Achieving the Bayes Error Rate in Synchronization and Block Models by SDP, Robustly
We study the statistical performance of semidefinite programming (SDP) relaxations for clustering under random graph models. Under the $\mathbb{Z}_{2}$ Synchronization model, Censored Block Model and Stochastic Block Model, we show that SDP achieves an error rate of the form \[ \exp\Big[-\big(1-o(1)...
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Zusammenfassung: | We study the statistical performance of semidefinite programming (SDP)
relaxations for clustering under random graph models. Under the
$\mathbb{Z}_{2}$ Synchronization model, Censored Block Model and Stochastic
Block Model, we show that SDP achieves an error rate of the form \[
\exp\Big[-\big(1-o(1)\big)\bar{n} I^* \Big]. \] Here $\bar{n}$ is an
appropriate multiple of the number of nodes and $I^*$ is an
information-theoretic measure of the signal-to-noise ratio. We provide matching
lower bounds on the Bayes error for each model and therefore demonstrate that
the SDP approach is Bayes optimal. As a corollary, our results imply that SDP
achieves the optimal exact recovery threshold under each model. Furthermore, we
show that SDP is robust: the above bound remains valid under semirandom
versions of the models in which the observed graph is modified by a monotone
adversary. Our proof is based on a novel primal-dual analysis of SDP under a
unified framework for all three models, and the analysis shows that SDP tightly
approximates a joint majority voting procedure. |
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DOI: | 10.48550/arxiv.1904.09635 |