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Achieving the Bayes Error Rate in Synchronization and Block Models by SDP, Robustly (1904.09635v1)

Published 21 Apr 2019 in math.ST, cs.IT, cs.LG, math.IT, math.OC, stat.ML, and stat.TH

Abstract: 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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