Subgraph Sparsification and Nearly Optimal Ultrasparsifiers
Alexandra Kolla, Yury Makarychev, Amin Saberi, Shanghua Teng
Introduction
In this paper, we will mainly be interested in the spectral notion of graph similarity introduced by Spielman and Teng , : we say that a weighted undirected graph is a -approximation of another if for all ,
where for a weighted undirected graph , is the Laplacian matrix of defined as the following: For each is equal to the sum of weights of all edges incident to vertex and for , , where is the weight on edge .
In this paper, we introduce a variation of the spectral sparsification problem which we will refer to as the Subgraph Sparsification. In our version, we are given two weighted graphs and , an integer and . The goal is to find a -edge weighted graph such that is a -approximation of . The challenge in the new version of the sparsification problem is that we have to respect part of the graph, i.e., , and only modify part of graph given in .
As the main technical contribution of the paper, we give a nontrivial condition about and such that a good sparsifier exists. Our proof critically uses the intuition of Batson, Spielman, and Srivastava , that uses potential functions that guide an incremental process for selecting the edges of the sparisifier. We will refer to that as as the BSS process. We have enhanced their approach with new understanding about subspace sparsification and spectral approximation.
Our challenge, at high level, is the following. The BSS process uses two carefully chosen barriers (see Section 2) so that at each step, all eigenvalues can be kept far enough from these barriers. They have edges to select. So they consider the entire -dimensional space and have step size on these barriers.
On the other hand, we can only add edges, where can be arbitrarily smaller than . The addition of each edge can only increase smallest eigenvalue to the second smallest eigenvalue. Therefore the addition of edges can only improve the subspace defined by the smallest eigenvalue. Now, the critical part of the argument is that to build a good sparsifier, we need to ensure that the addition of the edges does not increase the high spectra by too much. So in our incremental process, we need to keep track of two subspaces, a fixed one defined by the smallest eigenvalues and a floating one defined by the higher spectra.
We developed an analysis for performing spectral analysis in the projection of a sequence of two subspaces, which might be interesting on its own right. Our analysis also provide a nice example for using majorization.
At high level, our solution to ultrasparsification is quite simple, once we have our subgraph sparsification result. Given a weighted graph, we first construct a low-stretch spanning tree of . We then apply an elegant result of Spielman and Woo which states that the sum of the relative condition numbers of and is equal to the total stretch to embed onto . We will also use Spielman–Woo’s tail distribution bound on the number of relative eigenvalues of and that are larger than a given parameter.
As another application of our technique on subgraph sparsification, we consider the following spectral optimization problem studied in : Given a graph and a parameter , we are asked to find edges amongst a set of candidate edges to add to so as to maximize its algebraic connectivity. Algebraic connectivity has emerged as an important parameter for measuring the robustness and stability of a network and is an essential factor in the performance of various search, routing and information diffusion algorithms.
The spectral optimization considered in this paper is known to be NP-hard and no approximation guarantee for it was known prior to our work. We give an SDP-based approximation algorithm for the problem. Our techniques for subgraph sparsification enable us to develop a novel rounding scheme in order to find a combinatorial solution. Since the integrality gap of the SDP is unbounded, our analysis involves adding a separate upper bound, which is roughly the -th largest eigenvalue of the Laplacian of to approximate the optimum solution.
Preliminaries
We say that a graph is –ultra-sparse if it has at most edges. We note that a spanning tree is –ultra-sparse. A ( ultra-sparsifier of a graph is a –ultra-sparse subgraph of such that .
Matrix Sparsifiers
In this section, we prove an analog of the sparsification theorem of Batson, Spielman, and Srivastava .
(Graph Patch) Let be a (weighted) graph. A graph on the vertices of is a -patch for if the following properties holdwe have , since for every two square matrices and ,
;
.
We prove that for every patch, there exists a “patch sparsifier” supported on edges. Specifically, we prove the following theorem.
has at most edges; .
, for some absolute constants and .
We say that is a patch sparsifier of with respect to .
The claim will follow immediately from the following theorem, which is is of independent interest. We will also show another (related) application of this theorem in Section 5.
Suppose we are given a positive definite matrix and a sequence of matrices () with
where and are some absolute constants, and .
In our proof, however, we cannot keep an eye on all eigenvalues. After each step, only one eigenvalue increases, and thus we need steps to increase all eigenvalues participating in the definition of . But our goal is to “patch” in roughly steps. So we focus our attention only on smallest and largest eigenvalues.
Let be the eigenspace of corresponding to smallest eigenvalues, and be the projection onto . We define the lower potential function as follows,
where denotes the restriction of to the space ( is a matrix). Note that the space is fixed, and the eigenvector corresponding to the smallest eigenvalue will not necessarily lie in after a few steps. We want to ensure that after steps,
Note that both definitions of — in terms of regular inverse and in terms of pseudoinverse — are equivalent since is an invariant subspace of . However, is not equal to in general since is not necessarily an invariant subspace of .
Our algorithm and analysis are similar to those of Batson, Spielman, and Srivastava . However, several complications arise because we are controlling eigenvalues in different subspaces and, moreover, one of these subspaces, , is not fixed.
Let us summarize the proof. We construct the matrix iteratively in steps. Let be the matrix and be the weights after steps. We define an auxiliary matrix as . We have,
We will ensure that the following properties hold after each step (for some values of constants , , , , , , which we will specify later).
and .
Each matrix and is obtained by a rank-one update of the previous one:
Lower and upper potentials do not increase. Namely, for every ,
At each step , the total cost is at at most : .
We present the complete proof in Sections 3.2 and 3.3. In Section 3.2, we first find conditions under which we can update and (Lemma 3.10), and and (Lemma 3.11). Then we show that both conditions can be simultaneously satisfied (Lemma 3.12). In Section 3.1.2, we prove several theorems that we need later to deal with a non-fixed subspace . Finally, in Section 3.3, we combine all pieces of the proof together.
We use the Sherman–Morrison Formula, which describes the behavior of the inverse of a matrix under rank-one updates. We first state the formula for regular inverse , and then we show that a similar expression holds for the pseudoinverse.
If is a nonsingular matrix and is a rank-one update, then
If is a symmetric (possibly singular) matrix, is a rank-one update, then
where is the orthogonal projection on .
Let and . Note that , since , and
Since is a symmetric matrix, . Since , and . We calculate,
1.2 Majorization
(Majorization) For every positive semidefinite matrix , every projection matrix , and every
The weight of each eigenvalue in the sum is at most :
Therefore, the sum does not exceed the sum of the largest eigenvalues . ∎
The statement follows from the Karamata Majorization Inequality. The inequality claims that for every two non-increasing sequences that satisfy (2) and for every increasing convex function ,
Plugging in (defined on ), we obtain the desired inequality. ∎
By von Neumann’s inequality , . Since and all , we can easily see that the above product achieves its maximum when the largest eigenvalues of are and the rest are . In this case, we have, . ∎
As a corollary we get the following result.
Let , and be as in Theorem 3.3. Then for any positive semidefinite matrix , we have .
2 Barrier Shifts
In this section, we analyze how we can update matrices and , and increment barriers and so that the upper and lower potentials do not increase. Let us think of as a function of an dimensional vector (consisting of entries of ). Then in the first approximation , where is the gradient of at ( is an matrix). Thus the potential function does not increase, , roughly when . Similarly, , roughly when , where is the gradient of at . Following , we make these statements precise (we need to take into account lower order terms). We define matrices and ,
Let and . By the Sherman–Morrison formula (Lemma (3.4)), we can write the updated potential as:
Here, we used Corollary 3.7 for the inequality on line 4.
We proceed as in the proof for the upper potential. Let and . By the Sherman–Morrison formula for the pseudoinverse (Lemma 3.5), we have:
Note that matrix is positive semidefinite. Rearranging shows that when . It is immediate that since . ∎
Now we prove that we can choose and so that conditions of both lemmas are satisfied.
(Both Barriers) If and and satisfy
and , , , , and as in Theorem 3.3, is non-singular on , then there exists and positive for which
and
1. We use Corollary 3.9 to bound the Frobenius product of with each of the two summands in the definition of (note that they are positive semidefinite), we get
Note that the first term is at most , since
and the second term equals . Thus .
2. Let be the projection on . Since is non-singular on , . We have,
where the last line follows from Claim 3.6 in .
(Of Lemma 3.12) For the previous lemma, we get: Thus for some , . Letting , we satisfy (4) and (5). ∎
3 Proof of Theorem 3.3
Now we are ready to prove Theorem 3.3. We assume that is non-singular on (which we can ensure by an arbitrary small pertrubation).
We start with , and all weights . We define parameters as follows,
so as to satisfy conditions of Lemma 3.12, , , . Then we iteratively apply Lemma 3.12. At iteration , we find an index and a positive such that , , and increment the weight of matrix by : ; update and . The total cost increases by at most . Finally, after iterations we obtain matrices and with
On the other hand, since is an eigenspace of corresponding to smallest eigenvalues,
Plugging in the values of parameters, we get the statement of the theorem for . The total cost is at most . ∎
Let . Let be the Laplacian of the edge . Define
Since , we have . By the definition of the -patch, and . We apply Theorem 3.3 to matrices , and . We obtain a set of weights — supported on at most edges — such that
The total weight of edges of is . ∎
Constructing Nearly-Optimal Ultrasparsifiers
We now apply our subgraph sparsification to build ultrasparsifiers. Recall that a weighted graph is a -ultrasparsifier of another graph if and has only edges, where is the number of vertices in and . The main result of this section is the following theorem.
Our basic idea to build a good ultrasparsifier is quite simple. Without loss of generality, we can assume that is connected and has edges. Otherwise given a graph , we can first find a linear size sparsifier using , for each of its connected components, and build a good ultrasparsifier for each component. Because is only edges aways from a tree, our construction starts with good tree . As it will be much more clear below, the quality of a tree is measured by its stretch, as introduced by Alon, Karp, Peleg and West .
Suppose is a spanning tree of . For any edge , let be the edges on the unique path in connecting the endpoints of . The stretch of w.r.t. is given by . The stretch of the graph with respect to is defined by Our construction will start with a spanning tree with the lowest possible stretch. By , we can in polynomial time grow a spanning tree with
For the sake of simplicity of the presentation, we will show the construction of ultrasparsifiers with edges. We note that by choosing the appropriate constants, the number of edges can be made exactly .
(Theorem 2.1 in ) (1) (2) For every , the number of eigenvalues of greater than is at most .
We now use Lemma 4.3 to prove the following lemma, from which Theorem 4.1 follows directly.
is a –patch for .
Let be the -th eigenvalue, and be the corresponding eigenvector. Let . Then,
It follows from the definition of that . Hence, . By Courant—Fischer theorem and the property 2 of Lemma 4.3, we have Therefore, . We also have,
We proved that is a –patch for . ∎
We next show that the parameters of the ultrasparsifiers we obtained are optimal, up to low order terms.
Let be a Ramanujan -regular expander graph, for some constant . Let a ultrasparsifier for . Then
Let T be a low-stretch spanning tree of , as above. As mentioned in , where is the number of edges of the original graph. From lemma 4.3, and the conditions on the stretch of we have for some constant .
Since for the expander, the above inequality implies that where are the eigenvectors of . It is immediate from Markov’s inequality that there exists some such that . Assume that for all we have . (Otherwise take appropriately). Then also . By the minmax theorem for eigenvalues this implies that adding edges to will result to a graph with . Thus any ultrasparsifier with edges will have
Maximizing Algebraic Connectivity by Adding few edges
In this section, we present an approximation algorithm for the following problem: given a graph , a set of candidate edges , and a parameter , add at most candidate edges to so as to maximize its algebraic connectivity, that is, find a subset that maximizes . The problem was introduced by Ghosh and Boyd , who presented a heuristic for it. It is known that the problem is NP-hard . But prior to this work, no approximation algorithm was known for it.
We use two upper bounds for the cost of the combinatorial solution in order to prove an approximation guarantee: one upper bound is the SDP value, , and the other is (see Lemma 5.1). Note that neither of these two bounds are good approximations for the value of the optimum solution by themselves (for instance, if consists of isolated vertices, is an expander, , then the value of the combinatorial solution is but ), but their combinations lead to a good upper bound for the optimum solution .
For clarity and simplicity of exposition, we assume here that and are bounded degree graphs with the maximum degree . Our algorithm uses a natural semidefinite relaxation that was also used by Ghosh and Boyd . We introduce a variable (the weight of the edge ) for each candidate edge ; add constraints that all edge weights are between and , and the total weight is at most . Then we require that (where is the Laplacian of the edge ). We do that by adding an SDP constraint , where is the projection on the space orthogonal to . We get the following SDP relaxation.
We solve the semidefinite program and obtain solution . The total weight of all edges is , however, the number of edges involved, or the support of the solution could be significantly higher than .
The value of the optimal solution, , is at most .
There is a polynomial time approximation algorithm that finds a solution of value at least supported on at most edges with total weight at most . If the algorithm finds a constant factor approximation.
We present two corollaries for special instances of the problem.
If it is possible to make an expander by adding edges (and thus ), then the algorithm finds a constant factor approximation.
Note that if the graph formed by candidate edges is an expander then the value of the following SDP solution for each edge is , thus .
If the graph formed by candidate edges is an expander, then the approximation algorithm from Theorem 5.2 finds a solution of value at least .
It is possible to get rid of the dependence on in Theorem 5.2 and Corollary 5.4 and obtain approximation guarantees of and respectively. We omit the details in this extended abstract.