To Randomize or Not To Randomize: Space Optimal Summaries for Hyperlink Analysis1

Tamás Sarlós, András A. Benczúr, Károly Csalogány

Computer and Automation Research Institute, Hungarian Academy of Sciences (MTA SZTAKI) and Eötvös University
Budapest, Hungary

Dániel Fogaras, Balázs Rácz

Computer and Automation Research Institute, Hungarian Academy of Sciences (MTA SZTAKI) and Budapest University of Technology and Economics
Budapest, Hungary

Copyright is held by the World Wide Web Conference Committee (IW3C2). Distribution of these papers is limited to classroom use, and personal use by others.
WWW 2006, May 23.26, 2006, Edinburgh, Scotland.
ACM 1-59593-323-9/06/0005.

ABSTRACT

Personalized PageRank expresses link-based page quality around user selected pages. The only previous personalized PageRank algorithm that can serve on-line queries for an unrestricted choice of pages on large graphs is our Monte Carlo algorithm [WAW 2004]. In this paper we achieve unrestricted personalization by combining rounding and randomized sketching techniques in the dynamic programming algorithm of Jeh and Widom [WWW 2003]. We evaluate the precision of approximation experimentally on large scale real-world data and find significant improvement over previous results. As a key theoretical contribution we show that our algorithms use an optimal amount of space by also improving earlier asymptotic worst-case lower bounds. Our lower bounds and algorithms apply to SimRank as well; of independent interest is the reduction of the SimRank computation to personalized PageRank.

Categories & Subject Descriptors

H.3.3 [Information Storage and Retrieval]: Information Search and Retrieval
G.2.2 [Discrete Mathematics]: Graph Theory - Graph algorithms
G.3 [Mathematics of Computing]: Probability and Statistics - Probabilistic algorithms

General Terms

Algorithms, Theory, Experimentation

Keywords

link-analysis, similarity search, scalability, data streams

1 Introduction

The idea of using hyperlink mining algorithms in Web search engines appears since the beginning of the success of Google's PageRank [24]. Hyperlink based methods are based on the assumption that a hyperlink $ u \to v$ implies that page $ u$ votes for $ v$ as a quality page. In this paper we address the computational issues [13,17,11,12] of personalized PageRank [24] and SimRank [16].

Personalized PageRank (PPR) [24] enters user preferences by assigning more importance to the neighborhood of pages at the user's selection. Jeh and Widom [16] introduced SimRank, the multi-step link-based similarity function with the recursive idea that two pages are similar if pointed to by similar pages. Notice that both measures are hard to compute over massive graphs: naive personalization would require on the fly power iteration over the entire graph for a user query; naive SimRank computation would require power iteration over all pairs of vertices.

We give algorithms with provable performance guarantees based on computation with sketches [7] as well as simple deterministic summaries; see Table 1 for a comparison of our methods with previous approaches. We may personalize to any single page from which arbitrary page set personalization follows by linearity [13]. Similarly, by our SimRank algorithm we may compute the similarity of any two pages or the similarity top list of any single page. Motivated by search engine applications, we give two-phase algorithms that first compute a compact database from which value or top list queries can be answered with a low number of accesses. Our key results are summarized as follows:

$ \bullet$
We give practical methods for serving unrestricted on-line personalized PageRank (Section 2.1) as well as SimRank queries with space a reasonable constant per vertex (Section 3). The methods are based on deterministic rounding.
$ \bullet$
We give a theoretically optimal algorithm for personalized PageRank value queries (Section 2.2) based on randomized sketching. Given an additive error $ \epsilon $ and the probability $ \delta $ of an incorrect result, we improve the disk usage bound from $ n\log n\log\left(1/\delta\right)/\epsilon^2$ [11,12] to $ n\log\left(1/\delta\right)/\epsilon$.
$ \bullet$
We give theoretically optimal algorithms for SimRank value and top list queries (Section 3.1) by a nontrivial reduction of SimRank to personalized PageRank.
$ \bullet$
We improve the communication complexity based lower
bounds of [11,12] for the size of the database (Section 4); our bounds are matched by our algorithms. Our sketch-based algorithms use optimal space; surprisingly for top list queries deterministic rounding is already optimal in itself.
$ \bullet$
In Section 5 we experimentally analyze the precision of approximation over the Stanford WebBase graph and conclude that our summaries provide better approximation for the top personalized PageRank scores than previous methods.


Table 1: Comparison of personalized PageRank algorithms for graphs of $ n$ vertices, additive error $ \epsilon $ and error probability $ \delta $.

\begin{table}%[ht!] \begin{tabularx}{\linewidth}{\vert p{2.6cm}\vert X\vert p{1... ...arx}$*$\ optimal for top queries \ $**$\ optimal for value queries \end{table}

1.1 Related Results

The scalable computation of personalized PageRank was addressed by several papers [13,18,17] that gradually increase the choice for personalization. By Haveliwala's method [13] we may personalize to the combination of 16 topics extracted from the Open Directory Project. The BlockRank algorithm of Kamvar et al. [18] speeds up personalization to the combination of hosts. The state of the art Hub Decomposition algorithm of Jeh and Widom [17] computed and encoded personalization vectors for approximately 100K personalization pages.

To the best of our knowledge, the only scalable personalized PageRank algorithm that supports the unrestricted choice of the teleportation vector is the Monte Carlo method of [11]. This algorithm samples the personalized PageRank distribution of each page simultaneously during the precomputation phase, and estimates the personalized PageRank scores from the samples at query time. The drawback of the sampling approach is that approximate scores are returned, where the error of approximation depends on the random choice. In addition the bounds involve the unknown variance, which can in theory be as large as $ \Omega(1)$, and hence we need $ \Theta({1 \over {\epsilon^2}}\log{1/\delta})$ random samples. Indeed a matching sampling complexity lower bound for telling binomial distributions with means $ 1/2\pm\epsilon$ apart [1] indicates that one can not reduce the number of samples when approximating personalized PageRank. Similar findings of the superiority of summarization or sketching over sampling is described in [5]. The algorithms presented in Section 2 outperform the Monte Carlo method by significantly reducing the error.

We also address the computational issues of SimRank, a link-based similarity function introduced by Jeh and Widom [16]. The power iteration SimRank algorithm of [16] is not scalable since it iterates on a quadratic number of values, one for each pair of Web pages; in [16] experiments on graphs with no more than 300K vertices are reported. Analogously to personalized PageRank, the scalable computation of SimRank was first achieved by sampling [12]. Our new SimRank approximation algorithms presented in Section 3 improve the precision of computation.

The key idea of our algorithms is that we use lossy representation of large vectors either by rounding or sketching. Sketches are compact randomized data structures that enable approximate computation in low dimension. To be more precise, we adapt the Count-Min Sketch of Cormode and Muthukrishnan [7], which was primarily introduced for data stream computation. We use sketches for small space computation; in the same spirit Palmer et al. [25] apply probabilistic counting sketches to approximate the sizes of neighborhoods of vertices in large graphs. Further sketching techniques for data streams are surveyed in [23]. Lastly we mention that Count-Min Sketch and the historically first sketch, the Bloom filter [2] stem from the same idea; we refer to the detailed survey [4] for further variations and applications.

Surprisingly, it turns out that sketches do not help if the top $ t$ highest ranked or most similar nodes are queried; the deterministic version of our algorithms show the same performance as the randomized without even allowing a small probability of returning a value beyond the error bound. Here the novelty is the optimal performance of the deterministic method; the top $ t$ problem is known to cause difficulties in sketch-based methods and always increases sketch sizes by a factor of $ \Omega (\log n)$. By using $ \Omega (\log n)$ times larger space we may use a binary search structure or we may use $ p$ sketches accessed $ n^{1/p}$ times per query [7]. Note that $ n^{1/p}$ queries require an error probability of $ O(\delta/n^p)$ that again increase sketch sizes by a factor of $ \Omega (\log n)$.

In Section 4 we show that our algorithms build optimal sized databases. To obtain lower bounds on the database size, we apply communication complexity techniques that are commonly used for space lower bounds [21]. Our reductions are somewhat analogous to those applied by Henzinger et al. [14] for space lower bounds on stream graph computation.

1.2 Preliminaries

We briefly introduce notation, and recall definitions and basic facts about PageRank, SimRank and the Count-Min sketch.


Personalized PageRank

Let us consider the web as a graph. Let $ n$ denote the number of vertices and $ m$ the number edges. Let $ d^+ (v)$ and $ d^- (v)$ denote the number of edges leaving and entering $ v$, respectively. Details of handling nodes with $ d^+ (v) = 0$ and $ d^- (v) = 0$ are omitted.

In [24] the PageRank vector $ p = (p(1)$, ..., $ p(n))$ is defined as the solution of the following equation $ p (u) = c \cdot r (u) + (1 - c) \cdot \sum_{v : (vu) \in E} p (v)/d^+ (v)$, where $ r = (r (1)$, ..., $ r (n))$ is the teleportation vector and $ c$ is the teleportation probability with a typical value of $ c \approx 0.15$. If $ r$ is uniform, i.e. $ r (u) = 1/n$ for all $ u$, then $ {p}$ is the PageRank. For non-uniform $ {r}$ the solution $ {p}$ is called personalized PageRank; we denote it by PPR$ _r$. Since PPR$ _r$ is linear in $ r$ [13,17], it can be computed by linear combination of personalization to single points $ v$, i.e. to vectors $ r = \chi_v$ consisting of all 0 except for node $ v$ where $ \chi_v (v) = 1$. Let PPR$ _v=$PPR$ _{\chi_v}$.

An alternative characterization of PPR$ _u(v)$ [10,17] is based on the probability that a length $ k$ random walk starting at node $ u$ ends in node $ v$. We obtain PPR$ _u(v)$ by choosing $ k$ random according to the geometric distribution:

PPR$\displaystyle ^{[k]}_u (v) = \sum_{v_0=u, v_1, \ldots, v_k = v} \hspace{-.4cm} {1 / (d^+ (v_0) \cdots d^+ (v_{k-1}))};$ (1)
the summation is along walks starting at $ u$ and ending in $ v$. Thus
PPR$\displaystyle _u (v) = \sum_{k' = 0}^\infty c(1-c)^{k'}$ PPR$\displaystyle ^{[k']}_u (v).$ (2)

Similarly we get PPR$ ^{(k)}_u$ if we sum up only to $ k$ instead of $ \infty$. An equivalent reformulation of the path summing formula (2) is the Decomposition Theorem proved by Jeh and Widom [17]:
PPR$\displaystyle _u = c \chi_u + (1-c) \cdot \sum_{v : (uv) \in E}$ PPR$\displaystyle _v / d^+ (u).$ (3)
The Decomposition Theorem immediately gives rise to the Dynamic Programming approach [17] to compute personalized PageRank that performs iterations for $ k=1$, 2, ...with PPR$ ^{(0)}_u = c \cdot \chi_u$:
PPR$\displaystyle ^{(k)}_u = c \chi_u + (1-c) \cdot \sum_{v : (uv) \in E}$ PPR$\displaystyle ^{(k-1)}_v / d^+ (u).$ (4)


SimRank

Jeh and Widom [16] define SimRank by the following equation very similar to the PageRank power iteration such that Sim$ ^{(0)} (u_1,u_2) = \chi_{u_1} (u_2)$ and

Sim$\displaystyle ^{(k)} (u_1,u_2) = \begin{cases}(1-c) \cdot {\sum \mbox{Sim}^{(k-... ... \cdot d^- (u_2)} & \mbox{if }u_1\not=u_2\\ 1& \mbox{if $u_1=u_2$.} \end{cases}$ (5)
where summation is for $ v_1,v_2 : (v_1 u_1),(v_2 u_2) \in E$.


Count-Min Sketch

The Count-Min Sketch [7] is a compact randomized approximate representation of non-negative vector $ x = (x_1$, ..., $ x_n)$ such that a single value $ x_j$ can be queried with a fixed additive error $ \epsilon>0$ and a probability $ \delta>0$ of returning a value out of this bound. The representation is a table of depth $ d = \ln {1/\delta}$ and width $ w = e/\epsilon$. One row $ C$ of the table is computed with a random hash function $ h: \{1,\ldots,n\} \to \{1, \ldots, w\}$. The $ i$th entry of the row $ C$ is defined as $ C_i = \sum_{j : h (j) = i} x_j$. Then the Count-Min sketch table of $ x$ consists of $ d$ such rows with hash functions chosen uniformly at random from a pairwise-independent family.

Theorem 1 (Cormode, Muthukrishnan [7]) Let $ \hat x_j =\min_{C} \{C_{h (j)}\}$ where the minimum is taken over the $ d$ rows of the table. Then $ \hat x_j \ge x_j$ and Prob$ (\hat x_j > x_j + \epsilon\vert\vert x\vert\vert _1) \le \delta$ hold.

Count-Min sketches are based on the principle that any randomized approximate computation with one sided error and bias $ \epsilon'$ can be turned into an algorithm that has guaranteed error at most $ e \cdot\epsilon'$ with probability $ 1-\delta$ by running $ \ln 1/\delta$ parallel copies and taking the minimum. The proof simply follows from Markov's inequality and is described for the special cases of sketch value and inner product in the proofs of Theorems 1 and 2 of [7], respectively.


2 Personalized PageRank

We give two efficient realizations of the dynamic programming algorithm of Jeh and Widom [17]. Our algorithms are based on the idea that if we use an approximation for the partial values in certain iteration, the error will not aggregate when summing over out-edges, instead the error of previous iterations will decay with the power of $ 1-c$. Our first algorithm in Section 2.1 uses certain deterministic rounding optimized for smallest runtime for a given error, while our second algorithm in Section 2.2 is based on Count-Min sketches [7].

The original implementation of dynamic programming [17] relies on the observation that in the first $ k$ iterations of dynamic programming only vertices within distance $ k$ have non-zero value. However, the rapid expansion of the $ k$-neighborhoods increases disk requirement close to $ n^2$ after a few iterations, which limits the usability of this approach2. Furthermore, an external memory implementation would require significant additional disk space.

A simple example showing the superiority of dynamic programming over power iterations for small space computations

Figure 1: A simple example showing the superiority of dynamic programming over power iterations for small space computations.

We may justify why dynamic programming is the right choice for small-space computation by comparing dynamic programming to power iteration over the graph of Fig. 1. When computing PPR$ _u (w)$, power iteration moves top-down, starting at $ u$, stepping into its neighbors $ v_1, v_2, \ldots$ and finally adding up all their values at $ w$. Hence when approximating, we accumulate all error when entering the large in-degree node $ w$ and in particular we must compute PPR$ _u (v_i)$ values fairly exact. Dynamic programming, in contrast, moves bottom up by computing the trivial PPR$ _w$ vector, then all the PPR$ _{v_i}$, then finally averages all of them into PPR$ _u$. Because of averaging we do not amplify error at large in-degrees; even better by looking at (4) we notice that the effect of earlier steps diminishes exponentially in $ (1-c)$. In particular even if there are edges entering $ u$ from further nodes, we may safely discard all the small PPR$ _u (v_i)$ values for further computations, thus saving space over power iteration where we require the majority of these values in order to compute PPR$ _u (w)$ with little error.

We measure the performance of our algorithms in the sense of intermediate disk space usage. Notice that our algorithms are two-phase in that they preprocess the graph to a compact database from which value and top list queries can be served real-time; preprocessing space and time is hence crucial for a search engine application. Surprisingly, in this sense rounding in itself yields an optimal algorithm for top list queries as shown by giving a matching lower bound in Section 4. The sketching algorithm further improves space usage by a factor of $ \log n$ and is hence optimal for single value queries. For finding top lists, however, we need additional techniques such as binary searching as in [7] that loose the $ \log n$ factor gain and use asymptotically the same amount of space as the deterministic algorithm. Since the deterministic rounding involves no probability of giving an incorrect answer, that algorithm is superior for top list queries.

The key to the efficiency of our algorithms is the use of small size approximate $ \widehat{\mbox{PPR}}_u^{(k)} (v)$ values obtained either by rounding and handling sparse vectors or by computing over sketches. In order to perform the update step of Algorithm 1 we must access all $ \widehat{\mbox{PPR}}_v$ vectors; the algorithm proceeds as if we were multiplying the weighted adjacency matrix $ A_{u v} = 1/d^+ (u)$ for $ (u v) \in E$ with the vector $ \{\widehat{\mbox{PPR}}_u (w) : u \in V\}$ parallel for all values of $ w$. We may use (semi)external memory algorithms [27]; efficiency will depend on the size of the description of the vectors.

The original algorithm of Jeh and Widom defined by equation (4) uses two vectors in the implementation. We remark that a single vector suffices since by using updated values within an iteration we only speed convergence up. A similar argument is given by McSherry [22] for the power iteration, however there the resulting sequential update procedure still requires two vectors.


2.1 Rounding


\begin{algorithm} % latex2html id marker 1010 [t] \small \caption{PageRank by ... ...\mbox{PPR}}_v/d^+ (u)\Big) $ \ENDFOR \ENDFOR \end{algorithmic}\end{algorithm}

In Algorithm 1 we compute the steps of the dynamic programming personalized PageRank algorithm (4) by rounding all values down to a multiple of the prescribed error value $ \epsilon $. As the sum of PPR$ _u(v)$ for all $ v$ equals one, the rounded non-zeroes can be stored in small space since there may be at most $ 1/\epsilon$ of them.

We improve on the trivial observation that there are at most $ 1/\epsilon$ rounded non-zero values in two ways as described in the next two theorems. First, we observe that the effect of early iterations decays as the power of $ (1-c)$ in the iterations, allowing us to similarly increase the approximation error $ \epsilon_k$ for early iterations $ k$. We prove correctness in Theorem 2; later in Theorem 4 it turns out that this choice also weakens the dependency of the running time on the number of iterations. Second, we show that the size of the non-zeroes can be efficiently bit-encoded in small space; while this observation is less relevant for a practical implementation, this is key in giving an algorithm that matches the lower bound of Section 4.

Theorem 2 Algorithm 1 returns values between PPR$ _u (v) - 2\epsilon/c$ and PPR$ _u(v)$.
Proof. By induction on iteration $ k$ of Algorithm 1 we show a bound that is tighter for $ k=k_{\max}$ than that of the Theorem:
$\displaystyle \vert$PPR$\displaystyle _u (w) - \widehat{\mbox{PPR}}_u (w)\vert < {{1 \over {1-\sqrt{1-c}}} \epsilon_k}. $
By the choice of $ \epsilon $ and $ k_{\max}$ we have $ \epsilon_0 = 1$, thus the $ k=0$ case is immediate since $ 0 \le$ PPR$ _u (v) \le 1$.

Since we use a single vector in the implementation, we may update a value by values that have themselves already been updated in iteration $ k$. Nevertheless since $ \epsilon_k=\sqrt{1-c} \cdot \epsilon_{k-1}$ and hence decreases in $ k$, values that have earlier been updated in the current iteration in fact incur an error smaller than required on the right hand side of the update step of Algorithm 1. In order to distinguish values before and after a single step of the update, let us use $ \widehat{\mbox{PPR}}'$ to denote values on the right hand side. To prove, notice that by the Decomposition Theorem (3)

PPR$\displaystyle _u(w) - c \chi_u - (1-c) \cdot \sum_{v : (uv) \in E} \hspace{-.2cm} \widehat{\mbox{PPR}}'_v(w)/d^+ (u)$
$\displaystyle = (1-c) \cdot \sum_{v : (u v) \in E} \hspace{-.2cm} {(\mbox{PPR}_v (w) - \widehat{\mbox{PPR}}'_v (w)) / d^+ (u)}$
As $ \psi_k$ introduces at most $ \epsilon_k$ error, by the triangle inequality
$\displaystyle \vert$PPR$\displaystyle _u (w) - \widehat{\mbox{PPR}}_u (w)\vert \hspace{15cm}$

$\displaystyle \qquad \le \epsilon_k + (1-c) \cdot \sum_{v : (u v) \in E} \hspac... ...rt\mbox{PPR}_v (w) - \widehat{\mbox{PPR}}'_v (w)\vert / d^+ (u)}. \hspace{10cm}$
Using the inductive hypothesis this leads us to
$\displaystyle \vert$PPR$\displaystyle _u (w) - \widehat{\mbox{PPR}}_u (w)\vert < \epsilon_k + \frac {1-c} {1-\sqrt{1-c}} \cdot \epsilon_{k-1} \hspace{10cm}$
$\displaystyle \qquad = \epsilon_k + \frac {1-c} {1-\sqrt{1-c}} \cdot \frac {\epsilon_{k}} {\sqrt{1-c}} = {1 \over {1-\sqrt{1-c}}} \cdot \epsilon_k, \hspace{10cm}$
completing the proof. $ \qedsymbol$

Next we show that multiples of $ \epsilon $ that sum up to 1 can be stored in $ 1/\epsilon$ bit space. For the exact result we need to select careful but simple encoding methods given in the trivial lemma below.

Lemma 3 Let $ z$ non-negative values be given, each a multiple of $ \epsilon $ that sum up to at most 1. If we unary encode the values as multiples of $ \epsilon $ and use a termination symbol, the encoding uses space $ {1\over\epsilon} + z$ bits. If we combine the same encoding with sparse vector storage by recording the position of non-zeroes in $ \log z$ space each, we may encode the sequence by $ {1\over\epsilon} \cdot (1+\log z)$ bits. $ \Box$
Theorem 4 Algorithm 1 runs in time of $ O (m \log n/ (c \cdot \epsilon))$ bit operations3and builds a database of size $ n \cdot {2\over\epsilon} \cdot \log n$ bits. In order to return the approximate value of PPR$ _u(v)$ and the largest $ t$ elements of PPR$ _u (.)$, we may binary search and sequentially access $ {2\over\epsilon} \cdot \log n$ bits, respectively.
Proof. We determine the running time by noticing that in each iteration $ k$ for each edge we perform addition with the sparse vector PPR$ ^{(k)}$. We may use a linked list of non-zeroes for performing the addition, thus requiring $ O (\log n)$ bit operations for each non-zero of the vector. Since in iteration $ k$ we store all values of a vector with norm at most one rounded down to a multiple of $ \epsilon_k$, we require $ 2/\epsilon_k$ space to store at most $ 1/\epsilon_k$ non-zeroes of PPR$ ^{(k)}$ by Lemma 3. By $ \sum_{k \le k_{\max}} {\sqrt{1-c}^{k_{\max}-k}} < {1 \over {1-\sqrt{1-c}}} < {2 / c}$ the total running time becomes $ O(m\log n /(\epsilon \cdot c))$. $ \qedsymbol$


2.2 Sketching

Next we give a sketch version of Algorithm 1 that improves the space requirement of the rounding based version by a factor of $ \log n$, thus matches the lower bound of Section 4 for value queries. First we give a basic algorithm that uses uniform error bound $ \epsilon $ in all iterations and is not optimized for storage size in bits. Then we show how to gradually decrease approximation error to speed up earlier iterations with less effect on final error; finally we obtain the space optimal algorithm by the bit encoding of Lemma 3.

The key idea is that we replace each PPR$ _u^{(k)}$ vector with its constant size Count-Min sketch in the dynamic programming iteration (4). Let $ S$ denote the sketching operator that replaces a vector by the $ d \times w$ table as in Section 1.2 and let us perform the iterations of (4) with SPPR$ ^{(k)}_u$ and $ S(c \cdot \chi_u)$. Since the sketching operator is trivially linear, in iteration $ k$ we obtain the sketch of the next temporary vector SPPR$ ^{(k)}_u$ from the sketches SPPR$ ^{(k-1)}_v$.

To illustrate the main ingredients, we give the simplest form of a sketch-based algorithm with error, space and time analysis. Let us perform the iterations of (4) with $ e/\epsilon$ wide and $ \ln {1 \over \delta}$ deep sketches $ k^*_{\max}=\log_{1-c}\epsilon$ times; then by Theorem 1 and the linearity of sketching we can estimate PPR$ _u(v)$ for all $ u,v$ from SPPR$ ^{(k^*_{\max})}_u(v)$ with additive error $ 2\epsilon$ and error probability $ \delta $. The personalized PageRank database consists of sketch tables SPPR$ ^{(k^*_{\max})}_u$ for all $ u$. The data occupies $ \Theta({n\over\epsilon}\log{1\over\delta})$ machine words, since we have to store $ n$ tables of reals. An update for node $ u$ takes $ O({{d^+(u)}\over\epsilon}\ln{1\over\delta})$ time by averaging $ d^+(u)$ tables of $ {e\over\epsilon}\times\ln{1\over\delta}$ size and adding $ S(c\chi_u)$, each in $ O(\ln{1\over\delta})$ time. Altogether the required $ k^*_{\max}$ iterations run in $ O({m\over\epsilon}\ln{1\over\delta}\log_{1-c}\epsilon)$ time.

Next we weaken the dependence of the running time on the number of iterations by gradually decreasing error $ \epsilon_k$ as in Section 2.1. When decreasing the error in sketches, we face the problem of increasing hash table sizes as the iterations proceed. Since there is no way to efficiently rehash data into larger tables, we approximate personalized PageRank slightly differently by representing the end distribution of length $ k$ walks, PPR$ ^{[k]}_u$, with their rounded sketches $ \widehat{\mbox{SPPR}}^{[k]}_u$ in the path-summing formula (2):

$\displaystyle \widehat{\mbox{PPR}}_u(v)=\min_{i=1\ldots\ln{1\over\delta}} \Big(\sum_{k=0}^{k_{\max}}c(1-c)^{k}\widehat{\mbox{SPPR}}^{[k]}_u(i,h^i_k(v))\Big)$ (6)
where $ h^i_k$ denotes the $ i$-th hash function of the $ k$-th iteration. By (6) we need to calculate $ \widehat{\mbox{SPPR}}^{[k]}_u$ efficiently in small space. Notice that unlike in the dynamic programming where we gradually increase the precision of $ \widehat{\mbox{PPR}}_u^{(k)}$ as $ k$ grows, we may compute $ \widehat{\mbox{SPPR}}^{[k]}_u$ less precise with growing $ k$ since its values are scaled down by $ (1-c)^k$. Hence we obtain our algorithm by using $ e/\bar{\epsilon}_k=e/\epsilon_{k_{\max} - k}$ wide hash tables in the $ k$-th iteration and replacing the last line of Algorithm 1 with
$\displaystyle \widehat{\mbox{SPPR}}^{[k]}_u \leftarrow \psi_{k_{\max} - k} \Big... ... (uv) \in E}\hspace{-.3cm} \widehat{\mbox{SPPR}}^{[k-1]}_v /d^+ (u) \Big) \Big)$ (7)
where $ \phi_k$ is the recoding function shrinking hash tables from width $ e/\epsilon_{k + 1}$ to $ e/\epsilon_k$. To be more precise, we round the width of each sketch up to the nearest power of two; thus we maintain the error bound, increase space usage by less than a factor of two, and use the recoding function that halves the table when necessary.
Theorem 5 Let us run the sketch version of the dynamic programming Algorithm 1 with sketching to width $ e/\bar{\epsilon}_k$ and rounding all table entries to multiples of $ \bar{\epsilon}_k$ in iteration $ k$. The algorithm runs in time $ O (m \ln {1\over\delta} /(c \cdot \epsilon))$; builds a database of size $ O(n \ln {1\over\delta} /(c \cdot \epsilon))$ bits; and returns a value $ \widehat{\mbox{PPR}}_u (v) \ge \mbox{PPR}_u (v) - \epsilon(1+2/c)$ such that Prob$ (\widehat{\mbox{PPR}_u} (v) > \mbox{PPR}_u (v) + 2\epsilon/c) \le \delta$.
Proof. As $ \sum_{k=0}^{k_{\max}} 1/\bar{\epsilon}_k<2/(\epsilon c)$ still holds, along the same lines as Theorem 4 we immediately get the running time; space follows by Lemma 3.

We err for three reasons: we do not run the iteration infinitely; in iteration $ k$ we round values down by at most $ \bar{\epsilon}_k$, causing a deterministic negative error; and finally the Count-Min Sketch uses hashing, causing a random positive error. For bounding these errors, imagine running iteration (7) without the rounding function $ \psi_k$ but still with $ e/\bar{\epsilon}_k$ wide and $ \ln{1/\delta}$ deep sketches and denote its results by SPPR$ _u^{[k]}$ and define

$\displaystyle \widetilde{\mbox{PPR}}_u(v)=\min_{i=1\ldots\ln{1\over\delta}} \Big(\sum_{k=0}^{k_{\max}}c(1-c)^{k}\mbox{SPPR}^{[k]}_u(i,h^i_k(v))\Big).$
First we upper bound $ \widetilde{\mbox{PPR}}$ to obtain the last claim of the Theorem. Since $ \widehat{\mbox{PPR}}_u(v) \le \widetilde{\mbox{PPR}}_u(v)$, we need Prob$ (\widetilde{\mbox{PPR}}_u(v) > \mbox{PPR}_u(v)+2\epsilon/c) \le \delta$. By the Count-Min principle it is sufficient to show that for a fixed row $ i^*$, the expected overestimation of $ \sum_{k=0}^{k_{\max}}c(1-c)^{k}$SPPR$ ^{[k]}_u(i^*,h^{i^*}_k(v))$ is not greater than $ 2\epsilon/c$. Since the bias of each sketch row SPPR$ ^{[k]}_u(i^*,.)$ is $ \bar{\epsilon}_k$, the bias of their $ c(1-c)^{k}$ exponentially weighted sum is bounded by $ 2\epsilon/c$.

Finally we lower bound $ \widehat{\mbox{PPR}}$; the bound is deterministic. The $ \bar{\epsilon}_k$ loss due to rounding down in iteration $ k$ affects all subsequent iterations, and hence

$\displaystyle \widehat{\mbox{PPR}}_u(v) \ge \widetilde{\mbox{PPR}}_u(v) - \sum_... ...{\bar{\epsilon}_k \cdot (1-c)^k} \ge \widetilde{\mbox{PPR}}_u(v) - 2\epsilon/c.$
And since we sum up to $ k_{\max}$ instead of infinity, $ \widetilde{\mbox{PPR}}_u(v)$ underestimates PPR$ _u(v)$ by at most $ \epsilon^2 \le \epsilon$, proving the Theorem. $ \qedsymbol$


3 SimRank

In this section first we give a simpler algorithm for serving SimRank value and top-list queries that combines rounding with the empirical fact that there are relatively few large values in the similarity matrix. Then in Section 3.1 we give an algorithm for SimRank values that uses optimal storage in the sense of the lower bounds of Section 4. Of independent interest is the main component of the algorithm that reduces SimRank to the computation of values similar to personalized PageRank.

SimRank and personalized PageRank are similar in that they both fill an $ n\times n$ matrix when the exact values are computed. Another similarity is that practical queries may ask for the maximal elements within a row. Unlike personalized PageRank however, when rows can be easily sketched and iteratively computed over approximate values, the $ n\times n$ matrix structure is lost within the iterations for Sim$ (v_1,v_2)$ as we may have to access values of arbitrary Sim$ (u_1,u_2)$. Even worse $ \sum_{u,v}$PPR$ _u (v) = n$ while

$\displaystyle M = \sum_{u_1,u_2}$Sim$\displaystyle (u_1,u_2)$
can in theory be as large as $ \Omega (n^2)$; an $ O (n)$-size sketch may hence store relevant information about personalized PageRank but could not even contain values below 1 for SimRank. An example of a sparse graph with $ M=\Omega (n^2)$ is an $ n$-node star where Sim$ (u,v)=1-c$ for all pairs other than the center.

In practice $ M$ is expected be a reasonable constant times $ n$. Hence first we present a simple direct algorithm that finds the largest values within the entire Sim$ (u_1,u_2)$ table. In order to give a rounded implementation of the iterative SimRank equation (5), we need to give an efficient algorithm to compute a single iteration. The naive implementation requires $ \Omega(1)$ time for each edge pair with a common source vertex that may add up to $ \Omega (n^2)$. Instead for $ u_1 \not= u_2$ we will compute the next iteration with the help of an intermediate step when edges out of only one of the two vertices are considered:

ASim$\displaystyle ^{(k)} (u_1,v_2)$ $\displaystyle =$ $\displaystyle {\sqrt{1-c} \over d^- (u_1)} \sum_{v_1: (v_1 u_1) \in E}$ Sim$\displaystyle ^{(k-1)} (v_1,v_2)$ (8)
Sim$\displaystyle ^{(k)} (u_1,u_2)$ $\displaystyle =$ $\displaystyle {\sqrt{1-c} \over d^- (u_2)} \sum_{v_2: (v_2 u_2) \in E}$ ASim$\displaystyle ^{(k)} (u_1,v_2)$ (9)

Along the same line as the proof of Theorems 2 we prove that (i) by rounding values in iterations (8-9) we approximate values with small additive error; (ii) the output of the algorithm occupies small space; and (iii) approximate top lists can be efficiently answered from the output. The proof is omitted due to space limitations. We remark here that (8-9) can be implemented by 4 external memory sorts per iteration, in two of which the internal space usage can in theory grow arbitrary large even compared to $ M$. This is due to the fact that we may round only once after each iteration; hence if for some large out-degree node $ v$ a value Sim$ ^{(k-1)} (v,v_2)$ is above the rounding threshold or ASim$ ^{(k)} (u_1,v)$ becomes positive, then we have to temporarily store positive values for all out-neighbors, most of which will be discarded when rounding.

Theorem 6 Let us iterate (8-9) $ k_{\max} = 4\log_{1-c}\epsilon$ times by rounding values in iteration $ k$ down to multiples of $ \epsilon_k= \epsilon \cdot (1-c)^{-{k_{\max}-k \over 4}}$ for (9) and $ \epsilon_{k-1}+\epsilon_k$ for (8).


(i)
The algorithm returns approximate values for $ u \ne v$ with
Sim$ (u,v) \ge \widehat{\mbox{Sim}}(u,v) \ge \mbox{Sim}(u,v) - 4\epsilon/c$.


(ii)
The space used by the $ \widehat{\mbox{Sim}}(u,v)$ values is $ O(M \cdot{2\over\epsilon} \cdot \log n)$ bits where $ M=\sum_{u,v}$Sim$ (u,v)$.


(iii)
Top list queries can be answered after positive $ \widehat{\mbox{Sim}}(u,\cdot)$ values are sorted for each $ u$ in $ O(M \cdot{2\over\epsilon} \cdot \log^2 n)$ time.



3.1 Reduction of SimRank to PPR

Now we describe a SimRank algorithm that uses a database of size matching the corresponding lower bound of Section 4 by taking advantage of the fact that large values of similarity appear in blocks of the $ n\times n$ similarity table. The blocking nature can be captured by observing the similarity of Sim$ _{v_1,v_2}$ to the product PPR$ _{v_1}\cdot$PPR$ _{v_2}$ of vectors PPR$ _{v_1}$ and PPR$ _{v_2}$.

We use the independent result of [10,17,16] that PageRank type values can be expressed by summing over endpoints of walks as in equation (1). First we express SimRank by walk pair sums, then we show how SimRank can be reduced to personalized PageRank by considering pairs of walks as products. Finally we give sketching and rounding algorithms for value and top queries based on this reduction.

In order to capture pairs of walks of equal length we define ``reversed'' PPR by using walks of length exactly $ k$ by modifying (1):

RP$\displaystyle ^{[k]}_v (u) = \sum_{v_0=v, v_1, \ldots, v_k = u} {1 / (d^- (v_1) \cdots d^- (v_{k}))}$ (10)
where $ v_0$, ..., $ v_k$ is a walk from $ v$ to $ u$ on the transposed graph. Similarly [16] shows that Sim$ ^{(k)}_{v_1,v_2}$ equals the total weight of pairs
$\displaystyle v_1 = w_0, w_1, \ldots, w_{k'-1}, w_{k'}$ $\displaystyle =$ $\displaystyle u$
$\displaystyle v_2 = w'_0, w'_1, \ldots, w'_{k'-1}, w'_{k'}$ $\displaystyle =$ $\displaystyle u$
with length $ k' \le k$ that both end at $ u$ and one of them comes from $ v_1$ while the other one from $ v_2$. The weight of the pair of walks is the expected $ (1-c)$ meeting distance as defined in [16]:
$\displaystyle (1-c)^{k'} / (d^- (w_1) \cdots d^- (w_{k'}) \cdot d^- (w'_1) \cdots d^- (w'_{k'}))$ (11)
Importantly the walks satisfy two properties: they have (i) equal length and (ii) no common vertex at the same distance from start, i.e. $ w_i \not= w'_i$ for $ i \ne k'$. Except for the last two requirements Sim$ ^{(k)}_{v_1,v_2}$ has a form similar to the inner product of PPR$ _{v_1}$ and PPR$ _{v_2}$ on the reversed graph by (1).

Next we formalize the relation and give an efficient algorithm that reduces SimRank to PPR on the reversed graph. As a ``step 0 try'' we consider

Sim$\displaystyle ^{(0)}_{v_1,v_2} = \sum_{k>0} (1-c)^k \sum_u$RP$\displaystyle ^{[k]}_{v_1} (u)$RP$\displaystyle ^{[k]}_{v_2} (u)$ (12)
with form similar to SimRank with exact length $ k$ walks except that these walks may have common vertices unlike stated in (ii).


\begin{algorithm} % latex2html id marker 1608 [t] \small \caption{SimRank by r... ...}}(v)$\ to multiples of $\epsilon$. } \ENDFOR \end{algorithmic}\end{algorithm}

In order to exclude pairs of walks that meet before ending, we use the principle of inclusion and exclusion. We count pairs of walks that have at least $ t$ meeting points after start as follows. Since after their first meeting point $ v$ the walks proceed as if computing the similarity of $ v$ to itself, we introduce a self-similarity measure by counting weighted pairs of walks that start at $ v$ and terminate at the same vertex $ u$ by extending (12):

SSim$\displaystyle ^{(0)} (v) = \sum_u \sum_{k>0} (1-c)^{k}$ RP$\displaystyle ^{[k]}_v(u)$ RP$\displaystyle ^{[k]}_v(u)$ (13)
Now we may recursively define a value that counts all pairs of walks with at least $ t+1$ inner points where the walks meet; the values below in fact count each pair $ s \choose {t+1}$ times that meet at exactly $ s$ inner points. First we define self-similarity as
SSim$\displaystyle ^{(t+1)} (v) = \sum_u \sum_{k>0} (1-c)^{k}$RP$\displaystyle ^{[k]}_v(u)$ RP$\displaystyle ^{[k]}_v (u) \cdot$ SSim$\displaystyle ^{(t)} (u)$ (14)
and then similarity with at least $ t+1$ inner meeting points as
Sim$\displaystyle ^{(t+1)}_{v_1,v_2} = \sum_u \sum_{k>0} (1-c)^{k}$RP$\displaystyle ^{[k]}_{v_1} (u)$ RP$\displaystyle ^{[k]}_{v_2} (u) \cdot$ SSim$\displaystyle ^{(t)} (u).$ (15)
By the principle of inclusion and exclusion
Sim$\displaystyle (v_1,v_2) =$ Sim$\displaystyle ^{(0)}_{v_1,v_2} -$ Sim$\displaystyle ^{(1)}_{v_1,v_2} +$ Sim$\displaystyle ^{(2)}_{v_1,v_2} - \ldots$ (16)
where Sim$ ^{(0)}$ is defined in (12) as the weighted number of walk pairs that are unrestricted in the number of meeting times. Induction on $ t$ shows that Sim$ ^{(t)}_{v_1,v_2} \le \left({1-c \over c}\right)^{t+1}$, thus the infinite series (16) is (absolute) convergent if $ {1-c \over c}<1$. By changing the order of summation (16) becomes
Sim$\displaystyle (v_1,v_2)$ $\displaystyle =$ $\displaystyle \sum_{k>0} (1-c)^{k} \sum_u$RP$\displaystyle ^{[k]}_{v_1} (u)$ RP$\displaystyle ^{[k]}_{v_2} (u) \cdot$ SSim$\displaystyle (u),$ where
SSim$\displaystyle (u)$ $\displaystyle =$ $\displaystyle 1- \sum_{t\ge0} (-1)^t$ SSim$\displaystyle ^{(t)} (u).$ (17)

The proof of the main theorems below are omitted due to space limitations.

Theorem 7 If $ c>1/2$ Algorithm 2 uses $ n \cdot {4\over c\epsilon} \cdot \log n$ bits to store $ \widehat{\mbox{RP}}^{[k]}$ and $ \widehat{\mbox{SSim}}^{(t)}$ values; the $ \log n$ factor can be replaced by $ e\log 1/\delta$ by sketching $ \widehat{\mbox{RP}}^{[k]}$ in width $ e/\epsilon_{k_{\max} - k}$. The algorithm computes these values in $ O((m+n\log_{1-c \over c}\epsilon) / (c\epsilon))$ time measured in RAM operations and approximates $ \widehat{\mbox{Sim}}(v_1,v_2)$ in $ O(\log n/ (c\epsilon))$ bit operations time. For given $ v_1$ the set $ S$ of non-negative $ \widehat{\mbox{Sim}}(v_1,v_2)$ values can be computed in bit operations time $ O(\vert S\vert\log n/ (c\epsilon))$.
Theorem 8 If $ c>1/2$ the above algorithm gives $ \vert\widehat{\mbox{Sim}}_{v_1,v_2} - \mbox{Sim}_{v_1,v_2}\vert = O (\epsilon/(c-1/2)^2)$; when sketching RP, this holds with probability at least $ 1-\delta$.


4 Lower bounds

In this section we will prove lower bounds on the database size of approximate PPR algorithms that achieve personalization over a subset of $ H$ vertices. More precisely we will consider two-phase algorithms: in the first phase the algorithm has access to the edge set of the graph and has to compute a database; in the second phase the algorithm gets a query and has to answer by accessing the database, i.e. the algorithm cannot access the graph during query-time. A $ b(H)$ worst case lower bound on the database size holds, if for any two-phase algorithm there exists a personalization input such that a database of size $ b(H)$ bits is built in the first phase.

We will consider the following queries for $ 0 \leq \epsilon,\delta,\phi \leq 1$:

$ \bullet$
$ \epsilon $-$ \delta $ value approximation: given the vertices $ u,v$ approximate $ \ensuremath{\mbox{PPR}}_u(v)$ with $ \ensuremath{\widehat{\mbox{PPR}}}_u(v)$ such that
$\displaystyle \ensuremath{\mathop{\mbox{Prob}}}\{ \vert \ensuremath{\mbox{PPR}}... ...- \ensuremath{\widehat{\mbox{PPR}}}_u(v) \vert \leq \epsilon \} \geq 1-\delta. $
$ \bullet$
$ \phi-\epsilon-\delta$ top query: given the vertex $ u$, with probability $ 1-\delta$ compute the set of vertices $ W$ which have personalized PPR values according to vertex $ u$ greater than $ \phi$. Precisely we require the following:
$\displaystyle \forall w\in V$ $\displaystyle :$ $\displaystyle \ensuremath{\mbox{PPR}}_{u}(w) \geq \phi \Rightarrow w\in W$
$\displaystyle \forall w\in W$ $\displaystyle :$ $\displaystyle \ensuremath{\mbox{PPR}}_{u}(w) \geq \phi - \epsilon$

As Theorem 6 of [11] shows, any two-phase PPR algorithm solving the exact ( $ \epsilon=0$) PPR value problem requires an $ \Omega((1-2\delta)\vert H\vert \cdot n)$ bit database. Our tool towards the lower bounds will be the asymmetric communication complexity game bit-vector probing [14]: there are two players $ A$ and $ B$; player $ A$ has a vector $ x$ of $ m$ bits; player $ B$ has a number $ y \in \{1,2,\dots,m\}$; and they have to compute the function $ f(x,y)=x_y$, i.e., the output is the $ y$th bit of the input vector $ x$. To compute the proper output they have to communicate, and communication is restricted in the direction $ A\rightarrow B$. The one-way communication complexity [21] of this function is the number of transferred bits in the worst case by the best protocol.

Theorem 9 ([14]) Any protocol that outputs the correct answer to the bit-vector probing problem with probability at least $ \frac{1+\gamma}2$ must transmit at least $ \gamma m$ bits.

Now we are ready to state and prove our lower bounds, which match the performance of the algorithms presented in Sections 2 and 3.1, hence showing that they are space optimal.

Theorem 10 Any two-phase $ \epsilon $-$ \delta $ PPR value approximation algorithm with $ \epsilon,\delta>0$ builds a database of $ \Omega( \frac 1 \epsilon \cdot \log \frac 1 \delta \cdot \vert H\vert )$ bits in worst case, when the graph has at least $ \vert H\vert+\frac{1-c}{8\epsilon\delta}$ nodes.
Proof. We prove the theorem by reducing the bit vector probing problem to the $ \epsilon $-$ \delta $ approximation. Given a vector $ x$ of $ m=\Omega( \frac 1 \epsilon \cdot \log \frac 1 \delta \cdot \vert H\vert )$ bits, player $ A$ will construct a graph and compute a PPR database with the first phase of the $ \epsilon $-$ \delta $ approximation algorithm. Then $ A$ transmits this database to $ B$. Player $ B$ will perform a sequence of second-phase queries such that the required bit $ x_y$ will be computed with error probability $ \frac 1 4$. The above outlined protocol solves the bit vector probing with error probability $ \frac 1 4$. Thus the database size that is equal to the number of transmitted bits is $ \Omega(m)=\Omega(\frac 1 \epsilon \cdot \log \frac 1 \delta \cdot \vert H\vert )$ in worst case by Theorem 9. It remains to show the details of the graph construction on $ A$'s side and the query algorithm on $ B$'s side.

Given a vector $ x$ of $ m= \frac {1-c} {2\epsilon} \cdot \log \frac 1 {4\delta} \cdot \vert H\vert $ bits, $ A$ constructs the ``bipartite'' graph with vertex set $ \{ u_i : i=1, \ldots, \vert H\vert\} \cup \{ v_{j,k} : j=1, \ldots, \frac{1-c}{2\epsilon}, k=1, \ldots, \frac 1 {4\delta} \}.$ For the edge set, $ x$ is partitioned into $ \frac {1-c}{2\epsilon} \cdot \vert H\vert$ blocks, where each block $ b_{i,j}$ contains $ \log \frac 1 {4\delta} $ bits for $ i=1, \ldots, \vert H\vert$, $ j= 1, \ldots, \frac{1-c}{2\epsilon}$. Notice that each $ b_{i,j}$ can be regarded as a binary encoded number with $ 0 \le b_{i,j} < \frac{1}{4\delta}$. To encode $ x$ into the graph, $ A$ adds an edge $ (u_i, v_{j,k})$ iff $ b_{i,j}=k$, and also attaches a self-loop to each $ v_{j,k}$. Thus the $ \frac{1-c}{2\epsilon}$ edges outgoing from $ u_i$ represent the blocks $ b_{i,1}, \ldots, b_{i,(1-c)/{2\epsilon}}$.

After constructing the graph $ A$ computes an