English

Semidefinite Programs on Sparse Random Graphs and their Application to Community Detection

Discrete Mathematics 2015-12-25 v3 Probability

Abstract

Denote by AA the adjacency matrix of an Erdos-Renyi graph with bounded average degree. We consider the problem of maximizing AE{A},X\langle A-E\{A\},X\rangle over the set of positive semidefinite matrices XX with diagonal entries Xii=1X_{ii}=1. We prove that for large (bounded) average degree dd, the value of this semidefinite program (SDP) is --with high probability-- 2nd+no(d)+o(n)2n\sqrt{d} + n\, o(\sqrt{d})+o(n). For a random regular graph of degree dd, we prove that the SDP value is 2nd1+o(n)2n\sqrt{d-1}+o(n), 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 n/2n/2, with edge probability a/na/n (within group) and b/nb/n (across). We prove that SDP detects the partition with high probability provided (ab)2/(4d)>1+od(1)(a-b)^2/(4d)> 1+o_{d}(1), with d=(a+b)/2d= (a+b)/2. By comparison, the information theoretic threshold for detecting the hidden partition is (ab)2/(4d)>1(a-b)^2/(4d)> 1: SDP is nearly optimal for large bounded average degree. Our proof is based on tools from different research areas: (i)(i) A new `higher-rank' Grothendieck inequality for symmetric matrices; (ii)(ii) An interpolation method inspired from statistical physics; (iii)(iii) 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)

R2 v1 2026-06-22T09:20:44.087Z