Consistencies and inconsistencies between model selection and link prediction in networks

Physical Review. E
Toni Vallès-CatalàRoger Guimerà

Abstract

A principled approach to understand network structures is to formulate generative models. Given a collection of models, however, an outstanding key task is to determine which one provides a more accurate description of the network at hand, discounting statistical fluctuations. This problem can be approached using two principled criteria that at first may seem equivalent: selecting the most plausible model in terms of its posterior probability; or selecting the model with the highest predictive performance in terms of identifying missing links. Here we show that while these two approaches yield consistent results in most cases, there are also notable instances where they do not, that is, where the most plausible model is not the most predictive. We show that in the latter case the improvement of predictive performance can in fact lead to overfitting both in artificial and empirical settings. Furthermore, we show that, in general, the predictive performance is higher when we average over collections of models that are individually less plausible than when we consider only the single most plausible model.

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Citations

Apr 24, 2019·PloS One·Thorben Funke, Till Becker
Jul 24, 2018·Science Advances·Martin GerlachEduardo G Altmann
Sep 6, 2020·Proceedings of the National Academy of Sciences of the United States of America·Amir GhasemianAaron Clauset
Aug 17, 2020·Physical Review. E·Jelena SmiljanićMartin Rosvall
Jun 25, 2020·Physical Review. E·Guillermo García-PérezM Ángeles Serrano
Sep 30, 2020·Proceedings of the National Academy of Sciences of the United States of America·Roger Guimerà
Apr 20, 2019·Physical Review. E·Marc Tarrés-DeulofeuMarta Sales-Pardo
Nov 18, 2020·Scientific Reports·Furqan AzizGeorgios V Gkoutos
Oct 21, 2020·Physical Review. E·Tzu-Chi Yen, Daniel B Larremore

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