Network Cross-Validation for Determining the Number of Communities in Network Data

ABSTRACT

The stochastic block model (SBM) and its variants have been a popular tool for analyzing large network data with community structures. In this article, we develop an efficient network cross-validation (NCV) approach to determine the number of communities, as well as to choose between the regular stochastic block model and the degree corrected block model (DCBM). The proposed NCV method is based on a block-wise node-pair splitting technique, combined with an integrated step of community recovery using sub-blocks of the adjacency matrix. We prove that the probability of under-selection vanishes as the number of nodes increases, under mild conditions satisfied by a wide range of popular community recovery algorithms. The solid performance of our method is also demonstrated in extensive simulations and two data examples. Supplementary materials for this article are available online.

KEYWORDS:

• Block-wise node-pair splitting
• Community recovery
• Cross-validation
• Model selection
• Stochastic block models

Supplementary Materials

The online supplementary materials contain the appendices for the article.

Funding

Kehui Chen’s research is partially supported by NSF Grant DMS-1612458. Jing Lei’s research is partially supported by NSF Grants DMS-1407771 and DMS-1553884.