A Bootstrapping Approach to Optimize Random Walk Based Statistical Estimation over Graphs

Graphs are commonly used in various applications such as online social networks (OSNs), E-commerce systems and social recommender systems. Random walk sampling is often used to conduct statistical estimation over such graphs. This paper develops an algorithmic framework to reduce the mean square error of such statistical estimation. Our algorithmic framework is inspired by that the mean square error can be decomposed into a sum of the bias and variance of the estimator. More specifically, we apply the bootstrapping technique to design a bias reduction algorithm. A new feature of this bias reduction algorithm is that it allows the variance to increase whenever the bias can be further reduced. The increased variance may lead to a large mean square error of the estimator. We use multiple parallel random walks to reduce this variance such that it can be reduced to arbitrarily small by deploying a sufficient number of random walks. Our algorithmic framework enables one to attain different trade-offs between the sample complexity (i.e., number of parallel random walks) and the mean square error of the statistical estimation. Also, the proposed bias reduction algorithm is generic and can be applied to optimize a large class of random walk sampling algorithms. To demonstrate the versatility of the framework, we apply it to optimize the Metropolis random walk and simple random walk sampling. Extensive experiments confirm the effectiveness and efficiency of our proposed algorithmic framework.