Optimal Estimation of the Number of Network Communities
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Abstract: In network analysis, how to estimate the number of communities 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 , 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 , the GoF metric diverges to in probability for all and converges to if . This gives rise to a consistent estimate for . Also, we discover the right way to define the signal-to-noise ratio (SNR) for our problem and show that consistent estimates for do not exist if , and StGoF is uniformly consistent for if . 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 theorem, the NSP is non-trivial to prove and requires new techniques we develop.
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