistical inference of complex models but their theoretical properties are still not well known. Because of both unobserved variables and intricate dependency structures, mixture models for random graphs constitute a good case study. We first present four different variational estimates for the parameters of these models. We then compare their accuracy through simulation studies and show that the variational Bayes estimates seem the most accurate for moderate graph size. We finally re-analyse the regulatory network of Escherichia coli with this approach.

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Accuracy of Variational Estimates for Random Graph
Mixture Models
Steven Gazal, Jean-Jacques Daudin, Stéphane Robin
To cite this version:
Steven Gazal, Jean-Jacques Daudin, Stéphane Robin. Accuracy of Variational Estimates for Random
Graph Mixture Models. 42èmes Journées de Statistique, 2010, Marseille, France, France. �inria-
00494740�

Accuracy of Variational Estimates for Random
Graph Mixture Models
Steven Gazal
a,b
& Jean-Jacques Daudin
a,b
& St´ephane Robin
a,b
a
AgroParisTech, UMR 518, F-75005, Paris, France
b
INRA, UMR 518, F-75005, Paris, France
L’analyse des r´eseaux exerce depuis quelques ann´ees un attrait croissant. Les donn´ees
qui sont sous la forme de mesures de relations entre items sont de plus en plus disponibles,
et abandonnent la structure usuelle d’un jeu de donn´ees de type individus-variables pour
une structure de type individus-individus. Ces donn´ees ”relationnelles” sont tr`es souvent
pr´esent´ees sous la forme d’un graphe, mˆeme si cette repr´esentation a ses limites, notam-
ment quand le nombre d’individus d´epasse la centaine. La repr´esentation graphique des
donn´ees des r´eseaux est alors attractive, mais n´ecessite un mod`ele synth´etique.
Le mod`ele de graphe le plus ancien et le plus utilis´e est le mod`ele de m´elange d’Erd¨os-
R´enyi. C’est un mod`ele simple dont les propri´et´es moyennes ou asymptotiques sont
connues : distribution des degr´es, densit´e du graphe, coefficient d’agr´egation, diam`etre
moyen... L’´ecriture litt´erale de la vraisemblance de ce mod`ele est tr`es simple, mais son
temps de calcul croit de fa¸con exponentielle avec le nombre d’individu. Une utilisation des
algorithmes d’estimation usuels comme E-M n’est pas envisageable. Une approche varia-
tionnelle a ´et´e utilis´e comme alternative pour impl´ementer un algorithme d’estimation des
param`etres du mod`ele, et cela pour des r´eseaux de tr`es grande taille (Daudin & al (2008)).
La m´ethode variationnelle est une technique d’optimisation qui permet de trouver le
maximum d’une fonction en optimisant une borne inf´erieure (Jaakola (2000)). Les solu-
tions de ces probl`emes sont souvent des ´equations de point fixe.
Les propri´et´es statistiques des estimateurs produits par cette approche sont cependant mal
connues. Gunawardana et Byrne (2005) ont prouv´e que l’algorithme variationnel converge
vers une solution qui minimise la divergence, mais qui n’est pas un point stationnaire de
la vraisemblance, sauf pour les mod`eles d´eg´en´er´es. McGrory et Titterington (2007) et
(2009) ont ´etudi´e les propri´et´es des estimateurs variationnels en terme de s´el´ection de
mod`eles pour des m´elanges gaussiens et des mod`eles de chaine de Markov cach´ee. Hormis
ces travaux, nous n’avons pas d’autres informations sur les propri´et´es statistiques des es-
timateurs variationnels.
Le but de nos travaux est donc d’´etudier par simulation la convergence de diff´erents estima-
teurs variationnels. Seront ´etudi´es l’estimateur variationnel classique (VEM), l’estimateur
de la Belief Propagation (BP) (Yedidia & al (2003)), ainsi qu’une extension au mod`ele
bayesien (VB) (Beal & Ghahramani (2003)) o`u les param`etres sont consid´er´es comme des
variables cach´ees.
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Tout d’abord nous avons simuler des r´eseaux aux dimensions ”restreintes” pour pouvoir
comparer la qualit´e et la pr´ecision des estimateurs EM et variationnels. Puis nous avons
fait varier la taille des graphes pour ´etudier la convergence des estimateurs variationnels
uniquement.
Les r´esultats montrent une bonne convergence des estimateurs variationnels, et une qualit´e
tr`es proche de celle des estimateurs EM.
Nous avons ´egalement prouv´e th´eoriquement la consistance de l’estimateur variationnel.
La d´emonstration ne sera pas montr´e mais les id´ees principales seront avanc´ees.
Enfin nous illustrerons nos diff´erents estimateurs variationnels VEM et VB sur le r´eseau
de r´egulation d’E. Coli.
Complex networks are more and more studied in different domains such as social sci-
ences and biology. The network representation of the data is graphically attractive, but
there is clearly a need for a synthetic model, giving a lightning representation of complex
networks. Statistical methods have been developed for analyzing complex data such as
networks in a way that could reveal underlying data patterns through some form of clas-
sification.
The Erd¨os-R´enyi’s mixture model is a network model used a lot. It is very simple and its
properties are well known. The likelihood can be written easily, but the big size of the
graph forbids the use of the traditional EM algorithm. The dependency of all the nodes
implies that the E step explores all the configurations of a graph. It is too complex to
compute it when the number of nodes is high. A variational method has been used for
estimating the parameters in a reasonable time (Daudin & al (2008)).
The variational methods refer to a large collection of optimization techniques (Jaakola
(2000)). It consists on replacing a complex likeliho od by a lower bound of the likelihood
that is simpler to compute. In EM algorithm, the estimators that maximize this lower
bound have unknown statistical properties. Gunawardana & Byrne (2005) claim that
variational methods converge to solutions that minimize divergence, but these are not
necessarily stationary points in likelihood. They only converge to stationary points in
likelihood in degenerate cases. McGrory and Titterington (2007) and (2009) studied the
properties of variational estimates in terms of model selection for Gaussian mixtures and
hidden Markov models. Despite these works and others, we still do not have an overall
picture of the statistical properties of variational estimates.
We present several variational estimates of the model parameters, and compare their
accuracy through a simulation study. We study the variational estimator (VEM), the
Belief Propagation estimate (BP) (Yedidia & al (2003)) and the variational approach
will be extended to the Bayesian setting, the parameters being considered as unobserved
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variables (VB) (Beal and Ghahramani (2003)).
First we simulated small networks in order to be able to calculate the EM estimate and
to compare its quality with the variational estimators. Then we increased the size of our
networks to study the convergence of the variational estimates only.
The results show a good convergence of the variational estimates and a good quality com-
pared to the EM estimate.
We also proved the consistance of the variational estimate. The proof will not be ex-
plained but the main ideas will be shown.
We finally illustrate the differences between the variational estimates VEM and VB on
the regulatory network of E. coli.
Mots-cl´es: Mod`eles graphiques - M´ethodes bay´esiennes
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