Aurélien Decelle

Asymptotic analysis of the stochastic block model for modular networks and its algorithmic applications

In this paper we extend our previous work on the stochastic block model, a commonly used generative model for social and biological networks, and the problem of inferring functional groups or communities from the topology of the network. We use the cavity method of statistical physics to obtain an asymptotically exact analysis of the phase diagram. We describe in detail properties of the detectability-undetectability phase transition and the easy-hard phase transition for the community detection problem. Our analysis translates naturally into a belief propagation algorithm for inferring the group memberships of the nodes in an optimal way, i.e., that maximizes the overlap with the underlying group memberships, and learning the underlying parameters of the block model. Finally, we apply the algorithm to two examples of real-world networks and discuss its performance.

Inference and phase transitions in the detection of modules in sparse networks.

We present an asymptotically exact analysis of the problem of detecting communities in sparse random networks generated by stochastic block models. Using the cavity method of statistical physics and its relationship to belief propagation, we unveil a phase transition from a regime where we can infer the correct group assignments of the nodes to one where these groups are undetectable. Our approach yields an optimal inference algorithm for detecting modules, including both assortative and disassortative functional modules, assessing their significance, and learning the parameters of the underlying block model. Our algorithm is scalable and applicable to real-world networks, as long as they are well described by the block model.

Hierarchical Random Energy Model of a Spin Glass

We introduce a Random Energy Model on a hierarchical lattice where the interaction strength between variables is a decreasing function of their mutual hierarchical distance, making it a nonmean field model. Through small coupling series expansion and a direct numerical solution of the model, we provide evidence for a spin glass condensation transition similar to the one occurring in the usual mean field Random Energy Model. At variance with mean field, the high temperature branch of the free-energy is non-analytic at the transition point.

Archimedean lattices in the bound states of wave interacting particles

The possible periodic arrangements of droplets bouncing on the surface of a vibrated liquid are investigated. Because of the nature of the interaction through waves, the possible distance of binding of nearest neighbors is multi-valued. For large amplitude of the forcing, the bouncing becomes sub-harmonic and the droplets can have two different phases. This effect increases the possible distances of binding and the formation of various polygonal clusters is observed. From these elements it is possible to assemble crystalline structures related to the Archimedean tilings of the plane, the periodic tesselations which tile uniformly the 2D plane with convex polygons. Eight of the eleven possible configurations are observed. They are stabilized by the coupling of two sub-lattices of droplets of different phase, both contributing to sustain a common wave field.

Extreme value statistics distributions in spin glasses.

We study the probability distribution of the pseudocritical temperature in a mean-field and in a short-range spin-glass model: the Sherrington-Kirkpatrick and the Edwards-Anderson (EA) model. In both cases, we put in evidence the underlying connection between the fluctuations of the pseudocritical point and the extreme value statistics of random variables. For the Sherrington-Kirkpatrick model, both with Gaussian and binary couplings, the distribution of the pseudocritical temperature is found to be the Tracy-Widom distribution. For the EA model, the distribution is found to be the Gumbel distribution. Being the EA model representative of uniaxial magnetic materials with quenched disorder like Fe(0.5)Mn)0.5)TiO(3) or Eu(0.5)Ba(0.5)MnO(3), its pseudocritical point distribution should be a priori experimentally accessible.

Spectral dynamics of learning in restricted Boltzmann machines

The restricted Boltzmann machine (RBM), an important tool used in machine learning in particular for unsupervized learning tasks, is investigated from the perspective of its spectral properties. Starting from empirical observations, we propose a generic statistical ensemble for the weight matrix of the RBM and characterize its mean evolution. This let us show how in the linear regime, in which the RBM is found to operate at the beginning of the training, the statistical properties of the data drive the selection of the unstable modes of the weight matrix. A set of equations characterizing the non-linear regime is then derived, unveiling in some way how the selected modes interact in later stages of the learning procedure and defining a deterministic learning curve for the RBM.

Solving the inverse Ising problem by mean-field methods in a clustered phase space with many states

In this work we explain how to properly use mean-field methods to solve the inverse Ising problem when the phase space is clustered, that is, many states are present. The clustering of the phase space can occur for many reasons, e.g., when a system undergoes a phase transition, but also when data are collected in different regimes (e.g., quiescent and spiking regimes in neural networks). Mean-field methods for the inverse Ising problem are typically used without taking into account the eventual clustered structure of the input configurations and may lead to very poor inference (e.g., in the low-temperature phase of the Curie-Weiss model). In this work we explain how to modify mean-field approaches when the phase space is clustered and we illustrate the effectiveness of our method on different clustered structures (low-temperature phases of Curie-Weiss and Hopfield models).

Thermodynamics of Restricted Boltzmann Machines and Related Learning Dynamics

We investigate the thermodynamic properties of a restricted Boltzmann machine (RBM), a simple energy-based generative model used in the context of unsupervised learning. Assuming the information content of this model to be mainly reflected by the spectral properties of its weight matrix W, we try to make a realistic analysis by averaging over an appropriate statistical ensemble of RBMs. First, a phase diagram is derived. Otherwise similar to that of the Sherrington–Kirkpatrick (SK) model with ferromagnetic couplings, the RBM’s phase diagram presents a ferromagnetic phase which may or may not be of compositional type depending on the kurtosis of the distribution of the components of the singular vectors of W. Subsequently, the learning dynamics of the RBM is studied in the thermodynamic limit. A “typical” learning trajectory is shown to solve an effective dynamical equation, based on the aforementioned ensemble average and explicitly involving order parameters obtained from the thermodynamic analysis. In particular, this let us show how the evolution of the dominant singular values of W, and thus of the unstable modes, is driven by the input data. At the beginning of the training, in which the RBM is found to operate in the linear regime, the unstable modes reflect the dominant covariance modes of the data. In the non-linear regime, instead, the selected modes interact and eventually impose a matching of the order parameters to their empirical counterparts estimated from the data. Finally, we illustrate our considerations by performing experiments on both artificial and real data, showing in particular how the RBM operates in the ferromagnetic compositional phase.

Data quality for the inverse Ising problem

There are many methods proposed for inferring parameters of the Ising model from given data, that is a set of configurations generated according to the model itself. However little attention has been paid until now to the data, e.g. how the data is generated, whether the inference error using one set of data could be smaller than using another set of data, etc. In this paper we address the data quality problem in the kinetic inverse Ising problem. We quantify the quality of data using effective rank of the correlation matrix, and show that data gathered in a out of-equilibrium regime has a better quality than data gathered in equilibrium for coupling reconstruction. We also propose a matrix-perturbation based method for tuning the quality of given data and for removing bad-quality (i.e. redundant) configurations from data.

Inference of the sparse kinetic Ising model using the decimation method.

In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in Decelle and Ricci-Tersenghi [Phys. Rev. Lett. 112, 070603 (2014)] for the static inverse Ising problem, tries to recover the topology of the inferred system by setting the weakest couplings to zero iteratively. During the decimation process the likelihood function is maximized over the remaining couplings. Unlike the ℓ(1)-optimization-based methods, the decimation method does not use the Laplace distribution as a heuristic choice of prior to select a sparse solution. In our case, the whole process can be done auto-matically without fixing any parameters by hand. We show that in the dynamical inference problem, where the task is to reconstruct the couplings of an Ising model given the data, the decimation process can be applied naturally into a maximum-likelihood optimization algorithm, as opposed to the static case where pseudolikelihood method needs to be adopted. We also use extensive numerical studies to validate the accuracy of our methods in dynamical inference problems. Our results illustrate that, on various topologies and with different distribution of couplings, the decimation method outperforms the widely used ℓ(1)-optimization-based methods.