Semidefinite Programs on Sparse Random Graphs and their Application to Community Detection
Abstract
Denote by the adjacency matrix of an Erdos-Renyi graph with bounded average degree. We consider the problem of maximizing over the set of positive semidefinite matrices with diagonal entries . We prove that for large (bounded) average degree , the value of this semidefinite program (SDP) is --with high probability-- . For a random regular graph of degree , we prove that the SDP value is , matching a spectral upper bound. Informally, Erdos-Renyi graphs appear to behave similarly to random regular graphs for semidefinite programming. We next consider the sparse, two-groups, symmetric community detection problem (also known as planted partition). We establish that SDP achieves the information-theoretically optimal detection threshold for large (bounded) degree. Namely, under this model, the vertex set is partitioned into subsets of size , with edge probability (within group) and (across). We prove that SDP detects the partition with high probability provided , with . By comparison, the information theoretic threshold for detecting the hidden partition is : SDP is nearly optimal for large bounded average degree. Our proof is based on tools from different research areas: A new `higher-rank' Grothendieck inequality for symmetric matrices; An interpolation method inspired from statistical physics; An analysis of the eigenvectors of deformed Gaussian random matrices.
Keywords
Cite
@article{arxiv.1504.05910,
title = {Semidefinite Programs on Sparse Random Graphs and their Application to Community Detection},
author = {Andrea Montanari and Subhabrata Sen},
journal= {arXiv preprint arXiv:1504.05910},
year = {2015}
}
Comments
43 pages (v3 contains a small section with consequences on estimation)