Graph Clustering Via a Discrete Uncoupling Process

A discrete uncoupling process for finite spaces is introduced, called the Markov Cluster Process or the MCL process. The process is the engine for the graph clustering algorithm called the MCL algorithm. The MCL process takes a stochastic matrix as input, and then alternates expansion and inflation,...

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Published in:SIAM journal on matrix analysis and applications Vol. 30; no. 1; pp. 121 - 141
Main Author: Van Dongen, Stijn
Format: Journal Article
Language:English
Published: Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2008
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ISSN:0895-4798, 1095-7162
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Abstract A discrete uncoupling process for finite spaces is introduced, called the Markov Cluster Process or the MCL process. The process is the engine for the graph clustering algorithm called the MCL algorithm. The MCL process takes a stochastic matrix as input, and then alternates expansion and inflation, each step defining a stochastic matrix in terms of the previous one. Expansion corresponds with taking the $k$th power of a stochastic matrix, where $k\in\N$. Inflation corresponds with a parametrized operator $\Gamma_r$, $r\geq 0$, that maps the set of (column) stochastic matrices onto itself. The image $\Gamma_r M$ is obtained by raising each entry in $M$ to the $r$th power and rescaling each column to have sum 1 again. In practice the process converges very fast towards a limit that is invariant under both matrix multiplication and inflation, with quadratic convergence around the limit points. The heuristic behind the process is its expected behavior for (Markov) graphs possessing cluster structure. The process is typically applied to the matrix of random walks on a given graph $G$, and the connected components of (the graph associated with) the process limit generically allow a clustering interpretation of $G$. The limit is in general extremely sparse and iterands are sparse in a weighted sense, implying that the MCL algorithm is very fast and highly scalable. Several mathematical properties of the MCL process are established. Most notably, the process (and algorithm) iterands posses structural properties generalizing the mapping from process limits onto clusterings. The inflation operator $\Gamma_r$ maps the class of matrices that are diagonally similar to a symmetric matrix onto itself. The phrase diagonally positive semi-definite (dpsd) is used for matrices that are diagonally similar to a positive semi-definite matrix. For $r\in\N$ and for $M$ a stochastic dpsd matrix, the image $\Gamma_r M$ is again dpsd. Determinantal inequalities satisfied by a dpsd matrix $M$ imply a natural ordering among the diagonal elements of $M$, generalizing the mapping of process limits onto clusterings. The spectrum of $\Gamma_{\infty} M$ is of the form $\{0^{n-k}, 1^k\}$, where $k$ is the number of endclasses of the ordering associated with $M$, and $n$ is the dimension of $M$. This attests to the uncoupling effect of the inflation operator.
AbstractList A discrete uncoupling process for finite spaces is introduced, called the Markov Cluster Process or the MCL process. The process is the engine for the graph clustering algorithm called the MCL algorithm. The MCL process takes a stochastic matrix as input, and then alternates expansion and inflation, each step defining a stochastic matrix in terms of the previous one. Expansion corresponds with taking the $k$th power of a stochastic matrix, where $k\in\N$. Inflation corresponds with a parametrized operator $\Gamma_r$, $r\geq 0$, that maps the set of (column) stochastic matrices onto itself. The image $\Gamma_r M$ is obtained by raising each entry in $M$ to the $r$th power and rescaling each column to have sum 1 again. In practice the process converges very fast towards a limit that is invariant under both matrix multiplication and inflation, with quadratic convergence around the limit points. The heuristic behind the process is its expected behavior for (Markov) graphs possessing cluster structure. The process is typically applied to the matrix of random walks on a given graph $G$, and the connected components of (the graph associated with) the process limit generically allow a clustering interpretation of $G$. The limit is in general extremely sparse and iterands are sparse in a weighted sense, implying that the MCL algorithm is very fast and highly scalable. Several mathematical properties of the MCL process are established. Most notably, the process (and algorithm) iterands posses structural properties generalizing the mapping from process limits onto clusterings. The inflation operator $\Gamma_r$ maps the class of matrices that are diagonally similar to a symmetric matrix onto itself. The phrase diagonally positive semi-definite (dpsd) is used for matrices that are diagonally similar to a positive semi-definite matrix. For $r\in\N$ and for $M$ a stochastic dpsd matrix, the image $\Gamma_r M$ is again dpsd. Determinantal inequalities satisfied by a dpsd matrix $M$ imply a natural ordering among the diagonal elements of $M$, generalizing the mapping of process limits onto clusterings. The spectrum of $\Gamma_{\infty} M$ is of the form $\{0^{n-k}, 1^k\}$, where $k$ is the number of endclasses of the ordering associated with $M$, and $n$ is the dimension of $M$. This attests to the uncoupling effect of the inflation operator.
Author Van Dongen, Stijn
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  givenname: Stijn
  surname: Van Dongen
  fullname: Van Dongen, Stijn
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Issue 1
Keywords Markov process
Invariant
Multiplication
Random matrix
Markov matrix
Limit point
Similarity
Cluster analysis (statistics)
Heuristics
05C90
Connected graph
Invariance principle
Mapping
Image
Stochastic process
Input
Column
Ordering
circulant matrices
Behavior
Fast algorithm
Mathematical expansion
Expansion
Markov graph
Stochastic matrix
05C85
Cluster
Columns
diagonal similarity
Interpretation
graph clustering
Numerical analysis
Symmetric matrix
positive semi-definite matrices
stochastic uncoupling
Linear algebra
Positive definite matrix
M matrix
68R10
Power
Inequality
Language English
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Snippet A discrete uncoupling process for finite spaces is introduced, called the Markov Cluster Process or the MCL process. The process is the engine for the graph...
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SubjectTerms Algebra
Algorithms
Applied mathematics
Bioinformatics
Clustering
Exact sciences and technology
Graphs
Heuristic
Image retrieval
Kinases
Linear and multilinear algebra, matrix theory
Markov processes
Mathematics
Multivariate analysis
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Peer to peer computing
Probability and statistics
Probability theory and stochastic processes
Proteins
Sciences and techniques of general use
Statistics
Title Graph Clustering Via a Discrete Uncoupling Process
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