fastRG 0.4.0

Major changes

Breaking changes

Non-breaking changes

Details about degree over-sampling bug and the fix

The fastRG sampling algorithm, as implemented in sample_edgelist.matrix(), is fundamentally a sampler for asymmetric, directed networks with conditional expectation \(\mathbb E[A \mid X, S, Y] = X S Y^\top \in \mathbb R^{n_1 \times n_2}\). That is, you can think of the sampler as a very efficient procedure for iterating through \(i = 1, ..., n_1\) and \(j = 1, ..., n_2\) and sampling from a Poisson with rate \((X S Y^\top)_{ij}\).

However, we would also like to use this same sampler to sample from undirected networks. In an undirected networks, the conditional expectation \(\mathbb E[A \mid X, S] = X S X^\top \in \mathbb R^{n \times n}\) is a square matrix with \((X S X^\top)_{ij} = (X S X^\top)_{ji}\). To sample from this matrix, it’s typical to sample the upper triangle of \(A\) from a Poisson with rate \((X S X^\top)_{ij}\) for all \(1 \le i \le j \le n\), and then fill the lower triangle of \(A\) to make \(A\) symmetric.

Since the fastRG algorithm samples \(A_{ij}\) for all \(i, j\), not just the upper triangle of \(A\), we use a trick to sample from undirected networks. First, we force the conditional expectation to be symmetric by symmetrizing \(S\). Then, we still sample for all \(i, j\). That is, to set \(A_{ij}\) we sample once from a Poisson with rate \((X S X^\top)_{ij}\) and once from a Poisson with rate \((X S X^\top)_{ji}\) (these rates are equal by symmetry!). Then we set \(A_{ij} = A_{ji}\) to the sum of these Poisson random variables. The issue is that this doubles the expected value of \(A_{ij} = A_{ji}\) and so we sample twice as many edges as we should. Up until this release of fastRG, we’ve unfortunately been doing this double sampling in undirected networks (#19).

In this release, we fix this over-sampling. The key is that we divide \(S\) by two at sampling time. We do not modify \(S\) at all in the undirected_factor_model()! You can always use \(X S X^\top\) to compute the expected value of \(A\). This new change only affects sampling.

That is, instead of passing the \(S\) from an undirected_factor_model() to the sampler sample_edgelist.matrix(), we pass \(S / 2\) (see sample_edgelist.undirected_factor_model()). This fixes double sampling on the off-diagonal of \(A\). The downside is that we’re now undersampling by half the diagonal of \(A\). I’m assuming that for most use cases this doesn’t matter. We could correct for this undersampling of the diagonal of \(A\), so please open an issue if self-loops are important to your project.

As a consequence of this change, \(A\) and \(\mathbb E[A | X, S]\) show now be on the same scale, rather than off by a factor of 2. Importantly, the spectrums should match up now, so you can now use fastRG to check how closely you’re recovering the spectrum of the your model. See vignette("consistency") for a quick demonstration showing consistency of spectral estimates.

fastRG 0.3.3

fastRG 0.3.2

fastRG 0.3.1

Breaking changes

Other news

fastRG 0.3.0

fastRG 0.2.0.9000