Optimal Estimation of the Number of Network Communities

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Abstract: In network analysis, how to estimate the number of communities K is a fundamental problem. We consider a broad setting where we allow severe degree heterogeneity and a wide range of sparsity levels, and propose Stepwise Goodness-of-Fit (StGoF) as a new approach. This is a stepwise algorithm, where for m=1,2,ldots, we alternately use a community detection step and a goodness-of-fit (GoF) step. We adapt SCORE cite{SCORE} for community detection, and propose a new GoF metric. We show that at step m, the GoF metric diverges to infty in probability for all m<K and converges to N(0,1) if m=K. This gives rise to a consistent estimate for K. Also, we discover the right way to define the signal-to-noise ratio (SNR) for our problem and show that consistent estimates for K do not exist if mathrmSNRgoto0, and StGoF is uniformly consistent for K if mathrmSNRgotoinfty. Therefore, StGoF achieves the optimal phase transition. Similar stepwise methods (e.g., cite{wang2017likelihood, ma2018determining}) are known to face analytical challenges. We overcome the challenges by using a different stepwise scheme in StGoF and by deriving sharp results that are not available before. The key to our analysis is to show that SCORE has the {it Non-Splitting Property (NSP)}. Primarily due to a non-tractable rotation of eigenvectors dictated by the Davis-Kahan sin(heta) theorem, the NSP is non-trivial to prove and requires new techniques we develop.



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