# Zero-One Laws for Random Graphs

Last time we saw a number of properties of graphs, such as connectivity, where the probability that an Erdős–Rényi random graph $G(n,p)$ satisfies the property is asymptotically either zero or one. And this zero or one depends on whether the parameter $p$ is above or below a universal threshold (that depends only on $n$ and the property in question).

To remind the reader, the Erdős–Rényi random “graph” $G(n,p)$ is a distribution over graphs that you draw from by including each edge independently with probability $p$. Last time we saw that the existence of an isolated vertex has a sharp threshold at $(\log n) / n$, meaning if $p$ is asymptotically smaller than the threshold there will certainly be isolated vertices, and if $p$ is larger there will certainly be no isolated vertices. We also gave a laundry list of other properties with such thresholds.

One might want to study this phenomenon in general. Even if we might not be able to find all the thresholds we want for a given property, can we classify which properties have thresholds and which do not?

The answer turns out to be mostly yes! For large classes of properties, there are proofs that say things like, “either this property holds with probability tending to one, or it holds with probability tending to zero.” These are called “zero-one laws,” and they’re sort of meta theorems. We’ll see one such theorem in this post relating to constant edge-probabilities in random graphs, and we’ll remark on another at the end.

## Sentences about graphs in first order logic

A zero-one law generally works by defining a class of properties, and then applying a generic first/second moment-type argument to every property in the class.

So first we define what kinds of properties we’ll discuss. We’ll pick a large class: anything that can be expressed in first-order logic in the language of graphs. That is, any finite logical statement that uses existential and universal quantifiers over variables, and whose only relation (test) is whether an edge exists between two vertices. We’ll call this test $e(x,y)$. So you write some sentence $P$ in this language, and you take a graph $G$, and you can ask $P(G) = 1$, whether the graph satisfies the sentence.

This seems like a really large class of properties, and it is, but let’s think carefully about what kinds of properties can be expressed this way. Clearly the existence of a triangle can be written this way, it’s just the sentence

$\exists x,y,z : e(x,y) \wedge e(y,z) \wedge e(x,z)$

I’m using $\wedge$ for AND, and $\vee$ for OR, and $\neg$ for NOT. Similarly, one can express the existence of a clique of size $k$, or the existence of an independent set of size $k$, or a path of a fixed length, or whether there is a vertex of maximal degree $n-1$.

Here’s a question: can we write a formula which will be true for a graph if and only if it’s connected? Well such a formula seems like it would have to know about how many vertices there are in the graph, so it could say something like “for all $x,y$ there is a path from $x$ to $y$.” It seems like you’d need a family of such formulas that grows with $n$ to make anything work. But this isn’t a proof; the question remains whether there is some other tricky way to encode connectivity.

But as it turns out, connectivity is not a formula you can express in propositional logic. We won’t prove it here, but we will note at the end of the article that connectivity is in a different class of properties that you can prove has a similar zero-one law.

## The zero-one law for first order logic

So the theorem about first-order expressible sentences is as follows.

Theorem: Let $P$ be a property of graphs that can be expressed in the first order language of graphs (with the $e(x,y)$ relation). Then for any constant $p$, the probability that $P$ holds in $G(n,p)$ has a limit of zero or one as $n \to \infty$.

Proof. We’ll prove the simpler case of $p=1/2$, but the general case is analogous. Given such a graph $G$ drawn from $G(n,p)$, what we’ll do is define a countably infinite family of propositional formulas $\varphi_{k,l}$, and argue that they form a sort of “basis” for all first-order sentences about graphs.

First let’s describe the $\varphi_{k,l}$. For any $k,l \in \mathbb{N}$, the sentence will assert that for every set of $k$ vertices and every set of $l$ vertices, there is some other vertex connected to the first $k$ but not the last $l$.

$\displaystyle \varphi_{k,l} : \forall x_1, \dots, x_k, y_1, \dots, y_l \exists z : \\ e(z,x_1) \wedge \dots \wedge e(z,x_k) \wedge \neg e(z,y_1) \wedge \dots \wedge \neg e(z,y_l)$.

In other words, these formulas encapsulate every possible incidence pattern for a single vertex. It is a strange set of formulas, but they have a very nice property we’re about to get to. So for a fixed $\varphi_{k,l}$, what is the probability that it’s false on $n$ vertices? We want to give an upper bound and hence show that the formula is true with probability approaching 1. That is, we want to show that all the $\varphi_{k,l}$ are true with probability tending to 1.

Computing the probability: we have $\binom{n}{k} \binom{n-k}{l}$ possibilities to choose these sets, and the probability that some other fixed vertex $z$ has the good connections is $2^{-(k+l)}$ so the probability $z$ is not good is $1 – 2^{-(k+l)}$, and taking a product over all choices of $z$ gives the probability that there is some bad vertex $z$ with an exponent of $(n – (k + l))$. Combining all this together gives an upper bound of $\varphi_{k,l}$ being false of:

$\displaystyle \binom{n}{k}\binom{n-k}{l} (1-2^{-k-1})^{n-k-l}$

And $k, l$ are constant, so the left two terms are polynomials while the rightmost term is an exponentially small function, and this implies that the whole expression tends to zero, as desired.

Break from proof.

## A bit of model theory

So what we’ve proved so far is that the probability of every formula of the form $\varphi_{k,l}$ being satisfied in $G(n,1/2)$ tends to 1.

Now look at the set of all such formulas

$\displaystyle \Phi = \{ \varphi_{k,l} : k,l \in \mathbb{N} \}$

We ask: is there any graph which satisfies all of these formulas? Certainly it cannot be finite, because a finite graph would not be able to satisfy formulas with sufficiently large values of $l, k > n$. But indeed, there is a countably infinite graph that works. It’s called the Rado graph, pictured below.

The Rado graph has some really interesting properties, such as that it contains every finite and countably infinite graph as induced subgraphs. Basically this means, as far as countably infinite graphs go, it’s the big momma of all graphs. It’s the graph in a very concrete sense of the word. It satisfies all of the formulas in $\Phi$, and in fact it’s uniquely determined by this, meaning that if any other countably infinite graph satisfies all the formulas in $\Phi$, then that graph is isomorphic to the Rado graph.

But for our purposes (proving a zero-one law), there’s a better perspective than graph theory on this object. In the logic perspective, the set $\Phi$ is called a theory, meaning a set of statements that you consider “axioms” in some logical system. And we’re asking whether there any model realizing the theory. That is, is there some logical system with a semantic interpretation (some mathematical object based on numbers, or sets, or whatever) that satisfies all the axioms?

A good analogy comes from the rational numbers, because they satisfy a similar property among all ordered sets. In fact, the rational numbers are the unique countable, ordered set with the property that it has no biggest/smallest element and is dense. That is, in the ordering there is always another element between any two elements you want. So the theorem says if you have two countable sets with these properties, then they are actually isomorphic as ordered sets, and they are isomorphic to the rational numbers.

So, while we won’t prove that the Rado graph is a model for our theory $\Phi$, we will use that fact to great benefit. One consequence of having a theory with a model is that the theory is consistent, meaning it can’t imply any contradictions. Another fact is that this theory $\Phi$ is complete. Completeness means that any formula or it’s negation is logically implied by the theory. Note these are syntactical implications (using standard rules of propositional logic), and have nothing to do with the model interpreting the theory.

The proof that $\Phi$ is complete actually follows from the uniqueness of the Rado graph as the only countable model of $\Phi$. Suppose the contrary, that $\Phi$ is not consistent, then there has to be some formula $\psi$ that is not provable, and it’s negation is also not provable, by starting from $\Phi$. Now extend $\Phi$ in two ways: by adding $\psi$ and by adding $\neg \psi$. Both of the new theories are still countable, and by a theorem from logic this means they both still have countable models. But both of these new models are also countable models of $\Phi$, so they have to both be the Rado graph. But this is very embarrassing for them, because we assumed they disagree on the truth of $\psi$.

So now we can go ahead and prove the zero-one law theorem.

Given an arbitrary property $\varphi \not \in \Psi$. Now either $\varphi$ or it’s negation can be derived from $\Phi$. Without loss of generality suppose it’s $\varphi$. Take all the formulas from the theory you need to derive $\varphi$, and note that since it is a proof in propositional logic you will only finitely many such $\varphi_{k,l}$. Now look at the probabilities of the $\varphi_{k,l}$: they are all true with probability tending to 1, so the implied statement of the proof of $\varphi$ (i.e., $\varphi$ itself) must also hold with probability tending to 1. And we’re done!

$\square$

If you don’t like model theory, there is another “purely combinatorial” proof of the zero-one law using something called Ehrenfeucht–Fraïssé games. It is a bit longer, though.

## Other zero-one laws

One might naturally ask two questions: what if your probability is not constant, and what other kinds of properties have zero-one laws? Both great questions.

For the first, there are some extra theorems. I’ll just describe one that has always seemed very strange to me. If your probability is of the form $p = n^{-\alpha}$ but $\alpha$ is irrational, then the zero-one law still holds! This is a theorem of Baldwin-Shelah-Spencer, and it really makes you wonder why irrational numbers would be so well behaved while rational numbers are not 🙂

For the second question, there is another theorem about monotone properties of graphs. Monotone properties come in two flavors, so called “increasing” and “decreasing.” I’ll describe increasing monotone properties and the decreasing counterpart should be obvious. A property is called monotone increasing if adding edges can never destroy the property. That is, with an empty graph you don’t have the property (or maybe you do), and as you start adding edges eventually you suddenly get the property, but then adding more edges can’t cause you to lose the property again. Good examples of this include connectivity, or the existence of a triangle.

So the theorem is that there is an identical zero-one law for monotone properties. Great!

It’s not so often that you get to see these neat applications of logic and model theory to graph theory and (by extension) computer science. But when you do get to apply them they seem very powerful and mysterious. I think it’s a good thing.

Until next time!

# The Giant Component and Explosive Percolation

Last time we left off with a tantalizing conjecture: a random graph with edge probability $p = 5/n$ is almost surely a connected graph. We arrived at that conjecture from some ad-hoc data analysis, so let’s go back and treat it with some more rigorous mathematical techniques. As we do, we’ll discover some very interesting “threshold theorems” that essentially say a random graph will either certainly have a property, or it will certainly not have it.

The phase transition we empirically observed from last time.

## Big components

Recalling the basic definition: an Erdős-Rényi (ER) random graph with $n$ vertices and edge probability $p$ is a probability distribution over all graphs on $n$ vertices. Generatively, you draw from an ER distribution by flipping a $p$-biased coin for each pair of vertices, and adding the edge if you flip heads. We call the random event of drawing a graph from this distribution a “random graph” even though it’s not a graph, and we denote an ER random graph by $G(n,p)$. When $p = 1/2$, the distribution $G(n,1/2)$ is the uniform distribution over all graphs on $n$ vertices.

Now let’s get to some theorems. The main tools we’ll use are called the first and second moment method. Let’s illustrate them by example.

### The first moment method

Say we want to know what values of $p$ are likely to produce graphs with isolated vertices (vertices with no neighbors), and which are not. Of course, the value of $p$ will depend on $n \to \infty$ in general, but we can already see by example that if $p = 1/2$ then the probability of a fixed vertex being isolated is $2^{-n} \to 0$. We can use the union bound (sum this value over all vertices) to show that the probability of any vertex being isolated is at most $n2^{-n}$ which also tends to zero very quickly. This is not the first moment method, I’m just making the point that all of our results will be interpreted asymptotically as $n \to \infty$.

So now we can ask: what is the expected number of isolated vertices? If I call $X$ the random variable that counts the expected number of isolated vertices, then I’m asking about $\mathbb{E}[X]$. Really what I’m doing is interpreting $X$ as a random variable depending on $n, p(n)$, and asking about the evolution of $\mathbb{E}[X]$ as $n \to \infty$.

Now the first moment method states, somewhat obviously, that if the expectation tends to zero then the value of $X$ itself also tends to zero. Indeed, this follows from Markov’s inequality, which states that the probability that $X \geq a$ is bounded by $\mathbb{E}[X]/a$. In symbols,

$\displaystyle \Pr[X \geq a] \leq \frac{\mathbb{E}[X]}{a}$.

In our case $X$ is counting something (it’s integer valued), so asking whether $X > 0$ is equivalent to asking whether $X \geq 1$. The upper bound on the probability of $X$ being strictly positive is then just $\mathbb{E}[X]$.

So let’s find out when the expected number of isolated vertices goes to zero. We’ll use the wondrous linearity of expectation to split $X$ into a sum of counts for each vertex. That is, if $X_i$ is 1 when vertex $i$ is isolated and 0 otherwise (this is called an indicator variable), then $X = \sum_{i=1}^n X_i$ and linearity of expectation gives

$\displaystyle \mathbb{E}[X] = \mathbb{E}[\sum_{i=1}^n X_i] = \sum_{i=1}^n \mathbb{E}[X_i]$

Now the expectation of an indicator random variable is just the probability that the event occurs (it’s trivial to check). It’s easy to compute the probability that a vertex is isolated: it’s $(1-p)^n$. So the sum above works out to be $n(1-p)^n$. It should really be $n(1-p)^{n-1}$ but the extra factor of $(1-p)$ doesn’t change anything. The question is what’s the “smallest” way to set $p$ as a function of $n$ in order to make the above thing go to zero? Using the fact that $(1-x) < e^{-x}$ for all $x > 0$, we get

$n(1-p)^n < ne^{-pn}$

And setting $p = (\log n) / n$ simplifies the right hand side to $ne^{- \log n} = n / n = 1$. This is almost what we want, so let’s set $p$ to be anything that grows asymptotically faster than $(\log n) / n$. The notation for this is $\omega((\log n) / n)$. Then using some slick asymptotic notation we can prove that the RHS of the inequality above goes to zero, and so the LHS must as well. Back to the big picture: we just showed that the expectation of $X$ (the expected number of isolated vertices) goes to zero, and so by the first moment method the value of $X$ (the actual number of isolated vertices) has to go to zero with probability tending to 1.

Some quick interpretations: when $p = (\log n) / n$ each vertex has $\log n$ neighbors in expectation. Moreover, having no isolated vertices is just a little bit short of the entire graph being connected (our ultimate goal is to figure out exactly when this happens). But already we can see that our conjecture from the beginning is probably false: we aren’t able to use this same method to show that when $p = c/n$ for some constant $c$ rules out isolated vertices as $n \to \infty$. We just got lucky in our data analysis that 5 is about the natural log of 100 (which is 4.6).

### The second moment method

Now what about the other side of the coin? If $p$ is asymptotically less than $(\log n) / n$ do we necessarily get isolated vertices? That would really put our conjecture to rest. In this case the answer is yes, but it might not be in general. Let’s discuss.

We said that in general if $\mathbb{E}[X] \to 0$ then the value of $X$ has to go to zero too (that’s the first moment method). The flip side of this is: if $\mathbb{E}[X] \to \infty$ does necessarily the value of $X$ also tend to infinity? The answer is not always yes. Here is a gruesome example I originally heard from a book: say $X$ is the number of people that will die in the next decade due to an asteroid hitting the earth. The probability that the event happens is quite small, but if it does happen then the number of people that will die is quite large. It is perfectly reasonable for this to drag up the expectation (as the world population grows every decade), but at least we hope a growing population doesn’t by itself increase the value of $X$.

Mathematics is on our side here. We’re asking under what conditions on $\mathbb{E}[X]$ does the following implication hold: $\mathbb{E}[X] \to \infty$ implies $\Pr[X > 0] \to 1$.

With the first moment method we used Markov’s inequality (a statement about expectation, also called the first moment). With the second moment method we’ll use a statement about the second moment (variances), and the most common is Chebyshev’s inequality. Chebyshev’s inequality states that the probability $X$ deviates from its expectation by more than $c$ is bounded by $\textup{Var}[X] / c^2$. In symbols, for all $c > 0$ we have

$\displaystyle \Pr[|X – \mathbb{E}[X]| \geq c] \leq \frac{\textup{Var}[X]}{c^2}$

Now the opposite of $X > 0$, written in terms of deviation from expectation, is $|X – \mathbb{E}[X]| \geq \mathbb{E}[X]$. In words, in order for any number $a$ to be zero, it has to have a distance of at least $b$ from any number $b$. It’s such a stupidly simple statement it’s almost confusing. So then we’re saying that

$\displaystyle \Pr[X = 0] \leq \frac{\textup{Var}[X]}{\mathbb{E}[X]^2}$.

In order to make this probability go to zero, it’s enough to have $\textup{Var}[X] = o(\mathbb{E}[X]^2)$. Again, the little-o means “grows asymptotically slower than.” So the numerator of the fraction on the RHS will grow asymptotically slower than the denominator, meaning the whole fraction tends to zero. This condition and its implication are together called the “second moment method.”

Great! So we just need to compute $\textup{Var}[X]$ and check what conditions on $p$ make it fit the theorem. Recall that $\textup{Var}[X] = \mathbb{E}[X^2] – \mathbb{E}[X]^2$, and we want to upper bound this in terms of $\mathbb{E}[X]^2$. Let’s compute $\mathbb{E}[X]^2$ first.

$\displaystyle \mathbb{E}[X]^2 = n^2(1-p)^{2n}$

Now the variance.

$\displaystyle \textup{Var}[X] = \mathbb{E}[X^2] – n^2(1-p)^{2n}$

Expanding $X$ as a sum of indicator variables $X_i$ for each vertex, we can split the square into a sum over pairs. Note that $X_i^2 = X_i$ since they are 0-1 valued indicator variables, and $X_iX_j$ is the indicator variable for both events happening simultaneously.

\displaystyle \begin{aligned} \mathbb{E}[X^2] &= \mathbb{E}[\sum_{i,j} X_{i,j}] \\ &=\mathbb{E} \left [ \sum_i X_i^2 + \sum_{i \neq j} X_iX_j \right ] \\ &= \sum_i \mathbb{E}[X_i^2] + \sum_{i \neq j} \mathbb{E}[X_iX_j] \end{aligned}

By what we said about indicators, the last line is just

$\displaystyle \sum_i \Pr[i \textup{ is isolated}] + \sum_{i \neq j} \Pr[i,j \textup{ are both isolated}]$

And we can compute each of these pieces quite easily. They are (asymptotically ignoring some constants):

$\displaystyle n(1-p)^n + n^2(1-p)(1-p)^{2n-4}$

Now combining the two terms together (subtracting off the square of the expectation),

\displaystyle \begin{aligned} \textup{Var}[X] &\leq n(1-p)^n + n^2(1-p)^{-3}(1-p)^{2n} – n^2(1-p)^{2n} \\ &= n(1-p)^n + n^2(1-p)^{2n} \left ( (1-p)^{-3} – 1 \right ) \end{aligned}

Now we divide by $\mathbb{E}[X]^2$ to get $n^{-1}(1-p)^{-n} + (1-p)^{-3} – 1$. Since we’re trying to see if $p = (\log n) / n$ is a sharp threshold, the natural choice is to let $p = o((\log n) / n)$. Indeed, using the $1-x < e^{-x}$ upper bound and plugging in the little-o bounds the whole quantity by

$\displaystyle \frac{1}{n}e^{o(\log n)} + o(n^{1/n}) – 1 = o(1)$

i.e., the whole thing tends to zero, as desired.

## Other thresholds

So we just showed that the property of having no isolated vertices in a random graph has a sharp threshold at $p = (\log n) / n$. Meaning at any larger probability the graph is almost surely devoid of isolated vertices, and at any lower probability the graph almost surely has some isolated vertices.

This might seem like a miracle theorem, but there turns out to be similar theorems for lots of properties. Most of them you can also prove using basically the same method we’ve been using here. I’ll list some below. Also note they are all sharp, two-sided thresholds in the same way that the isolated vertex boundary is.

• The existence of a component of size $\omega(\log (n))$ has a threshold of $1/n$.
• $p = c/n$ for any $c > 0$ is a threshold for the existence of a giant component of linear size $\Theta(n)$. Moreover, above this threshold no other components will have size $\omega(\log n)$.
• In addition to $(\log n) / n$ being a threshold for having no isolated vertices, it is also a threshold for connectivity.
• $p = (\log n + \log \log n + c(n)) / n$ is a sharp threshold for the existence of Hamiltonian cycles in the following sense: if $c(n) = \omega(1)$ then there will be a Hamilton cycle almost surely, if $c(n) \to -\infty$ there will be no Hamiltonian cycle almost surely, and if $c(n) \to c$ the probability of a Hamiltonian cycle is $e^{-e^{-c}}$. This was proved by Kolmos and Szemeredi in 1983. Moreover, there is an efficient algorithm to find Hamiltonian cycles in these random graphs when they exist with high probability.

## Explosive Percolation

So now we know that as the probability of an edge increases, at some point the graph will spontaneously become connected; at some time that is roughly $\log(n)$ before, the so-called “giant component” will emerge and quickly engulf the entire graph.

Here’s a different perspective on this situation originally set forth by Achlioptas, D’Souza, and Spencer in 2009. It has since become called an “Achlioptas process.”

The idea is that you are watching a random graph grow. Rather than think about random graphs as having a probability above or below some threshold, you can think of it as the number of edges growing (so the thresholds will all be multiplied by $n$). Then you can imagine that you start with an empty graph, and at every time step someone is adding a new random edge to your graph. Fine, eventually you’ll get so many edges that a giant component emerges and you can measure when that happens.

But now imagine that instead of being given a single random new edge, you are given a choice. Say God presents you with two random edges, and you must pick which to add to your graph. Obviously you will eventually still get a giant component, but the question is how long can you prevent it from occurring? That is, how far back can we push the threshold for connectedness by cleverly selecting the new edge?

What Achlioptas and company conjectured was that you can push it back (some), but that when you push it back as far as it can go, the threshold becomes discontinuous. That is, they believed there was a constant $\delta \geq 1/2$ such that the size of the largest component jumps from $o(n)$ to $\delta n$ in $o(n)$ steps.

This turned out to be false, and Riordan and Warnke proved it. Nevertheless, the idea has been interpreted in an interesting light. People have claimed it is a useful model of disaster in the following sense. If you imagine that an edge between two vertices is a “crisis” relating two entities. Then in every step God presents you with two crises and you only have the resources to fix one. The idea is that when the entire graph is connected, you have this one big disaster where all the problems are interacting with each other. The percolation process describes how long you can “survive” while avoiding the big disaster.

There are critiques of this interpretation, though, mainly about how simplistic it is. In particular, an Achlioptas process models a crisis as an exogenous force when in reality problems are usually endogenous. You don’t expect a meteor to hit the Earth, but you do expect humans to have an impact on the environment. Also, not everybody in the network is trying to avoid errors. Some companies thrive in economic downturns by managing your toxic assets, for example. So one could reasonably argue that Achlioptas processes aren’t complex enough to model the realistic types of disasters we face.

Either way, I find it fantastic that something like a random graph (which for decades was securely in pure combinatorics away from applications) is spurring such discussion.

Next time, we’ll take one more dive into the theory of Erdős-Rényi random graphs to prove a very “meta” theorem about sharp thresholds. Then we’ll turn our attention to other models of random graphs, hopefully more realistic ones 🙂

Until then!

# Community Detection in Graphs — a Casual Tour

Graphs are among the most interesting and useful objects in mathematics. Any situation or idea that can be described by objects with connections is a graph, and one of the most prominent examples of a real-world graph that one can come up with is a social network.

Recall, if you aren’t already familiar with this blog’s gentle introduction to graphs, that a graph $G$ is defined by a set of vertices $V$, and a set of edges $E$, each of which connects two vertices. For this post the edges will be undirected, meaning connections between vertices are symmetric.

One of the most common topics to talk about for graphs is the notion of a community. But what does one actually mean by that word? It’s easy to give an informal definition: a subset of vertices $C$ such that there are many more edges between vertices in $C$ than from vertices in $C$ to vertices in $V – C$ (the complement of $C$). Try to make this notion precise, however, and you open a door to a world of difficult problems and open research questions. Indeed, nobody has yet come to a conclusive and useful definition of what it means to be a community. In this post we’ll see why this is such a hard problem, and we’ll see that it mostly has to do with the word “useful.” In future posts we plan to cover some techniques that have found widespread success in practice, but this post is intended to impress upon the reader how difficult the problem is.

## The simplest idea

The simplest thing to do is to say a community is a subset of vertices which are completely connected to each other. In the technical parlance, a community is a subgraph which forms a clique. Sometimes an $n$-clique is also called a complete graph on $n$ vertices, denoted $K_n$. Here’s an example of a 5-clique in a larger graph:

“Where’s Waldo” for graph theorists: a clique hidden in a larger graph.

Indeed, it seems reasonable that if we can reliably find communities at all, then we should be able to find cliques. But as fate should have it, this problem is known to be computationally intractable. In more detail, the problem of finding the largest clique in a graph is NP-hard. That essentially means we don’t have any better algorithms to find cliques in general graphs than to try all possible subsets of the vertices and check to see which, if any, form cliques. In fact it’s much worse, this problem is known to be hard to approximate to any reasonable factor in the worst case (the error of the approximation grows polynomially with the size of the graph!). So we can’t even hope to find a clique half the size of the biggest, or a thousandth the size!

But we have to take these impossibility results with a grain of salt: they only say things about the worst case graphs. And when we’re looking for communities in the real world, the worst case will never show up. Really, it won’t! In these proofs, “worst case” means that they encode some arbitrarily convoluted logic problem into a graph, so that finding the clique means solving the logic problem. To think that someone could engineer their social network to encode difficult logic problems is ridiculous.

So what about an “average case” graph? To formulate this typically means we need to consider graphs randomly drawn from a distribution.

## Random graphs

The simplest kind of “randomized” graph you could have is the following. You fix some set of vertices, and then run an experiment: for each pair of vertices you flip a coin, and if the coin is heads you place an edge and otherwise you don’t. This defines a distribution on graphs called $G(n, 1/2)$, which we can generalize to $G(n, p)$ for a coin with bias $p$. With a slight abuse of notation, we call $G(n, p)$ the Erdős–Rényi random graph (it’s not a graph but a distribution on graphs). We explored this topic form a more mathematical perspective earlier on this blog.

So we can sample from this distribution and ask questions like: what’s the probability of the largest clique being size at least $20$? Indeed, cliques in Erdős–Rényi random graphs are so well understood that we know exactly how they work. For example, if $p=1/2$ then the size of the largest clique is guaranteed (with overwhelming probability as $n$ grows) to have size $k(n)$ or $k(n)+1$, where $k(n)$ is about $2 \log n$. Just as much is known about other values of $p$ as well as other properties of $G(n,p)$, see Wikipedia for a short list.

In other words, if we wanted to find the largest clique in an Erdős–Rényi random graph, we could check all subsets of size roughly $2\log(n)$, which would take about $(n / \log(n))^{\log(n)}$ time. This is pretty terrible, and I’ve never heard of an algorithm that does better (contrary to the original statement in this paragraph that showed I can’t count). In any case, it turns out that the Erdős–Rényi random graph, and using cliques to represent communities, is far from realistic. There are many reasons why this is the case, but here’s one example that fits with the topic at hand. If I thought the world’s social network was distributed according to $G(n, 1/2)$ and communities were cliques, then I would be claiming that the largest community is of size 65 or 66. Estimated world population: 7 billion, $2 \log(7 \cdot 10^9) \sim 65$. Clearly this is ridiculous: there are groups of larger than 66 people that we would want to call “communities,” and there are plenty of communities that don’t form bona-fide cliques.

Another avenue shows that things are still not as easy as they seem in Erdős–Rényi land. This is the so-called planted clique problem. That is, you draw a graph $G$ from $G(n, 1/2)$. You give $G$ to me and I pick a random but secret subset of $r$ vertices and I add enough edges to make those vertices form an $r$-clique. Then I ask you to find the $r$-clique. Clearly it doesn’t make sense when $r < 2 \log (n)$ because you won’t be able to tell it apart from the guaranteed cliques in $G$. But even worse, nobody knows how to find the planted clique when $r$ is even a little bit smaller than $\sqrt{n}$ (like, $r = n^{9/20}$ even). Just to solidify this with some numbers, we don’t know how to reliably find a planted clique of size 60 in a random graph on ten thousand vertices, but we do when the size of the clique goes up to 100. The best algorithms we know rely on some sophisticated tools in spectral graph theory, and their details are beyond the scope of this post.

So Erdős–Rényi graphs seem to have no hope. What’s next? There are a couple of routes we can take from here. We can try to change our random graph model to be more realistic. We can relax our notion of communities from cliques to something else. We can do both, or we can do something completely different.

## Other kinds of random graphs

There is an interesting model of Barabási and Albert, often called the “preferential attachment” model, that has been described as a good model of large, quickly growing networks like the internet. Here’s the idea: you start off with a two-clique $G = K_2$, and at each time step $t$ you add a new vertex $v$ to $G$, and new edges so that the probability that the edge $(v,w)$ is added to $G$ is proportional to the degree of $w$ (as a fraction of the total number of edges in $G$). Here’s an animation of this process:

Image source: Wikipedia

The significance of this random model is that it creates graphs with a small number of hubs, and a large number of low-degree vertices. In other words, the preferential attachment model tends to “make the rich richer.” Another perspective is that the degree distribution of such a graph is guaranteed to fit a so-called power-law distribution. Informally, this means that the overall fraction of small-degree vertices gives a significant contribution to the total number of edges. This is sometimes called a “fat-tailed” distribution. Since power-law distributions are observed in a wide variety of natural settings, some have used this as justification for working in the preferential attachment setting. On the other hand, this model is known to have no significant community structure (by any reasonable definition, certainly not having cliques of nontrivial size), and this has been used as evidence against the model. I am not aware of any work done on planting dense subgraphs in graphs drawn from a preferential attachment model, but I think it’s likely to be trivial and uninteresting. On the other hand, Bubeck et al. have looked at changing the initial graph (the “seed”) from a 2-clique to something else, and seeing how that affects the overall limiting distribution.

Another model that often shows up is a model that allows one to make a random graph starting with any fixed degree distribution, not just a power law. There are a number of models that do this to some fashion, and you’ll hear a lot of hyphenated names thrown around like Chung-Lu and Molloy-Reed and Newman-Strogatz-Watts. The one we’ll describe is quite simple. Say you start with a set of vertices $V$, and a number $d_v$ for each vertex $v$, such that the sum of all the $d_v$ is even. This condition is required because in any graph the sum of the degrees of a vertex is twice the number of edges. Then you imagine each vertex $v$ having $d_v$ “edge-stubs.” The name suggests a picture like the one below:

Each node has a prescribed number of “edge stubs,” which are randomly connected to form a graph.

Now you pick two edge stubs at random and connect them. One usually allows self-loops and multiple edges between vertices, so that it’s okay to pick two edge stubs from the same vertex. You keep doing this until all the edge stubs are accounted for, and this is your random graph. The degrees were fixed at the beginning, so the only randomization is in which vertices are adjacent. The same obvious biases apply, that any given vertex is more likely to be adjacent to high-degree vertices, but now we get to control the biases with much more precision.

The reason such a model is useful is that when you’re working with graphs in the real world, you usually have statistical information available. It’s simple to compute the degree of each vertex, and so you can use this random graph as a sort of “prior” distribution and look for anomalies. In particular, this is precisely how one of the leading measures of community structure works: the measure of modularity. We’ll talk about this in the next section.

## Other kinds of communities

Here’s one easy way to relax our notion of communities. Rather than finding complete subgraphs, we could ask about finding very dense subgraphs (ignoring what happens outside the subgraph). We compute density as the average degree of vertices in the subgraph.

If we impose no bound on the size of the subgraph an algorithm is allowed to output, then there is an efficient algorithm for finding the densest subgraph in a given graph. The general exact solution involves solving a linear programming problem and a little extra work, but luckily there is a greedy algorithm that can get within half of the optimal density. You start with all the vertices $S_n = V$, and remove any vertex of minimal degree to get $S_{n-1}$. Continue until $S_0$, and then compute the density of all the $S_i$. The best one is guaranteed to be at least half of the optimal density. See this paper of Moses Charikar for a more formal analysis.

One problem with this is that the size of the densest subgraph might be too big. Unfortunately, if you fix the size of the dense subgraph you’re looking for (say, you want to find the densest subgraph of size at most $k$ where $k$ is an input), then the problem once again becomes NP-hard and suffers from the same sort of inapproximability theorems as finding the largest clique.

A more important issue with this is that a dense subgraph isn’t necessarily a community. In particular, we want communities to be dense on the inside and sparse on the outside. The densest subgraph analysis, however, might rate the following graph as one big dense subgraph instead of two separately dense communities with some modest (but not too modest) amount of connections between them.

What are the correct communities here?

Indeed, we want a quantifiable a notion of “dense on the inside and sparse on the outside.” One such formalization is called modularity. Modularity works as follows. If you give me some partition of the vertices of $G$ into two sets, modularity measures how well this partition reflects two separate communities. It’s the definition of “community” here that makes it interesting. Rather than ask about densities exactly, you can compare the densities to the expected densities in a given random graph model.

In particular, we can use the fixed-degree distribution model from the last section. If we know the degrees of all the vertices ahead of time, we can compute the probability that we see some number of edges going between the two pieces of the partition relative to what we would see at random. If the difference is large (and largely biased toward fewer edges across the partition and more edges within the two subsets), then we say it has high modularity. This involves a lot of computations  — the whole measure can be written as a quadratic form via one big matrix — but the idea is simple enough. We intend to write more about modularity and implement the algorithm on this blog, but the excited reader can see the original paper of M.E.J. Newman.

Now modularity is very popular but it too has shortcomings. First, even though you can compute the modularity of a given partition, there’s still the problem of finding the partition that globally maximizes modularity. Sadly, this is known to be NP-hard. Mover, it’s known to be NP-hard even if you’re just trying to find a partition into two pieces that maximizes modularity, and even still when the graph is regular (every vertex has the same degree).

Still worse, while there are some readily accepted heuristics that often “do well enough” in practice, we don’t even know how to approximate modularity very well. Bhaskar DasGupta has a line of work studying approximations of maximum modularity, and he has proved that for dense graphs you can’t even approximate modularity to within any constant factor. That is, the best you can do is have an approximation that gets worse as the size of the graph grows. It’s similar to the bad news we had for finding the largest clique, but not as bad. For example, when the graph is sparse it’s known that one can approximate modularity to within a $\log(n)$ factor of the optimum, where $n$ is the number of vertices of the graph (for cliques the factor was like $n^c$ for some $c$, and this is drastically worse).

Another empirical issue is that modularity seems to fail to find small communities. That is, if your graph has some large communities and some small communities, strictly maximizing the modularity is not the right thing to do. So we’ve seen that even the leading method in the field has some issues.

## Something completely different

The last method I want to sketch is in the realm of “something completely different.” The notion is that if we’re given a graph, we can run some experiment on the graph, and the results of that experiment can give us insight into where the communities are.

The experiment I’m going to talk about is the random walk. That is, say you have a vertex $v$ in a graph $G$ and you want to find some vertices that are “closest” to $v$. That is, those that are most likely to be in the same community as $v$. What you can do is run a random walk starting at $v$. By a “random walk” I mean you start at $v$, you pick a neighbor at random and move to it, then repeat. You can compute statistics about the vertices you visit in a sample of such walks, and the vertices that you visit most often are those you say are “in the same community as $v$. One important parameter is how long the walk is, but it’s generally believed to be best if you keep it between 3-6 steps.

Of course, this is not a partition of the vertices, so it’s not a community detection algorithm, but you can turn it into one. Run this process for each vertex, and use it to compute a “distance” between all the pairs of vertices. Then you compute a tree of partitions by lumping the closest pairs of vertices into the same community, one at a time, until you’ve got every vertex. At each step of the way, you compute the modularity of the partition, and when you’re done you choose the partition that maximizes modularity. This algorithm as a whole is called the walktrap clustering algorithm, and was introduced by Pons and Latapy in 2005.

This sounds like a really great idea, because it’s intuitive: there’s a relatively high chance that the friends of your friends are also your friends. It’s also really great because there is an easily measurable tradeoff between runtime and quality: you can tune down the length of the random walk, and the number of samples you take for each vertex, to speed up the runtime but lower the quality of your statistical estimates. So if you’re working on huge graphs, you get a lot of control and a clear idea of exactly what’s going on inside the algorithm (something which is not immediately clear in a lot of these papers).

Unfortunately, I’m not aware of any concrete theoretical guarantees for walktrap clustering. The one bit of theoretical justification I’ve read over the last year is that you can relate the expected distances you get to certain spectral properties of the graph that are known to be related to community structure, but the lower bounds on maximizing modularity already suggest (though they do not imply) that walktrap won’t do that well in the worst case.

## So many algorithms, so little time!

I have only brushed the surface of the literature on community detection, and the things I have discussed are heavily biased toward what I’ve read about and used in my own research. There are methods based on information theory, label propagation, and obscure physics processes like “spin glass” (whatever that is, it sounds frustrating).

And we have only been talking about perfect community structure. What if you want to allow people to be in multiple communities, or have communities at varying levels of granularity (e.g. a sports club within a school versus the whole student body of that school)? What if we want to allow people to be “members” of a community at varying degrees of intensity? How do we deal with noisy signals in our graphs? For example, if we get our data from observing people talk, are two people who have heated arguments considered to be in the same community? Since a lot social network data comes from sources like Twitter and Facebook where arguments are rampant, how do we distinguish between useful and useless data? More subtly, how do we determine useful information if a group within the social network are trying to mask their discovery? That is, how do we deal with adversarial noise in a graph?

And all of this is just on static graphs! What about graphs that change over time? You can keep making the problem more and more complicated as it gets more realistic.

With the huge wealth of research that has already been done just on the simplest case, and the difficult problems and known barriers to success even for the simple problems, it seems almost intimidating to even begin to try to answer these questions. But maybe that’s what makes them fascinating, not to mention that governments and big businesses pour many millions of dollars into this kind of research.

In the future of this blog we plan to derive and implement some of the basic methods of community detection. This includes, as a first outline, the modularity measure and the walktrap clustering algorithm. Considering that I’m also going to spend a large part of the summer thinking about these problems (indeed, with some of the leading researchers and upcoming stars under the sponsorship of the American Mathematical Society), it’s unlikely to end there.

Until next time!