Network reconstruction via the minimum description length principle
Tiago P. Peixoto
TL;DR
This work introduces a minimum description length (MDL)–based, nonparametric regularization for network reconstruction that avoids weight shrinkage and cross-validation. By quantizing weights and integrating a latent sparse structure with an adaptive, discrete weight distribution, the method naturally selects model complexity to compress data efficiently. The resulting framework yields sparser, more accurate reconstructions than $L_{1}$ with cross-validation and scales to very large networks, especially when combined with a subquadratic inference algorithm and optional SBM priors. Empirical case studies on microbial interaction networks demonstrate modular structure and predictive insights for interventions and tipping points, highlighting the practical impact of MDL regularization for complex systems.
Abstract
A fundamental problem associated with the task of network reconstruction from dynamical or behavioral data consists in determining the most appropriate model complexity in a manner that prevents overfitting, and produces an inferred network with a statistically justifiable number of edges. The status quo in this context is based on $L_{1}$ regularization combined with cross-validation. However, besides its high computational cost, this commonplace approach unnecessarily ties the promotion of sparsity with weight "shrinkage". This combination forces a trade-off between the bias introduced by shrinkage and the network sparsity, which often results in substantial overfitting even after cross-validation. In this work, we propose an alternative nonparametric regularization scheme based on hierarchical Bayesian inference and weight quantization, which does not rely on weight shrinkage to promote sparsity. Our approach follows the minimum description length (MDL) principle, and uncovers the weight distribution that allows for the most compression of the data, thus avoiding overfitting without requiring cross-validation. The latter property renders our approach substantially faster to employ, as it requires a single fit to the complete data. As a result, we have a principled and efficient inference scheme that can be used with a large variety of generative models, without requiring the number of edges to be known in advance. We also demonstrate that our scheme yields systematically increased accuracy in the reconstruction of both artificial and empirical networks. We highlight the use of our method with the reconstruction of interaction networks between microbial communities from large-scale abundance samples involving in the order of $10^{4}$ to $10^{5}$ species, and demonstrate how the inferred model can be used to predict the outcome of interventions in the system.
