Lecture 11: PSRGs via Random Walks on Graphs October 22, 2013 Nii (NII) Lec. 11 October 22, 2013 1 / 16
expander graph [IZ89] Nii (NII) Lec. 11 October 22, 2013 2 / 16
Expander Graphs Expander Graph ( ) : conductance expander family : (d, ϕ), s.t. d, conductance ϕ, ( d- expander ) expander expander λ i d < ϵd i 2 for constant ϵ µ i < ϵd i 2 for constant ϵ Nii (NII) Lec. 11 October 22, 2013 3 / 16
[ ] [ ] 1 2 Nii (NII) Lec. 11 October 22, 2013 4 / 16
(1 r ) (r t, t: ) ( r + 9t ) t t Nii (NII) Lec. 11 October 22, 2013 5 / 16
(1 r ) (r t, t: ) ( r + 9t ) t t Nii (NII) Lec. 11 October 22, 2013 5 / 16
(1 r ) (r t, t: ) ( r + 9t ) t t Nii (NII) Lec. 11 October 22, 2013 5 / 16
Random Walk Generator r : = {0, 1} r X {0, 1} r : Y {0, 1} r : V = {0, 1} r expander graph = expander graph : d- A : d = µ 1 > µ 2 µ n : µ i d 1/10 for all i 2?. Nii (NII) Lec. 11 October 22, 2013 6 / 16
Random Walk Generator d = 400 r log 2 400 9 9 2 r v i v i {0, 1} r d = r i i I promise you that... Nii (NII) Lec. 11 October 22, 2013 7 / 16
Random Walk Generator d = 400 r log 2 400 9 9 2 r v i v i {0, 1} r d = r i i I promise you that... Nii (NII) Lec. 11 October 22, 2013 7 / 16
Formalizing[ ] t + 1 v {0, 1} r v t X X 2 r /100 ( 99 ) t + 1 t + 1 X v 0 v 1,..., v t S = {i v i X} t + 1 (1 ) ( ) t+1 P r[ S > t/2] 2 5 Nii (NII) Lec. 11 October 22, 2013 8 / 16
Formalizing[ ] t + 1 v {0, 1} r v t X X 2 r /100 ( 99 ) t + 1 t + 1 X v 0 v 1,..., v t S = {i v i X} t + 1 (1 ) ( ) t+1 P r[ S > t/2] 2 5 Nii (NII) Lec. 11 October 22, 2013 8 / 16
Formalizing[ ] t + 1 v {0, 1} r v t X X 2 r /100 ( 99 ) t + 1 t + 1 X v 0 v 1,..., v t S = {i v i X} t + 1 (1 ) ( ) t+1 P r[ S > t/2] 2 5 Nii (NII) Lec. 11 October 22, 2013 8 / 16
Formalizing[ ] t + 1 v {0, 1} r v t X X 2 r /100 ( 99 ) t + 1 t + 1 X v 0 v 1,..., v t S = {i v i X} t + 1 (1 ) ( ) t+1 P r[ S > t/2] 2 5 Nii (NII) Lec. 11 October 22, 2013 8 / 16
p 0 = 1 n 1 = ( 1 n,..., 1 n )T χ X, χ Y X, Y (X,Y 1) D X = diag(χ X ), D Y = diag(χ Y ) W = 1 da G random walk ( lazy ) ω 1,..., ω n W ω i 1/10 ( i 2) p X χ T Xp = 1 T D X p D X p p X 0 R {0,..., t} i R X 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 Z i i R X Y (2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R Nii (NII) Lec. 11 October 22, 2013 9 / 16
p 0 = 1 n 1 = ( 1 n,..., 1 n )T χ X, χ Y X, Y (X,Y 1) D X = diag(χ X ), D Y = diag(χ Y ) W = 1 da G random walk ( lazy ) ω 1,..., ω n W ω i 1/10 ( i 2) p X χ T Xp = 1 T D X p D X p p X 0 R {0,..., t} i R X 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 Z i i R X Y (2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R Nii (NII) Lec. 11 October 22, 2013 9 / 16
p 0 = 1 n 1 = ( 1 n,..., 1 n )T χ X, χ Y X, Y (X,Y 1) D X = diag(χ X ), D Y = diag(χ Y ) W = 1 da G random walk ( lazy ) ω 1,..., ω n W ω i 1/10 ( i 2) p X χ T Xp = 1 T D X p D X p p X 0 R {0,..., t} i R X 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 Z i i R X Y (2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R Nii (NII) Lec. 11 October 22, 2013 9 / 16
p 0 = 1 n 1 = ( 1 n,..., 1 n )T χ X, χ Y X, Y (X,Y 1) D X = diag(χ X ), D Y = diag(χ Y ) W = 1 da G random walk ( lazy ) ω 1,..., ω n W ω i 1/10 ( i 2) p X χ T Xp = 1 T D X p D X p p X 0 R {0,..., t} i R X 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 Z i i R X Y (2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R Nii (NII) Lec. 11 October 22, 2013 9 / 16
p 0 = 1 n 1 = ( 1 n,..., 1 n )T χ X, χ Y X, Y (X,Y 1) D X = diag(χ X ), D Y = diag(χ Y ) W = 1 da G random walk ( lazy ) ω 1,..., ω n W ω i 1/10 ( i 2) p X χ T Xp = 1 T D X p D X p p X 0 R {0,..., t} i R X 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 Z i i R X Y (2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R Nii (NII) Lec. 11 October 22, 2013 9 / 16
p 0 = 1 n 1 = ( 1 n,..., 1 n )T χ X, χ Y X, Y (X,Y 1) D X = diag(χ X ), D Y = diag(χ Y ) W = 1 da G random walk ( lazy ) ω 1,..., ω n W ω i 1/10 ( i 2) p X χ T Xp = 1 T D X p D X p p X 0 R {0,..., t} i R X 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 Z i i R X Y (2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R Nii (NII) Lec. 11 October 22, 2013 9 / 16
(2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R (1) P r[ S > t/2] P r[ S > t/2] ( 2 R >t/2 2 t+1 ( 1 5 5 ) t+1 P r[v i X i R] ) t+1 2 ( 2 5 ) t+1 Nii (NII) Lec. 11 October 22, 2013 10 / 16
(2) 1 T D Zt W D Zt 1 W D Z1 W D Z0 p 0 (1/5) R (1) P r[ S > t/2] P r[ S > t/2] ( 2 R >t/2 2 t+1 ( 1 5 5 ) t+1 P r[v i X i R] ) t+1 2 ( 2 5 ) t+1 Nii (NII) Lec. 11 October 22, 2013 10 / 16
(2-norm) : M = max v Mv v M M = max α: α ( v ) M 1 M 2 M 1 M 2 D X, D Y, W 1 1 1 3 2 Nii (NII) Lec. 11 October 22, 2013 11 / 16
(2) Lemma 1 T D Zt W D Z1 W D Z0 p 0 (1/5) R D X W 1 5 p 0 = W p 0 ( ) 1 T D Zt W D Z1 W D Z0 p 0 = 1 T (D Zt W ) (D Z0 W )p 0 { 1/5 for i R D Zi W 1 for i / R. (D Zt W ) (D Z0 W ) 1 5 R. Nii (NII) Lec. 11 October 22, 2013 12 / 16
(2) Lemma 1 T D Zt W D Z1 W D Z0 p 0 (1/5) R D X W 1 5 p 0 = W p 0 ( ) 1 T D Zt W D Z1 W D Z0 p 0 = 1 T (D Zt W ) (D Z0 W )p 0 { 1/5 for i R D Zi W 1 for i / R. (D Zt W ) (D Z0 W ) 1 5 R. Nii (NII) Lec. 11 October 22, 2013 12 / 16
(2) Lemma 1 T D Zt W D Z1 W D Z0 p 0 (1/5) R D X W 1 5 p 0 = W p 0 ( ) 1 T D Zt W D Z1 W D Z0 p 0 = 1 T (D Zt W ) (D Z0 W )p 0 { 1/5 for i R D Zi W 1 for i / R. (D Zt W ) (D Z0 W ) 1 5 R. Nii (NII) Lec. 11 October 22, 2013 12 / 16
(2) Lemma 1 T D Zt W D Z1 W D Z0 p 0 (1/5) R D X W 1 5 p 0 = W p 0 ( ) 1 T D Zt W D Z1 W D Z0 p 0 = 1 T (D Zt W ) (D Z0 W )p 0 { 1/5 for i R D Zi W 1 for i / R. (D Zt W ) (D Z0 W ) 1 5 R. Nii (NII) Lec. 11 October 22, 2013 12 / 16
(2) 1 T D Zt W D Z1 W D Z0 p 0 (1/5) R (D Zt W ) (D Z0 W ) 1 5 R p 0 = 1/ n, 1 = n 1 T (D Zt W ) (D Z0 W )p 0 1 T (D Zt W ) (D Z0 W ) p 0 = (1/5) R Nii (NII) Lec. 11 October 22, 2013 13 / 16
(2) 1 T D Zt W D Z1 W D Z0 p 0 (1/5) R (D Zt W ) (D Z0 W ) 1 5 R p 0 = 1/ n, 1 = n 1 T (D Zt W ) (D Z0 W )p 0 1 T (D Zt W ) (D Z0 W ) p 0 = (1/5) R Nii (NII) Lec. 11 October 22, 2013 13 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x x = c 1 1 + y x = (c 1 n) 2 + y 2 max(c 1 n, y ) D X W x = c 1 D X W 1 + D X W y D X W x c 1 D X W 1 + D X W y (1 T y = 0) Nii (NII) Lec. 11 October 22, 2013 14 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x x = c 1 1 + y x = (c 1 n) 2 + y 2 max(c 1 n, y ) D X W x = c 1 D X W 1 + D X W y D X W x c 1 D X W 1 + D X W y (1 T y = 0) Nii (NII) Lec. 11 October 22, 2013 14 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x x = c 1 1 + y x = (c 1 n) 2 + y 2 max(c 1 n, y ) D X W x = c 1 D X W 1 + D X W y D X W x c 1 D X W 1 + D X W y (1 T y = 0) Nii (NII) Lec. 11 October 22, 2013 14 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x x = c 1 1 + y x = (c 1 n) 2 + y 2 max(c 1 n, y ) D X W x = c 1 D X W 1 + D X W y D X W x c 1 D X W 1 + D X W y (1 T y = 0) Nii (NII) Lec. 11 October 22, 2013 14 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x max(c 1 n, y ) D X W x c 1 D X W 1 + D X W y. Nii (NII) Lec. 11 October 22, 2013 15 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x max(c 1 n, y ) D X W x c 1 D X W 1 + D X W y. W 1 = 1 D X W 1 = χ X c 1 D X W 1 = c 1 χ X = c 1 X c1 n 10 x 10 ( X n/100) Nii (NII) Lec. 11 October 22, 2013 15 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x max(c 1 n, y ) D X W x c 1 D X W 1 + D X W y. W, ϕ 1 = 1 {ϕ 2,..., ϕ n } ( ω i ) y = i 2 c iϕ i (c i = ϕ T i y) W y = i 2 c iω i ϕ i = i 2 (c iω i ) 2 1 10 i 2 (c i) 2 = y 10 D X W y D X W y (1/10) y (1/10) x Nii (NII) Lec. 11 October 22, 2013 15 / 16
Lemma ( ) x, D X W x (1/5) x [ ] x max(c 1 n, y ) D X W x c 1 D X W 1 + D X W y. c 1 D X W 1 + D X W y (1/10) x + (1/10) x (1/5) x Nii (NII) Lec. 11 October 22, 2013 15 / 16
1 (r, t ) 2 (rt ) 3 4 expander graph 5 r + 9t, (2/ 5) t = (0.89) t Nii (NII) Lec. 11 October 22, 2013 16 / 16