arXiv subjects
Publications and source records attributed to David F. Gleich.
We present a parallel algorithm for the undirected $s,t$-mincut problem with floating-point valued weights. Our overarching algorithm uses an iteratively reweighted least squares framework. This generates a sequence of Laplacian linear systems, which we solve using parallel matrix algorithms. Our overall implementation is up to 30-times faster than a serial solver when using 128 cores.
Dealing with hardware and software faults is an important problem as parallel and distributed systems scale to millions of processing cores and wide area networks. Traditional methods for dealing with faults include checkpoint-restart, active replicas, and deterministic replay. Each of these techniques has associated resource overheads and constraints. In this paper, we propose an alternate approach to dealing with faults, based on input augmentation. This approach, which is an algorithmic analog of erasure coded storage, applies a minimally modified algorithm on the augmented input to produce an augmented output. The execution of such an algorithm proceeds completely oblivious to faults in the system. In the event of one or more faults, the real solution is recovered using a rapid reconstruction method from the augmented output. We demonstrate this approach on the problem of solving sparse linear systems using a conjugate gradient solver. We present input augmentation and output recovery techniques. Through detailed experiments, we show that our approach can be made oblivious to a large number of faults with low computational overhead. Specifically, we demonstrate cases where a single fault can be corrected with less than 10% overhead in time, and even in extreme cases (fault rates of 20%), our approach is able to compute a solution with reasonable overhead. These results represent a significant improvement over the state of the art.
In this paper, we first extend the celebrated PageRank modification to a higher-order Markov chain. Although this system has attractive theoretical properties, it is computationally intractable for many interesting problems. We next study a computationally tractable approximation to the higher-order PageRank vector that involves a system of polynomial equations called multilinear PageRank, which is a type of tensor PageRank vector. It is motivated by a novel "spacey random surfer" model, where the surfer remembers bits and pieces of history and is influenced by this information. The underlying stochastic process is an instance of a vertex-reinforced random walk. We develop convergence theory for a simple fixed-point method, a shifted fixed-point method, and a Newton iteration in a particular parameter regime. In marked contrast to the case of the PageRank vector of a Markov chain where the solution is always unique and easy to compute, there are parameter regimes of multilinear PageRank where solutions are not unique and simple algorithms do not converge. We provide a repository of these non-convergent cases that we encountered through exhaustive enumeration and randomly sampling that we believe is useful for future study of the problem.
Google's PageRank method was developed to evaluate the importance of web-pages via their link structure. The mathematics of PageRank, however, are entirely general and apply to any graph or network in any domain. Thus, PageRank is now regularly used in bibliometrics, social and information network analysis, and for link prediction and recommendation. It's even used for systems analysis of road networks, as well as biology, chemistry, neuroscience, and physics. We'll see the mathematics and ideas that unite these diverse applications.
Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix equation whose matrix and right hand side depend on a set of parameters (e.g. a PDE with stochastic inputs semidiscretized in space) and examine the linear system arising from a similar Galerkin approximation of the solution. We derive a useful factorization of this system of equations, which yields bounds on the eigenvalues, clues to preconditioning, and a flexible implementation method for a wide array of problems. We complement this analysis with (i) a numerical study of preconditioners on a standard elliptic PDE test problem and (ii) a fluids application using existing CFD codes; the MATLAB codes used in the numerical studies are available online.
We consider the dimensionality of social networks, and develop experiments aimed at predicting that dimension. We find that a social network model with nodes and links sampled from an $m$-dimensional metric space with power-law distributed influence regions best fits samples from real-world networks when $m$ scales logarithmically with the number of nodes of the network. This supports a logarithmic dimension hypothesis, and we provide evidence with two different social networks, Facebook and LinkedIn. Further, we employ two different methods for confirming the hypothesis: the first uses the distribution of motif counts, and the second exploits the eigenvalue distribution.
Numerous algorithms are used for nonnegative matrix factorization under the assumption that the matrix is nearly separable. In this paper, we show how to make these algorithms efficient for data matrices that have many more rows than columns, so-called "tall-and-skinny matrices". One key component to these improved methods is an orthogonal matrix transformation that preserves the separability of the NMF problem. Our final methods need a single pass over the data matrix and are suitable for streaming, multi-core, and MapReduce architectures. We demonstrate the efficacy of these algorithms on terabyte-sized synthetic matrices and real-world matrices from scientific computing and bioinformatics.
We propose a fast, parallel maximum clique algorithm for large sparse graphs that is designed to exploit characteristics of social and information networks. The method exhibits a roughly linear runtime scaling over real-world networks ranging from 1000 to 100 million nodes. In a test on a social network with 1.8 billion edges, the algorithm finds the largest clique in about 20 minutes. Our method employs a branch and bound strategy with novel and aggressive pruning techniques. For instance, we use the core number of a vertex in combination with a good heuristic clique finder to efficiently remove the vast majority of the search space. In addition, we parallelize the exploration of the search tree. During the search, processes immediately communicate changes to upper and lower bounds on the size of maximum clique, which occasionally results in a super-linear speedup because vertices with large search spaces can be pruned by other processes. We apply the algorithm to two problems: to compute temporal strong components and to compress graphs.
We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular value decomposition of a parameter snapshot matrix. To evaluate the reduced-order model at a new parameter, we interpolate a subset of the right singular vectors to generate the reduced-order model's coefficients. We employ a novel method to select this subset that uses the parameter gradient of the right singular vectors to split the terms in the expansion yielding a mean prediction and a prediction covariance---similar to a Gaussian process approximation. The covariance serves as a confidence measure for the reduce order model. We demonstrate the efficacy of the reduced-order model using a parameter study of heat transfer in random media. The high-fidelity simulations produce more than 4TB of data; we compute the singular value decomposition and evaluate the reduced-order model using scalable MapReduce/Hadoop implementations. We compare the accuracy of our method with a scalar response surface on a set of temperature profile measurements and find that our model better captures sharp, local features in the parameter space.
The QR factorization and the SVD are two fundamental matrix decompositions with applications throughout scientific computing and data analysis. For matrices with many more rows than columns, so-called "tall-and-skinny matrices," there is a numerically stable, efficient, communication-avoiding algorithm for computing the QR factorization. It has been used in traditional high performance computing and grid computing environments. For MapReduce environments, existing methods to compute the QR decomposition use a numerically unstable approach that relies on indirectly computing the Q factor. In the best case, these methods require only two passes over the data. In this paper, we describe how to compute a stable tall-and-skinny QR factorization on a MapReduce architecture in only slightly more than 2 passes over the data. We can compute the SVD with only a small change and no difference in performance. We present a performance comparison between our new direct TSQR method, a standard unstable implementation for MapReduce (Cholesky QR), and the classic stable algorithm implemented for MapReduce (Householder QR). We find that our new stable method has a large performance advantage over the Householder QR method. This holds both in a theoretical performance model as well as in an actual implementation.
We propose a dynamical system that captures changes to the network centrality of nodes as external interest in those nodes vary. We derive this system by adding time-dependent teleportation to the PageRank score. The result is not a single set of importance scores, but rather a time-dependent set. These can be converted into ranked lists in a variety of ways, for instance, by taking the largest change in the importance score. For an interesting class of the dynamic teleportation functions, we derive closed form solutions for the dynamic PageRank vector. The magnitude of the deviation from a static PageRank vector is given by a PageRank problem with complex-valued teleportation parameters. Moreover, these dynamical systems are easy to evaluate. We demonstrate the utility of dynamic teleportation on both the article graph of Wikipedia, where the external interest information is given by the number of hourly visitors to each page, and the Twitter social network, where external interest is the number of tweets per month. For these problems, we show that using information from the dynamical system helps improve a prediction task and identify trends in the data.
Exact maximum clique finders have progressed to the point where we can investigate cliques in million-node social and information networks, as well as find strongly connected components in temporal networks. We use one such finder to study a large collection of modern networks emanating from biological, social, and technological domains. We show inter-relationships between maximum cliques and several other common network properties, including network density, maximum core, and number of triangles. In temporal networks, we find that the largest temporal strong components have around 20-30% of the vertices of the entire network. These components represent groups of highly communicative individuals. In addition, we discuss and improve the performance and utility of the maximum clique finder itself.
The importance of nodes in a network constantly fluctuates based on changes in the network structure as well as changes in external interest. We propose an evolving teleportation adaptation of the PageRank method to capture how changes in external interest influence the importance of a node. This framework seamlessly generalizes PageRank because the importance of a node will converge to the PageRank values if the external influence stops changing. We demonstrate the effectiveness of the evolving teleportation on the Wikipedia graph and the Twitter social network. The external interest is given by the number of hourly visitors to each page and the number of monthly tweets for each user.
Network alignment generalizes and unifies several approaches for forming a matching or alignment between the vertices of two graphs. We study a mathematical programming framework for network alignment problem and a sparse variation of it where only a small number of matches between the vertices of the two graphs are possible. We propose a new message passing algorithm that allows us to compute, very efficiently, approximate solutions to the sparse network alignment problems with graph sizes as large as hundreds of thousands of vertices. We also provide extensive simulations comparing our algorithms with two of the best solvers for network alignment problems on two synthetic matching problems, two bioinformatics problems, and three large ontology alignment problems including a multilingual problem with a known labeled alignment.
Stochastic Kronecker graphs supply a parsimonious model for large sparse real world graphs. They can specify the distribution of a large random graph using only three or four parameters. Those parameters have however proved difficult to choose in specific applications. This article looks at method of moments estimators that are computationally much simpler than maximum likelihood. The estimators are fast and in our examples, they typically yield Kronecker parameters with expected feature counts closer to a given graph than we get from KronFit. The improvement was especially prominent for the number of triangles in the graph.
We first explore methods for approximating the commute time and Katz score between a pair of nodes. These methods are based on the approach of matrices, moments, and quadrature developed in the numerical linear algebra community. They rely on the Lanczos process and provide upper and lower bounds on an estimate of the pair-wise scores. We also explore methods to approximate the commute times and Katz scores from a node to all other nodes in the graph. Here, our approach for the commute times is based on a variation of the conjugate gradient algorithm, and it provides an estimate of all the diagonals of the inverse of a matrix. Our technique for the Katz scores is based on exploiting an empirical localization property of the Katz matrix. We adopt algorithms used for personalized PageRank computing to these Katz scores and theoretically show that this approach is convergent. We evaluate these methods on 17 real world graphs ranging in size from 1000 to 1,000,000 nodes. Our results show that our pair-wise commute time method and column-wise Katz algorithm both have attractive theoretical properties and empirical performance.
The process of rank aggregation is intimately intertwined with the structure of skew-symmetric matrices. We apply recent advances in the theory and algorithms of matrix completion to skew-symmetric matrices. This combination of ideas produces a new method for ranking a set of items. The essence of our idea is that a rank aggregation describes a partially filled skew-symmetric matrix. We extend an algorithm for matrix completion to handle skew-symmetric data and use that to extract ranks for each item. Our algorithm applies to both pairwise comparison and rating data. Because it is based on matrix completion, it is robust to both noise and incomplete data. We show a formal recovery result for the noiseless case and present a detailed study of the algorithm on synthetic data and Netflix ratings.
Circulant matrices play a central role in a recently proposed formulation of three-way data computations. In this setting, a three-way table corresponds to a matrix where each "scalar" is a vector of parameters defining a circulant. This interpretation provides many generalizations of results from matrix or vector-space algebra. We derive the power and Arnoldi methods in this algebra. In the course of our derivation, we define inner products, norms, and other notions. These extensions are straightforward in an algebraic sense, but the implications are dramatically different from the standard matrix case. For example, a matrix of circulants has a polynomial number of eigenvalues in its dimension; although, these can all be represented by a carefully chosen canonical set of eigenvalues and vectors. These results and algorithms are closely related to standard decoupling techniques on block-circulant matrices using the fast Fourier transform.