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Referred: Purnamrita Sarkar, Random Walks on Graphs: An Overview

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- 1. Random Walk on Graphs Pavan Kapanipathi Reading Group (Kno.e.sis) Referred: Purnamrita Sarkar, Random Walks on Graphs: An Overview
- 2. Agenda • Introduction – Motivation • Background – Graphs – Matrices • Random Walk – PageRank – Personalized PageRank – Topic Sensitive PageRank • Applications – Specifically in Recommender Systems
- 3. Random Walk A drunk man will find his way home, but a drunk bird may get lost forever.
- 4. Motivation: Link prediction in social networks 4
- 5. Motivation: Basis for recommendation 5
- 6. Since I had very less slides and More time – Graphs • Undirected Graphs
- 7. Since I had very less slides and more time in hand-- Graphs • Directed Graphs
- 8. Since I had very less slides and more time in hand – Matrix Rows Columns i j i j k i,j k
- 9. Adjacency and Transition Matrix Transition matrix P Adjacency matrix A 1 1 1 1 1 1 1/2 1/2 9
- 10. Markov Property (Basic) • Given the present state, the future and past states are independent
- 11. Stochastic • Wikipedia: In probability theory, a purely stochastic system is one whose state is nondeterministic so that the subsequent state of the system is determined probabilistically. 1 1 • Matrix – Stochastic Row/Column? 1/2 1/2
- 12. Random Walk on Graphs
- 13. Random Walk on Graphs
- 14. Random Walk on Graphs
- 15. Random Walk on Graphs The random sequence of points selected this way is a random walk on the graph
- 16. Again: Transition Matrix j k i i j k Transition matrix P Probability? 1 1 1/2 1/2 16
- 17. Probability Distributions • xt(i) = probability that the surfer is at node i at time t • xt+1(i) = ∑j(Probability of being at node j)*Pr(j->i) =∑jxt(j)*P(j,i) • xt+1 = xtP = xt-1*P*P= xt-2*P*P*P = …=x0 Pt Matrix Multiplication? • What happens when the surfer keeps walking for a long time? 17
- 18. Property of Adjacency Matrix Adjacency matrix A 1 1 1 1
- 19. What is a stationary distribution? Intuitively and Mathematically • The stationary distribution at a node is related to the amount of time a random walker spends visiting that node. • Remember that we can write the probability distribution at a node as – xt+1 = xtP • For the stationary distribution v0 we have – v0 = v0 P • Whoa! that’s just the left eigenvector of the transition matrix ! 19
- 20. Eigen Value and Eigen Vector?
- 21. Interesting questions • Does a stationary distribution always exist? Is it unique? – Yes, if the graph is “well-behaved”. • What is “well-behaved”? – We shall talk about this soon. • How fast will the random surfer approach this stationary distribution? – Mixing Time! 21
- 22. Well behaved graphs • Irreducible: There is a path from every node to every other node. What about connected undirected Graph? Irreducible Not irreducible 22
- 23. Well behaved graphs • Aperiodic: The GCD of all cycle lengths is 1. The GCD is also called period. Periodicity is 3 Aperiodic 23
- 24. Implications of the Perron Frobenius Theorem • If a markov chain is irreducible and aperiodic then the largest eigenvalue of the transition matrix will be equal to 1 and all the other eigenvalues will be strictly less than 1. – Let the eigenvalues of P be {σi| i=0:n-1} in non-increasing order of σi . – σ0 = 1 > σ1 > σ2 >= ……>= σn • These results imply that for a well behaved graph there exists an unique stationary distribution. • More details when we discuss pagerank. 24
- 25. Some fun stuff about undirected graphs • A connected undirected graph is irreducible • A connected non-bipartite undirected graph has a stationary distribution proportional to the degree distribution! • Makes sense, since larger the degree of the node more likely a random walk is to come back to it. 25
- 26. Proximity measures from random walks b a • How long does it take to hit node b in a random walk starting at node a? --- Hitting time. • How long does it take to hit node b and come back to node a? --- Commute time. 26
- 27. Hitting and Commute times b a • Hitting time from node i to node j – Expected number of hops to hit node j starting at node i. – Is not symmetric. h(a,b) > h(a,b) – h(i,j) = 1 + ΣkЄnbs(A) p(i,k)h(k,j) 27
- 28. Hitting and Commute times b a • Commute time between node i and j – Is expected time to hit node j and come back to i – c(i,j) = h(i,j) + h(j,i) – Is symmetric. c(a,b) = c(b,a) 28
- 29. Random Walk (versions) • PageRank – Personalized PageRank – Topic Sensitive PageRank • Recommender Systems (My interests)
- 30. Recommender Networks • For a customer node i define similarity as – H(i,j) – C(i,j) – Or the cosine similarity Lij Lii Ljj • Now the question is how to compute these quantities quickly for very large graphs. – Fast iterative techniques (Brand 2005) – Fast Random Walk with Restart (Tong, Faloutsos 2006) – Finding nearest neighbors in graphs (Sarkar, Moore 2007) 30
- 31. PageRank (Initial) • Intuition – PageRank of “A” is higher if the pages that links to “A” has higher PageRank • User behavior where a surfer clicks on links at random with no regard towards content – One page's PageRank is not completely passed on to a page it links to, but is divided by the number of links on the page.
- 32. PageRank • Intuitively v (i ) v (j ) i degout ( j ) j • v works out to be the stationary distribution of the markov chain corresponding to the web.
- 33. Pagerank & Perron-frobenius • Perron Frobenius only holds if the graph is irreducible and aperiodic. • But how can we guarantee that for the web graph? – Do it with a small restart probability c. • At any time-step the random surfer – jumps (teleport) to any other node with probability c – jumps to its direct neighbors with total probability 1-c. ~ P (1 c )P cU Uij 1 n i , j ~ P cP (1 c)U U ij 1 i, j n 33
- 34. Pagerank • We are looking for the vector v s.t. v (1 c ) vP cr • r is a distribution over web-pages. • If r is the uniform distribution we get pagerank. • What happens if r is non-uniform? Personalization 34
- 35. Personalized Pagerank1,2,3 • The only difference is that we use a non-uniform teleportation distribution, i.e. at any time step teleport to a set of webpages. • In other words we are looking for the vector v s.t. v (1 c ) vP cr • r is a non-uniform preference vector specific to an user. • v gives “personalized views” of the web. 1. Scaling Personalized Web Search, Jeh, Widom. 2003 2. Topic-sensitive PageRank, Haveliwala, 2001 3. Towards scaling fully personalized pagerank, D. Fogaras and B. Racz, 2004 35
- 36. Topic-sensitive pagerank (Haveliwala’01) • Divide the webpages into 16 broad categories • For each category compute the biased personalized pagerank vector by uniformly teleporting to websites under that category. • At query time the probability of the query being from any of the above classes is computed, and the final page-rank vector is computed by a linear combination of the biased pagerank vectors computed offline. 36
- 37. Random Walk for Recommendations • Collaborative Filtering by Shang et.al • Graph – Vertices: Users (U), Items (I), Item Information (T) and User Profiles (P) – Edges with weights • • • • u has a rating for i i has a tag for t u belongs to profile category p u to u if they are connected in the social network • Edge weights assignments
- 38. Random Walk for Recommendations Connectivity/Transition Generally 0.85 Preference Vector
- 39. Most of it from • Purnamrita Sarkar, Random Walks on Graphs: An Overview • Random Walks on Graphs: A Survey, Laszlo Lov'asz • OBVIOUSLY: Wikipedia :D • Random Walk on Graphs: Ankit Agarwal
- 40. Thanks

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