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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>E cient Algorithms for Constructing Multiplex Networks Embedding?</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Pavel Zolnikov</string-name>
          <email>pasha.zolnikov@gmail.com</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Maxim Zubov</string-name>
          <email>zubovmv@gmail.com</email>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Nikita Nikitinsky</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Ilya M</string-name>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>National Research University Higher School of Economics</institution>
          ,
          <addr-line>Moscow</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>National University of Science and Technology MISIS</institution>
          ,
          <addr-line>Moscow</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <abstract>
        <p>Network embedding has become a very promising technique in analysis of complex networks. It is a method to project nodes of a network into a low-dimensional vector space while retaining the structure of the network based on vector similarity. There are many methods of network embedding developed for traditional single layer networks. On the other hand, multilayer networks can provide more information about relationships between nodes. In this paper, we present our random walk based multilayer network embedding and compare it with single layer and multilayer network embeddings. For this purpose, we used several classic datasets usually used in network embedding experiments and also collected our own dataset of papers and authors indexed in Scopus.</p>
      </abstract>
      <kwd-group>
        <kwd>Network embedding</kwd>
        <kwd>Multi-layer network ing on graphs</kwd>
        <kwd>Machine learn-</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>1.1</p>
    </sec>
    <sec id="sec-2">
      <title>Network embedding</title>
      <p>Many complex and large systems can be represeneted as networks. Examples
include social networks, transportation networks, information networks, biological
networks, etc. It is a known fact that these networks are often very complicated
and because of this they are challenging to analyze. Thus, to deal with them
e ectively one needs to nd an appropriate and e ective network
representation. This means concise and precise enough representation that will suit well
for di erent kinds of tasks such as analysis and prediction and that will make
algorithms performing these tasks time and space e cient.
? Copyright c 2019 for this paper by its authors. Use permitted under Creative
Commons License Attribution 4.0 International (CC BY 4.0).
?? Sections 1{3 on network embeddings and data collection were prepared with
support by the Russian Science Foundation under grant 19-11-00281. Section 4{6 were
prepared with support by the Russian Science Foundation under grant 17-11-01294.</p>
      <p>Due to the growing size of modern networks, the traditional ways of network
representation such as adjacency matrices, nodes and edges lists has become
computationally ine cient. This leads to development of network embedding
methods. These methods produce low-dimensional vector representations of the
network nodes. The relationship between nodes, which in traditional models was
presented as edges between those nodes, in case of network embedding takes
form of a distance between corresponding vectors of the nodes in an embedding
space. The smaller the distance { the more "close" nodes are considered to each
other. Moreover, the nature of embeddings appeared to be able to preserve the
structure of input network.</p>
      <p>Network embedding is a very promising technique widely used today for many
network analysis tasks, such as node classi cation, node clustering, network
alignment and link prediction. It is used in many areas such as social networks
analysis, transportation networks analysis, neuroscience, etc. In current work,
we focus mainly on a link prediction task.
1.2</p>
    </sec>
    <sec id="sec-3">
      <title>Multilayer networks</title>
      <p>Standard multilayer or multiplex network can be considered a set of networks
(often called layers or subnetworks), which share the set of nodes but di er in
set of edges. More formally, a multilayer network is a tuple:</p>
      <p>M N = (V; E; L);
where V is the set of nodes, E is the set of layers and L is the set of multilalyer
edges such that:</p>
      <p>E</p>
      <p>f(x; y; l)jx; y 2 V; l 2 Lg
Multilayer networks re ect di erent kind of relationships between nodes. Each
layer depicts its own type of relationship. Analyzing multilayer network can
produce more promising results in di erent network analysis tasks because models
based on multilayer networks capture information from several types of
relationships. A trivial example of such analysis is the following. Consider some user's
networks of contacts in di erent social networks such as Vkontakte, Facebook
and Instagram. If we see that this user has a friend in Vkontakte but they are not
friends in Facebook we can recommend him to add a friend from VKontakte as a
friend in Facebook also, if we have direct node-to-node correspondence between
di erent layers nodes.</p>
      <p>Another type of multilayer network, which is not widely used, is a set of
networks where layers do not share the set of nodes, but we can associate particular
node from one layer with its counterpart from another layer. We consider a
multilayer network with two layers:
(1)
(2)
{ Co-authorship of scienti c papers;
{ Citations between scienti c papers.
Obviously, given an author from the rst layer we can get all his articles (which
are basically its adjacent edges) and thus associate them with a set of nodes
from citation networks.
1.3</p>
    </sec>
    <sec id="sec-4">
      <title>Link prediction</title>
      <p>In this work, we focus mainly on a link prediction problem. It is a task of
learning a model based on original network, which, given two nodes, produces
a probability of an edge between them. Formally, given a multilayer network
M N = (V; E; L) we aim to learn a function f : V ! Rd that embeds nodes
from V into a low-dimensional vector space. After learning two nodes u and
v representations we compute probability between them based on softmax
approximation of their dot product of corresponding embedding vectors f (u) f (v).
Then, standard binary classi cation framework is trained for link prediction
using negative sampling for balancing classes of existing edges and non-connected
pairs of nodes.</p>
      <p>Link prediction is a very crucial task for social networks. For example, it is
used in Vkontakte, Facebook, Instagram to recommend friends to users or in
LinkedIn to recommend companies hiring new employees.
2
2.1</p>
      <sec id="sec-4-1">
        <title>Network embedding methods overview</title>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>Single layer network embedding</title>
      <p>
        There are many methods of embedding single layer networks, the most widely
known are LINE[
        <xref ref-type="bibr" rid="ref17">17</xref>
        ], DeepWalk[
        <xref ref-type="bibr" rid="ref16">16</xref>
        ], APP[
        <xref ref-type="bibr" rid="ref19">19</xref>
        ] and node2vec[
        <xref ref-type="bibr" rid="ref11">11</xref>
        ]. They are mostly
based on random walks, which are quite fast among structural only models. Their
usual process is to generate a set of random walks (this is where they di er) and
then train a skipgram model on these random walks.
2.2
      </p>
    </sec>
    <sec id="sec-6">
      <title>Multilayer network embedding methods</title>
      <p>
        The commonly used models include traditional centrality measures extensions,
matrix factorization, random walk, deep neural networks and their variations.
Traditional centrality measures extensions As an extension of traditional
centrality measures there are works that incorporate cross-layer degree
centrality [
        <xref ref-type="bibr" rid="ref10">10</xref>
        ][
        <xref ref-type="bibr" rid="ref8">8</xref>
        ], multilayer local clustering coe cient (MLCC), cross-layer clustering
coe cient(CLCC) [
        <xref ref-type="bibr" rid="ref13">13</xref>
        ][
        <xref ref-type="bibr" rid="ref9">9</xref>
        ] and use them on multilayer networks. These methods
can do well in some cases but they can not capture all types of relationship
existing between layers of a multilayer network.
Matrix factorization The adjacency matrix (or tensor in multilayer case) is a
natural way to embed network nodes. In that case, an embedding of each node
is simply a row or a column of adjacency matrix (or it is a matrix in multilayer
case). But that embedding space has a dimension of jV j too large to be processed
in e ective way. Because of this methods of matrix factorisation were developed.
These methods are based on factorisation of a multilayer adjacency tensor of a
multilayer network. For example, in MULTITENSOR [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ] this tensor is factorized
into three tensors of a special kind and the model is learned afterwards based
on these obtained tensors.
      </p>
      <p>
        Another method based in matrix factorization is MANE[
        <xref ref-type="bibr" rid="ref14">14</xref>
        ]. In this method
each layer's adjacency matrix is factorized into product of several matrices and
then a target function of these products is optimized.
      </p>
      <p>Methods based on matrix factorization can do well in some cases (usually
when analyzed networks are small) but they have one big drawback. When large
networks are analyzed (which is usually the case because modern networks are
extremely large) these methods can lead to computational errors and are very
slow.</p>
    </sec>
    <sec id="sec-7">
      <title>Random walk based methods</title>
      <p>One of the way to use random-walks based methods on a multilayer networks
is to merge all layers into a single network and then use random-walks based
methods for single-layer networks. But during the process of merging layers
su cient part of information about nodes relationship in di erent layers is lost.</p>
      <p>
        Besides that there are already invented random-walks based methods for
multilayer networks. One of them is PMNE(c)[
        <xref ref-type="bibr" rid="ref15">15</xref>
        ]. In this method, the idea of
node2vec is extended to be used for multilayer networks. Main di erence of
this method from classic node2vec is that on each step, there is a probability
that a random walk will \jump" to another layer. The rest of it is the classic
node2vec.
      </p>
      <p>
        Another random-walk based method is OhmNet[
        <xref ref-type="bibr" rid="ref20">20</xref>
        ]. The model is computed
in two phases. In the rst phase, node2vec is used to construct neighborhoods
for each node in each layer. In the second phase, OhmNet uses an iterative
approach, in which features associated with each object in the layers hierarchy
are iteratively updated by xing the rest of the features. The two phases of
OhmNet are executed sequentially. The OhmNet algorithm scales to large
multilayer networks because each phase is parallelizable and executed asynchronously.
      </p>
      <p>
        There are many other network embedding methods using random walks, each
of them generates these walks in its own way. Examples are Scalable Multiplex
Network Embedding [
        <xref ref-type="bibr" rid="ref18">18</xref>
        ], Levy random walks on multiplex networks [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ],
MultiNet: A Scalable Multiplex Network Embedding Framework [
        <xref ref-type="bibr" rid="ref7">7</xref>
        ], etc.
      </p>
      <sec id="sec-7-1">
        <title>Scopus dataset</title>
      </sec>
    </sec>
    <sec id="sec-8">
      <title>Dataset description</title>
      <p>
        For conducting experiments in this work, a new dataset was collected. With the
use of Elsevier API[
        <xref ref-type="bibr" rid="ref2">2</xref>
        ], te information about scienti c papers published in HSE
was scraped from the Scopus database[
        <xref ref-type="bibr" rid="ref4">4</xref>
        ]. The dataset consists of two networks:
{ A network of co-authorship between authors. It is an undirected graph, in
which nodes are authors and each edge means that two authors have a paper
published in co-authorship;
{ A network of citations between papers. Nodes in this network are papers
and edges represent relationship \cited by" between papers
Brief description of a Scopus dataset is presented in Table 3.1:
      </p>
      <p>
        Layers
co-authorship 14749 62060
citations
In order to obtain two networks described in previous sections, we needed to nd
a way to interact with Scopus site and with Elsevier's API to Scopus database.
There were several options on how to make this interaction:
{ Interacting with Elsevier's API to Scopus database. This API provides
several functions to retrieve data from Scopus. The most universal function is
"Scopus search". With use of this function one can send http requests to an
url \https://API.elsevier.com/content/search/Scopus" and retrieve needed
information about published articles. Bene ts of this method is its exibility.
There are many con gurable parameters that ease the process of acquiring
data. Main drawback of this method is restrictions that exist for a user,
which does not have su cient privileges. Any user who registers at Elseveir
will have those insu cient privileges. But a user with a subscription to
Scopus is able to download needed data. Another drawback is the restriction
on the number of requests to Elsevier's API. Each user can have up to 10
API keys but each key allows one to send 20000 requests. After sending this
number of requests one has to wait for a week to be able to use this API key
again.
{ There is a library called elsapy[
        <xref ref-type="bibr" rid="ref1">1</xref>
        ] which is basically a wrapper on the most
popular Elsevier API functions. It has the same bene ts and drawbacks as a
previous method but it has its own drawbacks including restrictions on the
number of requests.
{ Using Selenium[
        <xref ref-type="bibr" rid="ref5">5</xref>
        ] and other similar tools. With usage of these tools, one can
simulate work with internet browser and download articles data from Scopus
as it has been made from browser. The largest drawback, which made this
method unacceptable, is speed of work. Simulating browser work is slow and
we needed many articles to form networks.
      </p>
      <p>After research the decision was made to use rst method.
4</p>
      <sec id="sec-8-1">
        <title>Proposed model</title>
        <p>We propose a model of embedding a Scopus multilayer network using
randomwalk approach. The algorithm consists of three steps. In step one, random walk
is generated from a co-authorship network. Then, in step two, starting node of
this random walk is considered. All its adjacent edges are taken and then their
`artId' attribute is considered. Set of these attributes is now a new starting node
on a citations layer. Short random walks (of size 1-2) are generated on citations
layer. After that, terminating nodes of these walks are considered. Edges from
co-authorship layer having `artId' in set of terminating nodes are taken. Ends of
these edges are added to the end of random walk generated on step one. Steps
one and two are repeated until desired number of random walks is reached. At
step three, skipgram model is trained on obtained random walks.</p>
        <p>This model allows us to use the topology of the second layer of multilayer
network and thus consider relationship between nodes in it. An algorithm of our
method is presented below.</p>
        <p>Data: M ultilayernetworkM N withtwolayers :
co authorsiplayerandcitationslayer, numW alks, walkLength,
shortW alkLength
Result: N etworkembeddingf f orM N
Initialize walkList to empty;
walkList := generateRandomW alks(M N (Layer1); walkLength);
for i from 1 to numW alks do
startingN ode = getStartingN ode(walkList(i));
secondLayerStartingN odes =
getAttributes(adjacentEdges(startingN ode); artId)
walkListSecondLayer = generateRandomW alks(M N (Layer2);;
secondLayerStartingN odes; shortW alkLength)
terminatingN odes =
getT erminatingN odes(secondLayerStartingN odes);
walkList(i)+ = terminatingN odes
end
f
node2vecSGD(walkList)</p>
        <p>Algorithm 1: Algorithm for proposed model</p>
      </sec>
      <sec id="sec-8-2">
        <title>Experiments</title>
        <p>To demonstrate e ectiveness of multilayer network embedding algorithms rstly
we apply baseline methods on classic multilayer networks datasets. We choose
PMNE method (all three of its variations) to demonstrat superiority of
multilayer embedding over single layer embedding. Then we apply baseline methods
including PMNE and our method to Scopus dataset.
5.1</p>
      </sec>
    </sec>
    <sec id="sec-9">
      <title>Datasets</title>
      <p>
        For our experiments we use datasets of multilayer networks from site of Manlio
De Domenico [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ]. We choose three multilayer networks, the details of them are
presented further.
      </p>
    </sec>
    <sec id="sec-10">
      <title>Vickers :</title>
      <p>This network is based on the survey of 29 seventh grade students from
Victoria, Australia. They have been asked three questions. Each question is a
di erent type of relationship in the network.</p>
      <p>CKM :</p>
      <p>This network is based on the survey of physicians from Illinois, Bloomington,
Quincy, and Galesburg. They have been asked three questions. Each question
is a di erent type of relationship in the network.</p>
    </sec>
    <sec id="sec-11">
      <title>LAZEGA :</title>
      <p>This is a social multiplex network. There are three types of relationships
(Co-work, Friendship, and Advice) between partners and associates of a
corporate partnership.</p>
      <p>Description of datasets statistics is available at Table 5.1.</p>
      <p>Dataset #layers #nodes #edges
Vickers 3 29 740
CKN 3 246 1551</p>
      <p>LAZEGA 3 71 2223
5.2</p>
    </sec>
    <sec id="sec-12">
      <title>Baseline methods</title>
      <p>Our model will be compared to the following baseline methods:</p>
    </sec>
    <sec id="sec-13">
      <title>DeepWalk :</title>
      <p>As it was stated before, this method generates several random walks on the
network and then uses skipgram model to learn embeddings.</p>
    </sec>
    <sec id="sec-14">
      <title>LINE :</title>
      <p>This model also generates random walks as the DeepWalk but adds its own
term to cost function. Also is considers second order neighbors along with
rst order neighbors to incorporate higher order relations.</p>
    </sec>
    <sec id="sec-15">
      <title>Node2Vec :</title>
      <p>Node2Vec uses two additional parameters to control generation of random
walks. It performs better than DeepWalk in some of the cases.</p>
    </sec>
    <sec id="sec-16">
      <title>Principled Multilayer Network Embedding :</title>
      <p>In their work, authors of PMNE suggested three models of merging
multilayer network in order to produce embeddings for each node. They're usually
denoted as PMNE (n) (network aggregation), PMNE (r) (results
aggregation), and PMNE (layer co-analysis)
Apart from baseline embedding methods our model will also be compared to
well-known network structure methods used for link prediction.</p>
    </sec>
    <sec id="sec-17">
      <title>Jaccard Coe cient (JC):</title>
      <p>Given two nodes u and v JC is computed as follows:
where N (:) is the neighborhood of a node.</p>
    </sec>
    <sec id="sec-18">
      <title>Adamic/Adar (AA):</title>
      <p>AA acts almost like JC but it weights nodes with fewer neighbors more than
JC. It is computed as follows:
(3)
(4)
5.3</p>
    </sec>
    <sec id="sec-19">
      <title>Evaluation metrics</title>
      <p>As we were considering link prediction task, we used ROC-AUC as the criteria.
It is very common practice to use this metric. Higher value of ROC-AUC means
that model has great performance in link prediction. Value one means that the
model perfectly predicts all the links.
5.4</p>
    </sec>
    <sec id="sec-20">
      <title>Model parameters</title>
      <p>For all baseline methods, we set dimension of embedding space to 200. For
random walk methods, window parameter is chosen to be 10, negative sampling
size is 5. For LINE model, the dimension of embedding space is 100 as it creates
two embeddings and merges them into one. For Node2Vec, as stated in their
work, best parameters are p = 2 and q = 0:5. For PMNE model, methods the
parameters are chosen according to the original paper.</p>
      <p>jN (u) \ N (v)j
jN (u) [ N (v)j</p>
      <p>X
z2N(u)\N(v)</p>
      <p>1
log(jN (z)j)</p>
    </sec>
    <sec id="sec-21">
      <title>Experiment results for link prediction</title>
      <p>In our experiment, we use ve-fold cross-validation. Also we chose negative
samples of non-existing edges in the network. Size of negative sample is 20% of
testing sample size.</p>
      <p>The results are stated in Table 5.5.</p>
      <p>From the results, we can see that in case of large enough multilayer networks,
methods of embedding single layer networks perform worse when compared to
multilayer network embedding methods, such as PMNE (all variants) and our
method. Also we can state that our method performs equally or even slightly
better than PMNE on several of selected datasets.</p>
      <p>Still PMNE performs better than our method. One of the interpretations of
this result can be the fact that PMNE uses information from \merged" network,
i.e., it uses larger neighborhoods from all of the layers whereas our method use
full random walk on the rst layer producing large neighborhoods but it does
not use all nodes from the second layer, retaining only terminal nodes.</p>
      <p>We also made an attempt to interpret why does our method outperforms
single layer network models. We took node2vec method, which was run on
co-authorship layer of Scopus network. As it was stated earlier, some edges
were removed from network to obtain test set. We have searched for an edge
in this set, which was not predicted by node2vec but was predicted by our
method. It is the edge (`57189500027', `8592870000'), numbers here are
Scopus ids of authors. Then we looked at articles published by these authors in
the citations layer. There was edge (`85029806407', `85028755866'), so article
`85029806407' was published by `57189500027', and article `85028755866' was
published by `8592870000'. Because our method considers short paths in
citations layer, edge (`85029806407', `85028755866') was predicted by it and terminal
node `85028755866' was explored. Then all authors of `85028755866' were added
to random walk, including `8592870000'. This is a good example of how our
method incorporates network relations from second layer to make predictions in
the rst layer.</p>
      <sec id="sec-21-1">
        <title>Conclusion</title>
        <p>In this work, we presented new model of embedding multilayer networks. It
was shown that it performs equally and in some cases better than PMNE, a
well known method for embedding multiplex networks. Also it was shown that
single layer networks embedding methods perform worse than multilayer network
embedding methods when multilayer network is given and is a part of highly
correlated relations between corresponding nodes across the layers.</p>
      </sec>
    </sec>
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