# 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!

# AMS Network Science Mathematical Research Community

I don’t usually write promotional posts because I don’t enjoy reading them as much as I enjoy reading the technical posts. But I know that a lot of early graduate students and undergraduates read my blog, and this would be of interest to many of them.

I just got back from Utah yesterday where I attended a 5-day workshop run by the American Mathematical Society, called the Network Science Mathematical Research Community (MRC).

The point of the program is to bring graduate students and early career folks together from all over the country to start new collaborations. The AMS runs multiple MRC sessions every year, and this year the topics ranged from network science to quantum physics. We had a group of about 20 people, including statisticians, applied mathematicians, computer scientists, and a handful of pure combinatorialists. We self-organized into groups of four, and spent pretty much all day for the next four days eating great food, thinking about problems, proving theorems, enjoying the view, and discussing our ideas with the three extremely smart, successful, and amicable organizers. There were also career panels every evening that were, in my opinion, better than the average career panel.

The network science group (you can see me peeking out from the back, just left of center).

Anyway, it was a really fun and valuable experience, and the AMS pays for everything and a bag of chips (if by chips you mean more travel money to meet up with your collaborators and a ticket to the AMS Joint Mathematics Meeting the following January). I’m excited to blog about the work that come out of this, as network science is right up there with the coolest of topics in math and programming.

So if you’re eligible, keep an eye out for next year’s program.

# Stable Marriages and Designing Markets

Here is a fun puzzle. Suppose we have a group of 10 men and 10 women, and each of the men has sorted the women in order of their preference for marriage (that is, a man prefers to marry a woman earlier in his list over a woman later in the list). Likewise, each of the women has sorted the men in order of marriageability. We might ask if there is any way that we, the omniscient cupids of love, can decide who should marry to make everyone happy.

Of course, the word happy is entirely imprecise. The mathematician balks at the prospect of leaving such terms undefined! In this case, it’s quite obvious that not everyone will get their first pick. Indeed, if even two women prefer the same man someone will have to settle for less than their top choice. So if we define happiness in this naive way, the problem is obviously not solvable in general.

Now what if instead of aiming for each individual’s maximum happiness we instead shoot for mutual contentedness? That is, what if “happiness” here means that nobody will ever have an incentive to cheat on their spouse? It turns out that for a mathematical version of this condition, we can always find a suitable set of marriages! These mathematical formalisms include some assumptions, such as that preferences never change and that no new individuals are added to the population. But it is nevertheless an impressive theorem that we can achieve stability no matter what everyone’s preferences are. In this post we’ll give the classical algorithm which constructs so-called “stable marriages,” and we’ll prove its correctness. Then we’ll see a slight generalization of the algorithm, in which the marriages are “polygamous,” and we’ll apply it to the problem of assigning students to internships.

As usual, all of the code used in this post is available for download at this blog’s Github page.

## Historical Notes

The original algorithm for computing stable marriages was discovered by Lloyd Shapley and David Gale in the early 1960’s. Shapely and Alvin Roth went on to dedicate much of their career to designing markets and applying the stable marriage problem and its generalizations to such problems. In 2012 they jointly received the Nobel prize in economics for their work on this problem. If you want to know more about what “market design” means and why it’s needed (and you have an hour to spare), consider watching the talk below by Alvin Roth at the Simons Institute’s 2013 Symposium on the Visions of the Theory of Computing. Roth spends most of his time discussing the state of one particular economy, medical students and residence positions at hospitals, which he was asked to redesign. It’s quite a fascinating tale, although some of the deeper remarks assume knowledge of the algorithm we cover in this post.

Alvin Roth went on to apply the ideas presented in the video to economic systems in Boston and New York City public schools, kidney exchanges, and others. They all had the same sort of structure: both parties have preferences and stability makes sense. So he actually imposed the protocol we’re about to describe in order to guarantee that the process terminates to a stable arrangement (and automating it saves everyone involved a lot of time, stress, and money! Watch the video above for more on that).

## The Monogamous Stable Marriage Algorithm

Let’s formally set up the problem. Let $X = \left \{ 1, 2, \dots, n \right \}$ be a set of $n$ suitors and $Y = \left \{ 1,2,\dots ,n \right \}$ be a set of $n$ “suited.” Let $\textup{pref}_{X \to Y}: X \to S_n$ be a list of preferences for the suitors. In words, $\textup{pref}_{X \to Y}$ accepts as input a suitor, and produces as output an ordering on the suited members of $Y$. We denote the output set as $S_n$, which the group theory folks will recognize as the permutation group on $1, \dots, n$. Likewise, there is a function $\textup{pref}_{Y \to X}: Y \to S_n$ describing the preferences of each of the suited.

An example will help clarify these stuffy definitions. If $X = \left \{ 1, 2, 3 \right \}$ and $Y = \left \{ 1, 2, 3 \right \}$, then to say that

$\textup{pref}_{X \to Y}(2) = (3, 1, 2)$

is to say that the second suitor prefers the third member of $Y$ the most, and then the first member of $Y$, and then the second. The programmer might imagine that the datum of the problem consists of two dictionaries (one for $X$ and one for $Y$) whose keys are integers and whose values are lists of integers which contain 1 through $n$ in some order.

A solution to the problem, then, is a way to match (or marry) suitors with suited. Specifically, a matching is a bijection $m: X \to Y$, so that $x$ is matched with $m(x)$. The reason we use a bijection is because the marriages are monogamous: only one suitor can be matched with one suited and vice versa. Later we’ll see this condition dropped so we can apply it to a more realistic problem of institutions (suited) which can accommodate many applicants (suitors). Because suitor and suited are awkward to say, we’ll use the familiar, antiquated, and politically incorrect terms “men and women.”

Now if we’re given a monogamous matching $m$, a pair $x \in X, y \in Y$ is called unstable for $m$ if both $x,y$ prefer each other over their partners assigned by $m$. That is, $(x,y)$ is unstable for $m$ if $y$ appears before $m(y)$ in the preference list for $x$, $\textup{pref}_{X \to Y}(x)$, and likewise $x$ appears before $m^{-1}(y)$ in $\textup{pref}_{Y \to X}(y)$.

Another example to clarify: again let $X = Y = \left \{ 1,2,3 \right \}$ and suppose for simplicity that our matching $m$ pairs $m(i) = i$. If man 2 has the preference list $(3,2,1)$ and woman 3 has the preference list $(2,1,3)$, then 2 and 3 together form an unstable pair for $m$, because they would rather be with each other over their current partners. That is, they have a mutual incentive to cheat on their spouses. We say that the matching is unstable or admits an unstable pair if there are any unstable pairs for it, and we call the entire matching stable if it doesn’t admit any unstable pairs.

Unlike real life, mathematically unstable marriages need not feature constant arguments.

So the question at hand is: is there an algorithm which, given access to to the two sets of preferences, can efficiently produce a stable matching? We can also wonder whether a stable matching is guaranteed to exist, and the answer is yes. In fact, we’ll prove this and produce an efficient algorithm in one fell swoop.

The central concept of the algorithm is called deferred acceptance. The gist is like this. The algorithm operates in rounds. During each round, each man will “propose” to a woman, and each woman will pick the best proposal available. But the women will not commit to their pick. They instead reject all other suitors, who go on to propose to their second choices in the next round. At that stage each woman (who now may have a more preferred suitor than in the first round) may replace her old pick with a new one. The process continues in this manner until each man is paired with a woman. In this way, each of the women defers accepting any proposal until the end of the round, progressively increasing the quality of her choice. Likewise, the men progressively propose less preferred matches as the rounds progress.

It’s easy to argue such a process must eventually converge. Indeed, the contrary means there’s some sort of cycle in the order of proposals, but each man proposes to only strictly less preferred women than any previous round, and the women can only strictly increase the quality of their held pick. Mathematically, we’re using an important tool called monotonicity. That some quantity can only increase or decrease as time goes on, and since the quantity is bounded, we must eventually reach a local maximum. From there, we can prove that any local maximum satisfies the property we want (here, that the matching is stable), and we win. Indeed, supposing to the contrary that we have a pair $(x,y)$ which is unstable for the matching $m$ produced at the end of this process, then it must have been the case that $x$ proposed to $y$ in some earlier round. But $y$ has as her final match some other suitor $x' = m^{-1}(y)$ whom she prefers less than $x$. Though she may have never picked $x$ at any point in the algorithm, she can only end up with the worse choice $x'$ if at some point $y$ chose a suitor that was less preferred than the suitor she already had. Since her choices are monotonic this cannot happen, so no unstable pairs can exist.

Rather than mathematically implement the algorithm in pseudocode, let’s produce the entire algorithm in Python to make the ideas completely concrete.

## Python Implementation

We start off with some simple data definitions for the two parties which, in the renewed interest of generality, refer to as Suitor and Suited.

class Suitor(object):
def __init__(self, id, prefList):
self.prefList = prefList
self.rejections = 0 # num rejections is also the index of the next option
self.id = id

def preference(self):
return self.prefList[self.rejections]

def __repr__(self):
return repr(self.id)


A Suitor is simple enough: he has an id representing his “index” in the set of Suitors, and a preference list prefList which in its $i$-th position contains the Suitor’s $i$-th most preferred Suited. This is identical to our mathematical representation from earlier, where a list like $(2,3,1)$ means that the Suitor prefers the second Suited most and the first Suited least. Knowing the algorithm ahead of time, we add an additional piece of data: the number of rejections the Suitor has seen so far. This will double as the index of the Suited that the Suitor is currently proposing to. Indeed, the preference function provides a thin layer of indirection allowing us to ignore the underlying representation, so long as one updates the number of rejections appropriately.

Now for the Suited.

class Suited(object):
def __init__(self, id, prefList):
self.prefList = prefList
self.held = None
self.currentSuitors = set()
self.id = id

def __repr__(self):
return repr(self.id)


A Suited likewise has a list of preferences and an id, but in addition she has a held attribute for the currently held Suitor, and a list currentSuitors of Suitors that are currently proposing to her. Hence we can define a reject method which accepts no inputs, and returns a list of rejected suitors, while updating the woman’s state to hold onto her most preferred suitor.

   def reject(self):
if len(self.currentSuitors) == 0:
return set()

if self.held is not None:

self.held = min(self.currentSuitors, key=lambda suitor: self.prefList.index(suitor.id))
rejected = self.currentSuitors - set([self.held])
self.currentSuitors = set()

return rejected


The call to min does all the work: finding the Suitor that appears first in her preference list. The rest is bookkeeping. Now the algorithm for finding a stable marriage, following the deferred acceptance algorithm, is simple.

# monogamousStableMarriage: [Suitor], [Suited] -> {Suitor -> Suited}
# construct a stable (monogamous) marriage between suitors and suiteds
def monogamousStableMarriage(suitors, suiteds):
unassigned = set(suitors)

while len(unassigned) > 0:
for suitor in unassigned:
unassigned = set()

for suited in suiteds:
unassigned |= suited.reject()

for suitor in unassigned:
suitor.rejections += 1

return dict([(suited.held, suited) for suited in suiteds])


All the Suitors are unassigned to begin with. Each iteration of the loop corresponds to a round of the algorithm: the Suitors are added to the currentSuitors list of their next most preferred Suited. Then the Suiteds “simultaneously” reject some Suitors, whose rejection counts are upped by one and returned to the pool of unassigned Suitors. Once every Suited has held onto a Suitor we’re done.

Given a matching, we can define a function that verifies by brute force that the marriage is stable.

# verifyStable: [Suitor], [Suited], {Suitor -> Suited} -> bool
# check that the assignment of suitors to suited is a stable marriage
def verifyStable(suitors, suiteds, marriage):
import itertools
suitedToSuitor = dict((v,k) for (k,v) in marriage.items())
precedes = lambda L, item1, item2: L.index(item1) < L.index(item2)

def suitorPrefers(suitor, suited):
return precedes(suitor.prefList, suited.id, marriage[suitor].id)

def suitedPrefers(suited, suitor):
return precedes(suited.prefList, suitor.id, suitedToSuitor[suited].id)

for (suitor, suited) in itertools.product(suitors, suiteds):
if suited != marriage[suitor] and suitorPrefers(suitor, suited) and suitedPrefers(suited, suitor):
return False, (suitor.id, suited.id)

return


Indeed, we can test the algorithm on an instance of the problem.

>>> suitors = [Suitor(0, [3,5,4,2,1,0]), Suitor(1, [2,3,1,0,4,5]),
...            Suitor(2, [5,2,1,0,3,4]), Suitor(3, [0,1,2,3,4,5]),
...            Suitor(4, [4,5,1,2,0,3]), Suitor(5, [0,1,2,3,4,5])]
>>> suiteds = [Suited(0, [3,5,4,2,1,0]), Suited(1, [2,3,1,0,4,5]),
...            Suited(2, [5,2,1,0,3,4]), Suited(3, [0,1,2,3,4,5]),
...            Suited(4, [4,5,1,2,0,3]), Suited(5, [0,1,2,3,4,5])]
>>> marriage = monogamousStableMarriage(suitors, suiteds)
{3: 0, 4: 4, 5: 1, 1: 2, 2: 5, 0: 3}
>>> verifyStable(suitors, suiteds, marriage)
True


We encourage the reader to check this by hand (this one only took two rounds). Even better, answer the question of whether the algorithm could ever require $n$ steps to converge for $2n$ individuals, where you get to pick the preference list to try to make this scenario happen.

## Stable Marriages with Capacity

We can extend this algorithm to work for “polygamous” marriages in which one Suited can accept multiple Suitors. In fact, the two problems are entirely the same! Just imagine duplicating a Suited with large capacity into many Suiteds with capacity of 1. This particular reduction is not very efficient, but it allows us to see that the same proof of convergence and correctness applies. We can then modify our classes and algorithm to account for it, so that (for example) instead of a Suited “holding” a single Suitor, she holds a set of Suitors. We encourage the reader to try extending our code above to the polygamous case as an exercise, and we’ve provided the solution in the code repository for this post on this blog’s Github page.

## Ways to Make it Harder

When you study algorithmic graph problems as much as I do, you start to get disheartened. It seems like every problem is NP-hard or worse. So when we get a situation like this, a nice, efficient algorithm with very real consequences and interpretations, you start to get very excited. In between our heaves of excitement, we imagine all the other versions of this problem that we could solve and Nobel prizes we could win. Unfortunately the landscape is bleaker than that, and most extensions of stable marriage problems are NP-complete.

For example, what if we allow ties? That is, one man can be equally happy with two women. This is NP-complete. However, it turns out his extension can be formulated as an integer programming problem, and standard optimization techniques can be used to approximate a solution.

What if, thinking about the problem in terms of medical students and residencies, we allow people to pick their preferences as couples? Some med students are married, after all, and prefer to be close to their spouse even if it means they have a less preferred residency. NP-hard again. See page 53 (pdf page 71) of these notes for a more detailed investigation. The problem is essentially that there is not always a stable matching, and so even determining whether there is one is NP-complete.

So there are a lot of ways to enrich the problem, and there’s an interesting line between tractable and hard in the worst case. As a (relatively difficult) exercise, try to solve the “roommates” version of the problem, where there is no male/female distinction (anyone can be matched with anyone). It turns out to have a tractable solution, and the algorithm is similar to the one outlined in this post.

Until next time!

PS. I originally wrote this post about a year ago when I was contacted by someone in industry who agreed to provide some (anonymized) data listing the preferences of companies and interns applying to work at those companies. Not having heard from them for almost a year, I figure it’s a waste to let this finished post collect dust at the risk of not having an interesting data set. But if you, dear reader, have any data you’d like to provide that fits into the framework of stable marriages, I’d love to feature your company/service on my blog (and solve the matching problem) in exchange for the data. The only caveat is that the data would have to be public, so you would have to anonymize it.