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Network cross-validation by edge sampling

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arxiv 1612.04717 v7 pith:XKAX4RXA submitted 2016-12-14 stat.ME stat.ML

classification stat.MEstat.ML
keywords networkcross-validationmodelselectionapplicablegeneralmethodnetworks
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While many statistical models and methods are now available for network analysis, resampling network data remains a challenging problem. Cross-validation is a useful general tool for model selection and parameter tuning, but is not directly applicable to networks since splitting network nodes into groups requires deleting edges and destroys some of the network structure. Here we propose a new network resampling strategy based on splitting node pairs rather than nodes applicable to cross-validation for a wide range of network model selection tasks. We provide a theoretical justification for our method in a general setting and examples of how our method can be used in specific network model selection and parameter tuning tasks. Numerical results on simulated networks and on a citation network of statisticians show that this cross-validation approach works well for model selection.

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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Selection of Exponential-Family Random Graph Models via Held-Out Predictive Evaluation (HOPE)

    stat.ME 2019-08 conditional novelty 5.0 of 10

    HOPE, a missing-data analogue of cross-validation for networks, is introduced as a model selection tool for ERGMs and applied to two social networks.

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