\chapter[Structure detection in bipartite collection]{Structure detection in a collection of bipartite networks} \section{Definition of a collection} \label{sec:definition-of-a-collection} We define a collection of bipartite networks as $\bm{X} = (X^1, \dots, X^M)$ the collection of incidence matrix. Moreover, all the networks in the collection have the same type of interaction (e.g., all interactions are binary). \section{Separate BiSBM (sep-BiSBM)}\label{sec:separate-bisbm-sepbisbm} A first approach to deal with a collection of networks is to adjust separate BiSBM for each network of the collection. For network $m$, let $n_1^m$ (resp. $n_2^m$) be the number of nodes in row (resp. column) divided into $Q_1^m$ row clusters (resp. $Q_2^m$ column clusters).\\ Let $Z^m~=~(Z^m_i, \dots, Z^m_{n_1^m})$ and $W^m~=~(W^m_j, \dots, W^m_{n_2^m})$ be independent latent variables such that $Z^m_i = q$ if row node $i$ of network $m$ belongs to row cluster $q$ ($q\in\{1,\dots,Q_1^m\}$) and $W^m_j = r$ if column node $j$ of network $m$ belong to column block $r$ ($r\in\{1,\dots,Q_2^m\}$). And we have \begin{align}\label{eqn:lbm-block-membership-prob} \mathbb{P}(Z_i^m=q)=\pi_q^m, & & \mathbb{P}(W_j^m=r)=\rho_r^m \end{align} where $\pi_q^m > 0$, $\rho_r^m > 0$, $\sum_{q=1}^{Q_1^m}\pi_q^m = 1$ and $\sum_{r=1}^{Q_2^m}\rho_r^m = 1$. Given the latent variables $Z^m, W^m$, the $X_{ij}^m$s are assumed to be independent and distributed as \begin{align}\label{eqn:lbm-conditional-to-latent} X_{ij}^m|Z_i^m = q,W_j^m = r \sim \mathcal{F}(.;\alpha_{qr}^m) \end{align} where $\mathcal{F}$ is referred to as the emission distribution. $\mathcal{F}$ is chosen to be the Bernoulli distribution for binary interactions, and the Poisson distribution for weighted interactions such as counts. Let $f$ be the density of the emission distribution, then: \begin{equation}\label{eqn:lbm-emission} \log f(X^m_{ij};\alpha_{qr}^m) = \begin{cases} X_{ij}^m \log(\alpha_{qr}^m) + (1-X_{ij}^m) \log(1-\alpha_{qr}^m) & \text{for Bernoulli emission} \\ -\alpha_{qr}^m + X_{ij}^m \log(\alpha_{qr}^m) - \log(X_{ij}^m!) & \text{for Poisson emission} \end{cases} \end{equation} Equations~\eqref{eqn:lbm-block-membership-prob}, \eqref{eqn:lbm-conditional-to-latent} and \eqref{eqn:lbm-emission} defines the BiSBM model and we will now use a short notation: \begin{equation} \tag{\emph{sep-BiSBM}} X^m \sim \mathcal{F}\text{-BiSBM}_{n_1^m,n_2^m}(Q_1^m, Q_2^m, \bm{\pi^m}, \bm{\rho^m}, \bm{\alpha^m}) \end{equation} where $\mathcal{F}$ encodes the emission distribution, $n_1^m,n_2^m$ are the row and column nodes, $Q_1^m, Q_2^m$ are the number of row and column blocks in network $m$, $\bm{\pi}^m~=~{(\pi^m_q)}_{q=1,\dots,Q_1^m}$ and $\bm{\rho}^m~=~{(\rho^m_r)}_{r=1,\dots,Q_2^m}$ are the vectors of their proportions. The $Q_1^m \times Q_2^m$ matrix $\bm{\alpha}^m = {(\alpha^m_{qr})}_{\substack{q = 1,\dots,Q_1^m \\ r = 1,\dots,Q_2^m}}$ are the connectivity parameters, the parameters of the emission distribution. $\alpha^m_{qr}\in\mathcal{A}_{\mathcal{F}}$ where, for the Bernoulli (resp. Poisson) emission distribution, $\mathcal{A}_{\mathcal{F}} = (0,1)$ (resp. $\mathcal{A}_{\mathcal{F}} = \mathbb{R}^{*+}$). In this $sep$-$BiSBM$ each network $m$ is assumed to follow a $BiSBM$ with its own parameters ($\bm{\pi}^m, \bm{\rho}^m, \bm{\alpha}^m$). % DONE Finish explaining \section{Definition of the colBiSBM models}\label{sec:definition-of-the-colbisbm-models} % Here are some common notations and conventions that we will use in the following % sections. \subsection{A collection of i.i.d bipartite SBM}\label{ssec:a-collection-of-i-i-d-bipartite-sbm} As for \emph{colSBM} this first model is the most constrained. It assumes that all the networks are the independent realizations of the same $Q_1$-$Q_2$-BiSBM with identical parameters. The \emph{iid-colBiSBM} is defined as follows: \begin{align} \tag{\emph{iid-colBiSBM}} X^m \sim \mathcal{F}-BiSBM_{n_1^m,n_2^m} (Q_1, Q_2, \bm{\pi}, \bm{\rho}, \bm{\alpha}), & & \forall m = 1, \dots M \end{align} where $\forall (q,r) \in \{1,\dots,Q_1\}\times\{1,\dots,Q_2\}$, $\alpha_{qr} \in \mathcal{A}_{\mathcal{F}}$, $\pi_q \in \left( 0,1 \right], \sum_{q=1}^{Q_1} \pi_q = 1 $ and $\rho_r \in \left( 0,1 \right], \sum_{r=1}^{Q_2} \rho_r = 1 $. This model involves $(Q_1 - 1) + (Q_2 - 1) + Q_1\times Q_2$ parameters, the two first terms corresponding to block proportions on the row and column dimensions and the third term to connectivity parameters. But the assumption that block proportions are the same among the networks is a strong assumption. In plant-pollinator networks, the proportion of specialist species can differ between networks and thus the model may benefit from not having the same block proportions but sharing a common connectivity structure. The following models relaxes this assumption on either row, column or both. \subsection{A collection of bipartite SBM with varying block size on either rows or columns}\label{ssec:a-collection-of-bipartite-sbm-with-varying-block-size-on-either-rows-or-columns} % DONE Finish explaining $\pi$-colBiSBM model still assumes that the networks share a common connectivity structure represented by $\bm{\alpha}$ but that each network has its own row block proportions. For $m \in \{1,\dots,M\}$, the $X^m$ are independent and \begin{align} \tag{\emph{$\pi$-colBiSBM}} X^m \sim \mathcal{F}-BiSBM_{n_1^m,n_2^m} (Q_1, Q_2, \bm{\pi^m}, \bm{\rho}, \bm{\alpha}), & & \forall m = 1, \dots, M \end{align} where $\forall (q,r) \in \{1,\dots,Q_1\}\times\{1,\dots,Q_2\}$, $\alpha_{qr} \in \mathcal{A}_{\mathcal{F}}$, $\pi^m_q \in \left[ 0,1 \right], \sum_{q=1}^{Q_1} \pi^m_q~=~1, \forall m \in \{1,\dots,M\}$ and $\rho_r \in \left( 0,1 \right], \sum_{r=1}^{Q_2} \rho_r = 1 $. This model is more flexible than the iid-colBiSBM as it allows some row block proportions to be null in certain networks ($\pi^m_q\in\left[ 0,1 \right]$): if $\pi_q^m = 0$ then the block $q$ is not represented in the network $m$. The connectivity structure is thus a subset of a large connectivity structure common to all networks. We face the same problems as~\cite{chabert-liddellLearningCommonStructures2024a} and adapt the support $S$ they define for the $\pi$-colSBM to the bipartite case by having $S^1$ of size $M\times Q_1$ the support for the rows and $S^2$ of size $M\times Q_2$ the support for the columns. Thus $S^1_{mq} = \mathbb{1}_{\pi^m_q > 0}$ and $S^2_{mr} = \mathbb{1}_{\rho^m_r > 0}$. In this case, $S^2 = \bm{1}$, because there is no freedom on the column dimension. For a given number of blocks $Q_1$, $Q_2$ and matrix $S^1$ ($S^2$ being in this case the matrix full of ones), the number of parameters is: \begin{equation*} \text{NP}(\pi\text{-}colBiSBM) = \sum_{m=1}^{M}\Bigg( \sum_{q=1}^{Q_1} S^1_{mq} - 1 \Bigg) + (Q_2 - 1) + \sum_{\substack{q=1,\dots,Q_1 \\ r=1,\dots,Q_2}} \mathbb{1}_{{(S^{1\prime}S^2)}_{qr}>0} \end{equation*} The first term corresponds to the non-null block proportions in each network. The third quantity accounts for the fact that some blocks may never be represented simultaneously in any network, so the corresponding connection parameters $\alpha_{qr}$ are not useful for defining the model. $\rho$-colBiSBM model still assumes that the networks share a common connectivity structure represented by $\bm{\alpha}$ but that each network has its own column block proportions. For $m \in \{1,\dots,M\}$, the $X^m$ are independent and \begin{align} \tag{\emph{$\rho$-colBiSBM}} X^m \sim \mathcal{F}-BiSBM_{n_1^m,n_2^m} (Q_1, Q_2, \bm{\pi}, \bm{\rho^m}, \bm{\alpha}), & & \forall m = 1, \dots, M \end{align} where $\forall (q,r) \in \{1,\dots,Q_1\}\times\{1,\dots,Q_2\}$, $\alpha_{qr} \in \mathcal{A}_{\mathcal{F}}$, $\pi_q \in \left( 0,1 \right], \sum_{q=1}^{Q_1} \pi_q = 1 $ and $\rho^m_r \in \left[ 0,1 \right], \sum_{r=1}^{Q_2} \rho^m_r = 1 $. This model is more flexible than the iid-colBiSBM as it allows some column block proportions to be null in certain networks ($\rho^m_r\in\left[ 0,1 \right]$): if $\rho_r^m = 0$ then the column block $r$ is not represented in the network $m$. \enquote{Mirroring} the formulas for the $\pi$-$colBiSBM$ we relax the constraints on the column dimension. For a given number of blocks $Q_1$, $Q_2$ and matrix $S^2$ ($S^1$ being in this case the matrix full of ones), the number of parameters is: \begin{equation*} \text{NP}(\rho\text{-}colBiSBM) = (Q_1 - 1) + \sum_{m=1}^{M}\Bigg( \sum_{r=1}^{Q_2} S^2_{mr} - 1 \Bigg) + \sum_{\substack{q=1,\dots,Q_1 \\ r=1,\dots,Q_2}} \mathbb{1}_{{(S^{1\prime}S^2)}_{qr}>0} \end{equation*} $\pi\rho$-colBiSBM model still assumes that the networks share a common connectivity structure represented by $\bm{\alpha}$ but that each network has its own row and column block proportions, it is the less constrained model. For $m \in \{1,\dots,M\}$, the $X^m$ are independent and \begin{align} \tag{\emph{$\pi\rho$-colBiSBM}} X^m \sim \mathcal{F}-BiSBM_{n_1^m,n_2^m} (Q_1, Q_2, \bm{\pi^m}, \bm{\rho^m}, \bm{\alpha}), & & \forall m = 1, \dots, M \end{align} where $\forall (q,r) \in \{1,\dots,Q_1\}\times\{1,\dots,Q_2\}$, $\alpha_{qr} \in \mathcal{A}_{\mathcal{F}}$, $\pi^m_q \in \left[ 0,1 \right], \sum_{q=1}^{Q_1} \pi^m_q~=~1, \forall m \in \{1,\dots,M\}$ and $\rho^m_r \in \left[ 0,1 \right], \sum_{r=1}^{Q_2} \rho^m_r = 1 $. For a given number of blocks $Q_1$, $Q_2$ and matrices $S^1$, $S^2$, the number of parameters is: \begin{equation*} \text{NP}(\pi\rho\text{-}colBiSBM) = \sum_{m=1}^{M}\Bigg( \sum_{q=1}^{Q_1} S^1_{mq} - 1 \Bigg) + \sum_{m=1}^{M}\Bigg( \sum_{r=1}^{Q_2} S^2_{mr} - 1 \Bigg) + \sum_{\substack{q=1,\dots,Q_1 \\ r=1,\dots,Q_2}} \mathbb{1}_{{(S^{1\prime}S^2)}_{qr}>0} \end{equation*} \section{Variational estimation of the parameters}\label{sec:variational-estimation-of-the-parameters} In practice, the estimation of the likelihood is not tractable. Following the classical approach defined in~\cite{daudinMixtureModelRandom2008} we use a variatonal version of the Expectation Maximization (VEM) algorithm. We maximize a variational lower bound of the log-likelihood of the observed data by approximating $p(\bm{Z,W}|\bm{X};\bm{\theta})$ with a distribution on $\bm{Z}$ and $\bm{W}$ named $\mathcal{R}$ defined as $\mathcal{R} = \otimes_{m=1}^M \mathcal{R}_m$.\ The lower bound is defined as: \begin{equation*} \mathcal{J}(\mathcal{R};\bm{\theta}) \coloneqq \sum_{m=1}^{M} \bigg( \mathbb{E}_{\mathcal{R}_m}[\ell(X^m,Z^m,W^m;\bm{\theta})] + \mathcal{H}(\mathcal{R}_m) \bigg) \leq \ell(\bm{X};\bm{\theta}) \end{equation*} $\bm{Z}$ and $\bm{W}$ are redefined using the \emph{one-hot encoded} conversion (i.e., $Z_i^m = q \rightarrow Z_{iq}^m = 1$ and $W_j^m = r \rightarrow W_{jr}^m = 1$).\\ % W_{jr\prime}^m pour r != r égal 0 % TODO Demander une confirmation des formules When $\mathcal{R}_m$ is issued from the set of the factorizable distributions, we denote $\tau_{iq}^{1,m} = \mathbb{P}_{\mathcal{R}_m}(Z_{iq}^m = 1|X_{i\bullet}^m)$ and $\tau_{jr}^{2,m} = \mathbb{P}_{\mathcal{R}_m}(W_{jr}^m = 1|X_{\bullet j}^m)$, thus we have: $\mathbb{P}_{\mathcal{R}_m} (Z_{iq}^m = 1, W_{jr}^m = 1|X^m) = \mathbb{P}_{\mathcal{R}_m}(Z_{iq}^m = 1|X_{i\bullet}^m) {\color{red}\times} \mathbb{P}_{\mathcal{R}_m}(W_{jr}^m = 1|X_{\bullet j}^m) = \tau_{iq}^{1,m} {\color{red}\times} \tau_{jr}^{2,m}$. The formula for the entropy per network is thus: \begin{equation*} \mathcal{H}(\mathcal{R}_m) = - \sum_{i=1}^{n_1} \tau^{1,m}_{i,q} \log \tau^{1,m}_{i,q} - \sum_{j=1}^{n_2} \tau^{2,m}_{j,r} \log \tau^{2,m}_{j,r} \end{equation*} And the expectation of the completed log-likelihood under the $\mathcal{R}_m$ variational distribution for network $m$ is: \begin{align*} \mathbb{E}_{\mathcal{R}_m}[\ell(X^m,Z^m,W^m;\bm{\theta})] = \sum_{i = 1}^{n_1^m}\sum_{j=1}^{n_2^m}\sum_{q \in \mathcal{Q}_{1,m}} \sum_{r \in \mathcal{Q}_{2,m}} \tau^{1,m}_{i,q} \tau^{2,m}_{j,r} \log f(X^{m}_{ij}; \alpha_{qr}) \\ + \sum_{i=1}^{n_1^m} \sum_{q \in \mathcal{Q}_{1,m}} \tau^{1,m}_{i,q} \log \pi_{\color{black}q}^{\color{gray}m} + \sum_{j=1}^{n_2^m} \sum_{r \in \mathcal{Q}_{2,m}} \tau^{2,m}_{j,r} \log \rho_{\color{black}r}^{\color{gray}m} \end{align*} And thus the lower bound becomes: \begin{align*} \mathcal{J}(\bm{\tau};\bm{\theta}) \coloneqq \sum_{m=1}^{M} \bigg(\sum_{i = 1}^{n_1^m}\sum_{j=1}^{n_2^m}\sum_{q \in \mathcal{Q}_{1,m}} \sum_{r \in \mathcal{Q}_{2,m}} \tau^{1,m}_{i,q} \tau^{2,m}_{j,r} \log f(X^{m}_{ij}; \alpha_{qr}) \\ + \sum_{i=1}^{n_1^m} \sum_{q \in \mathcal{Q}_{1,m}} \tau^{1,m}_{i,q} \log \pi_{\color{black}q}^{\color{gray}m} + \sum_{j=1}^{n_2^m} \sum_{r \in \mathcal{Q}_{2,m}} \tau^{2,m}_{j,r} \log \rho_{\color{black}r}^{\color{gray}m} \\ - \sum_{i=1}^{n_1} \tau^{1,m}_{i,q} \log \tau^{1,m}_{i,q} - \sum_{j=1}^{n_2} \tau^{2,m}_{j,r} \log \tau^{2,m}_{j,r} \bigg) \color{black} \end{align*} where we identify the variational distribution $\mathcal{R}$ with its parameter $\bm{\tau}$. \\ % \begin{equation*} % \mathcal{J}(\mathcal{R};\bm{\theta}) \coloneqq \mathbb{E}_{\mathcal{R}}[\ell(\bm{X},\bm{Z},\bm{W};\bm{\theta})] + \mathcal{H}(\bm{Z,W}) \leq \ell(\bm{X};\bm{\theta}) % \end{equation*} The VEM algorithm alternates between two steps, the variational E step and the M step. The E steps consists in optimizing $\mathcal{J}(\bm{\tau};\bm{\theta})$ for a current value of $\bm{\theta}$ with respect to $\bm{\tau}$. And the M step consists of maximizing $\mathcal{J}(\bm{\tau};\bm{\theta})$ with respect to $\bm{\theta}$ and for a given variational distribution $\bm{\tau}$. \subsection{Variational E step} \label{ssec:variational-e-step} At this step we maximize with respect to the variational distribution $\bm{\tau}$: $$\widehat{\bm{\tau}}^{(t+1)} = \arg \max_{\bm{\tau}} \mathcal{J}(\mathcal{\bm{\tau}},\bm{\widehat{\theta}}^{(t)}).$$ And we obtain the following formulae for the $\bm{\tau^m}$: \begin{align*} \widehat{\tau}_{iq}^{1,m} \propto \widehat{\pi}_{q}^{m(t)} \prod_{j=1}^{n_2^m}\prod_{r\in\mathcal{Q}_2^m} f(X_{ij}^m;\widehat{\alpha}_{qr}^{(t)})^{\widehat{\tau}_{jr}^{2,m(t+1)}} & \forall i = 1, \dots , n_1^m, q \in \mathcal{Q}_1^m \\ \widehat{\tau}_{jr}^{2,m} \propto \widehat{\rho}_{r}^{m(t)} \prod_{i=1}^{n_1^m}\prod_{q\in\mathcal{Q}_1^m} f(X_{ij}^m;\widehat{\alpha}_{qr}^{(t)})^{\widehat{\tau}_{iq}^{1,m(t+1)}} & \forall j = 1, \dots , n_2^m, r \in \mathcal{Q}_2^m \end{align*} which are used to update iteratively the values by a fixed point algorithm with only one step. % TODO move to technical.tex % From the above formulae we obtain for the Bernoulli distribution: % \begin{itemize} % \item[-] \textit{iid} : % \[ \bm{\tau}^{m,1} = ~^{t}\pi + \exp((\text{Mask}^{m} \odot A^{m}) % \bm{\tau}^{m,2} ~^{t}(\text{logit}(\alpha)) + \text{Mask}^{m} % \bm{\tau}^{m,2} ~^{t}\log(\bm{1} - \alpha)) \] % \[ \bm{\tau}^{m,2} = ~^{t}\rho + \exp(~^{t}(\text{Mask}^{m} \odot A^{m}) % \bm{\tau}^{m,1} \text{logit}(\alpha) + ~^{t}\text{Mask}^{m} % \bm{\tau}^{m,1} \log(\bm{1} - \alpha)) \] % \item[-] $\rho\pi$ : % \[ \bm{\tau}^{m,1} = ~^{t}\pi^{m} + \exp((\text{Mask}^{m} \odot A^{m}) % \bm{\tau}^{m,2} ~^{t}(\text{logit}(\alpha)) + \text{Mask}^{m} % \bm{\tau}^{m,2} ~^{t}\log(\bm{1} - \alpha)) \] % \[ \bm{\tau}^{m,2} = ~^{t}\rho^{m} + \exp(~^{t}(\text{Mask}^{m} \odot A^{m}) % \bm{\tau}^{m,1} \text{logit}(\alpha) + ~^{t}\text{Mask}^{m} % \bm{\tau}^{m,1} \log(\bm{1} - \alpha)) \] % \end{itemize} % with $\text{Mask}^{m}$ the matrix containing $0$ if the value is a NA and a 1 % otherwise. \subsection{M step of the algorithm} \label{ssec:m-step-of-the-algorithm} At iteration $(t)$ the M-step maximizes the variational bound with respect to the model parameters $\bm{\theta}$: \[ \widehat{\bm{\theta}}^{(t+1)} = \arg \max_{\bm{\theta}} \mathcal{J}(\mathcal{\bm{\widehat{\tau}}}^{(t+1)},\bm{\theta}) \] The following quantities are involved in the obtained formulae: \begin{align*} e^{m}_{qr} = \sum_{i=1}^{n_1^m} \sum_{j=1}^{n_2^m} \tau_{iq}^{1,m} \tau_{jr}^{2,m} X_{ij}^m & , & n^{m}_{qr} = \sum_{i=1}^{n_1^m} \sum_{j=1}^{n_2^m} \tau_{iq}^{1,m} \tau_{jr}^{2,m} & , & n^{1,m}_{q} = \sum_{i=1}^{n_1^m} \tau_{iq}^{1,m} & , & n^{2,m}_{r} = \sum_{j=1}^{n_2^m} \tau_{jr}^{2,m} \end{align*} The block proportions, in free mixture models, $(\pi_q^m)_{q\in\mathcal{Q}_1^m}, (\rho_r^m)_{r\in\mathcal{Q}_2^m}$ are estimated as \begin{align*} \widehat{\pi}_q^{m}= \frac{n^{1,m}_{q}}{n_1^m} & & \text{for } \pi\text{-}colBiSBM \text{ and } \pi\rho\text{-}colBiSBM \\ \widehat{\rho}_r^{m}= \frac{n^{2,m}_{r}}{n_2^m} & & \text{for } \rho\text{-}colBiSBM \text{ and } \pi\rho\text{-}colBiSBM \end{align*} while on the other hand, \begin{align*} \widehat{\pi}_q = \frac{\sum_{m=1}^{M} n^{1,m}_{q}}{\sum_{m=1}^{M} n_1^m} & & \text{for } iid\text{-}colBiSBM \text{ and } \rho\text{-}colBiSBM \\ \widehat{\rho}_r = \frac{\sum_{m=1}^{M} n^{2,m}_{r}}{\sum_{m=1}^{M} n_2^m} & & \text{for } iid\text{-}colBiSBM \text{ and } \pi\text{-}colBiSBM \end{align*} the parameters takes into account all the networks at the same time. The connectivity parameters $\alpha_{qr}$ for all models are estimated as the ratio of the number of interactions between row block $q$ and column block $r$ among all networks over the number of number of possible interactions: \begin{align*} \widehat{\alpha}_{qr} = \frac{\sum_{m=1}^{M} e^{m}_{qr}}{\sum_{m=1}^{M} n^{m}_{qr}} \end{align*} \section{Model selection}\label{sec:model-selection} % DONE % Adapt bicl, methode explo car defi % 1 bicl 2 model exploration % Citer la conclusion de l'article de St Clair discussion sur bipartite As discussed in~\cite{chabert-liddellLearningCommonStructures2024a}, the algorithmic aspect becomes complex when dealing with the bipartite case. Due to the size of the latent space being $\mathbb{N}^2$, conducting a complete exploration of the latent space is practically infeasible. Therefore, in addition to adapting the existing formulas, our contribution to addressing this challenge involved making significant choices, which are outlined below. The below procedures are implemented in the \emph{colSBM} package, available on \url{https://github.com/Chabert-Liddell/colSBM}. \subsection{The BIC-L criterion for model selection} \label{ssec:the-bic-l-criterion-for-model-selection} The Integrated Classified Likelihood (ICL) is a well-established tool in the SBM and LBM domains for selecting the appropriate number of blocks. It was introduced by~\cite{biernackiAssessingMixtureModel2000, daudinMixtureModelRandom2008}. The ICL is derived from an asymptotic approximation of the marginal complete likelihood. In this approach, the model parameters are integrated out using a prior distribution, resulting in a penalized likelihood criterion. By employing the ICL, one can effectively determine the optimal number of blocks for the given problem in a systematic manner. We obtain the following expression \[ \text{ICL} = \max_{\theta} \mathbb{E}_{\widehat{\mathcal{R}}} [\ell(\bm{X,Z,W;\theta})] - \frac{1}{2}\text{pen} \] with pen the penalties.\\ Using the formula $\mathbb{E}_{\widehat{\mathcal{R}}} [\ell(\bm{X,Z,W;\theta})] \approx \ell (\bm{X;\theta}) - \mathcal{H(\widehat{R})}$, it becomes clearer, as highlighted in the existing literature, that the Integrated Classified Likelihood (ICL) gives preference to well-separated blocks by imposing a penalty on the entropy of node grouping. However, the objective of our study extends beyond grouping nodes into coherent blocks. We also aim to assess the similarity of connectivity patterns across different networks. Consequently, we aim to permit models that offer more flexible node grouping without penalizing entropy. This leads us to formulate a BIC-like criterion in the following manner: \[ \text{BIC-L} = \max_{\bm{\theta}} \mathbb{E}_{\widehat{\mathcal{R}}} [\ell(\bm{X,Z,W;\theta})] + \mathcal{H(\widehat{R})} - \frac{1}{2}\text{pen} = \max_{\bm{\theta}} \mathcal{J(\widehat{R}, \bm{\theta})} - \frac{1}{2}\text{pen} \] We provide below the expression for the penalties for the 4 models that we propose. \paragraph*{\textit{iid-colBiSBM}} For the \textit{iid-colBiSBM} the penalties were modified in the following way: \begin{itemize} \item For the $\pi$s and $\rho$s: \[\text{pen}_{\pi}(Q_1) = (Q_1 - 1)\log(\sum_{m=1}^{M}n_{1}^{m})\] \[\text{pen}_{\rho}(Q_2) = (Q_2 - 1)\log(\sum_{m=1}^{M}n_{2}^{m})\] \item For the $\alpha$s : \[\text{pen}_{\alpha}(Q_1, Q_2) = Q_1 \times Q_2 \log(N_M)\] with \[ N_M = \sum_{m = 1}^{M} n_{1}^{m} \times n_{2}^{m} \] \end{itemize} And thus the $\text{BIC-L}$ formula is now: \[ \text{BIC-L}(\bm{X},Q_1, Q_2) = \max_{\theta} \mathcal{J} (\mathcal{\hat{R}}, \bm{\theta}) - \frac{1}{2} [\text{pen}_{\pi}(Q_1) + \text{pen}_{\rho}(Q_2) + \text{pen}_{\alpha}(Q_1, Q_2)]\] \paragraph*{\textit{$\rho\pi$-colBiSBM}} For the \textit{$\rho\pi$-colBiSBM} the penalties are the following: \begin{itemize} \item The support penalties are: \[ \text{pen}_{S_1}(Q_1) = -2 \log p_{Q_1} (S_1) \] \[ \text{pen}_{S_2}(Q_2) = -2 \log p_{Q_2} (S_2) \] with \[ \log p_{Q_1}(S_1) = - M \log(Q_1) - \sum_{m=1}^{M} \log {Q_1 \choose Q_1^{(m)}} \] \[ \log p_{Q_2}(S_2) = - M \log(Q_2) - \sum_{m=1}^{M} \log {Q_2 \choose Q_2^{(m)}} \] \item Penalties for the $\rho$s and $\pi$s: \[ \text{pen}_{\pi}(Q_1, S_1) = \sum_{m=1}^{M} (Q_{1}^{(m)} - 1) \log n_{1}^{m} \] \[ \text{pen}_{\rho}(Q_2, S_2) = \sum_{m=1}^{M} (Q_{2}^{(m)} - 1) \log n_{2}^{m} \] \item Penalties for the $\alpha$s: \[ \text{pen}_{\alpha}(Q_1, Q_2, S_1, S_2) = (\sum_{q=1}^{Q_1} \sum_{r=1}^{Q_2} \mathbb{1}_{(S_1)'S_2 > 0}) \log (N_M) \] \end{itemize} And the corresponding BIC-L formula: \[ \begin{aligned} \text{BIC-L}(\bm{X},Q_1, Q_2) = \max_{S_1,S_2} [ & \max_{\theta_{S_1,S_2} \in \Theta_{S_1,S_2}} \mathcal{J}(\mathcal{\hat{R}},\theta_{S_1,S_2}) \\ - \frac{1}{2} & (\text{pen}_{\pi}(Q_1, S_1) + \text{pen}_{\rho}(Q_2, S_2) \\ & + \text{pen}_{\alpha}(Q_1, Q_2, S_1, S_2) \\ & + \text{pen}_{S_1}(Q_1) + \text{pen}_{S_2}(Q_2))] \\ \end{aligned} \] \subsection{Initialization and pairing of the models} \label{ssec:initialization-and-pairing-of-the-models} First to combine the information from the $M$ networks we fit a collection model for each network at the two points $Q = (1, 2)$ and $Q = (2, 1)$. Using the previously described VEM algorithm we obtain for each network its parameters ($\bm{\rho,\pi,\alpha}$). We then compute the marginal laws for each dimension, for each network. Then we order the network blocks by the probabilities obtained in decreasing order. \begin{itemize} \item For the memberships on the columns: $col~order_m = order\left(\pi_m \times \alpha_m\right)$ \item For the memberships on the rows: $row~order_m = order\left(\rho_m \times ~^{t}(\alpha_m)\right)$ \end{itemize} Using this order we relabel the memberships for the $M$ fitted collection of a single network. Then we use the $M$ memberships to fit a collection containing the $M$ networks. \subsection{Greedy exploration to find an estimation of the mode} \label{ssec:greedy-exploration-to-find-an-estimation-of-the-mode} Using the previously fitted models for $Q = (1,2)$ and $Q = (2,1)$ we choose to perform a greedy exploration to find a first mode. Meaning that for a given $Q = (Q_1, Q_2)$ we will compute all the possible memberships for the points $Q \in \{(Q_1 + 1, Q_2),(Q_1, Q_2 + 1),(Q_1 - 1, Q_2), (Q_1, Q_2 - 1)\}$, fit the corresponding models and choose the one that maximizes the BIC-L as the next point from which to repeat the procedure. We repeat the procedure until the BIC-L stops increasing $2$ times in a row. \begin{algorithm}[H] \caption{Greedy Exploration for Mode Estimation} \SetAlgoLined \SetKwInOut{Input}{Input} \SetKwInOut{Output}{Output} \Input{Fitted models for $Q = (1,2)$ and $Q = (2,1)$} \Output{Estimation of the mode using greedy exploration} \BlankLine Initialize $Q = (1,2)$ as the starting point Initialize $\text{BIC-L}_{\text{max}}$ as the maximum achieved BIC-L value Initialize $consecutive\_count$ as 0 \BlankLine \While{$consecutive\_count < 2$}{ Compute possible memberships for $Q \in \{(Q_1 + 1, Q_2), (Q_1, Q_2 + 1), (Q_1 - 1, Q_2), (Q_1, Q_2 - 1)\}$\; Fit models with the computed memberships Choose the model with the maximum BIC-L as the next point \BlankLine \If{$\text{BIC-L} > \text{BIC-L}_{\text{max}}$}{ $\text{BIC-L}_{\text{max}} \leftarrow \text{BIC-L}$ $consecutive\_count \leftarrow 0$ } \Else{ $consecutive\_count \leftarrow consecutive\_count + 1$ } \BlankLine $Q \leftarrow$ Next selected point } \BlankLine \textbf{Output:} Estimation of the mode using greedy exploration \end{algorithm} When this first estimation of the BIC-L mode has been find we apply the moving window on it. \subsection{Moving window to update the block memberships and the BIC-L} \label{ssec:moving-window-to-update-the-block-memberships-and-the-bic-l} The \emph{moving window} is used to update the block memberships on rows and columns and fit new models with those changes. To define the window, we use a center point and a \emph{depth}, giving us the bottom left corner ($Q_{1,center} - depth, Q_{2,center} - depth$) and the top right corner of the window ($Q_{1,center} + depth, Q_{2,center} + depth$). All the points in this square will be updated and contribute to the update of the others. This procedure is repeated until convergence of the BIC-L. The figure \ref{fig:moving-window-procedure} illustrates the procedure. It consists of two alternating steps: \begin{itemize} \item the \emph{forward pass}: repeatedly computing the possible splits to fit the current model. \item the \emph{backward pass}: computing the possible merges to fit the current model. \end{itemize} \begin{algorithm}[H] \caption{Moving Window Procedure} \SetAlgoLined \SetKwInOut{Input}{Input} \SetKwInOut{Output}{Output} \Input{Center point $(Q_{1,\text{center}}, Q_{2,\text{center}})$, depth} \Output{Best model with maximum BIC-L in the window} \BlankLine Define bottom left corner $(Q_{1,\text{center}} - \text{depth}, Q_{2,\text{center}} - \text{depth})$\\ Define top right corner $(Q_{1,\text{center}} + \text{depth}, Q_{2,\text{center}} + \text{depth})$ \BlankLine \While{not converged}{ \textbf{Forward pass:} \For{$Q_1 \in \left[ Q_{1,\text{center}} - \text{depth} ; Q_{1,\text{center}} + \text{depth} \right]$}{ \For{$Q_2 \in \left[ Q_{2,\text{center}} - \text{depth}; Q_{2,\text{center}} + \text{depth} \right] $}{ Compute possible splits from predecessors $(Q_1 - 1, Q_2)$ and $(Q_1, Q_2 - 1)$ Fit models with the block membership changes Compare and keep the best model based on BIC-L } } \BlankLine \textbf{Backward pass:} \For{$Q_1 \in \left[ Q_{1,\text{center}} + \text{depth} ; Q_{1,\text{center}} - \text{depth} \right]$}{ \For{$Q_2 \in \left[ Q_{2,\text{center}} + \text{depth}; Q_{2,\text{center}} - \text{depth} \right] $}{ Compute possible merges from predecessors $(Q_1 + 1, Q_2)$ and $(Q_1, Q_2 + 1)$ Fit models with the block membership changes Compare and keep the best model based on BIC-L } } \BlankLine Update the best model based on the maximum BIC-L } \BlankLine \textbf{Output:} Best model with maximum BIC-L in the window \end{algorithm} \begin{figure}[H] \definecolor{mypurple}{RGB}{128,0,128} \begin{subfigure}[b]{0.48\textwidth} \begin{tikzpicture}[scale=1.5] \tikzstyle{model}=[circle,draw=none,fill=gray, thick] \tikzstyle{split}=[>=stealth,->,thick, draw=blueps] \tikzstyle{merge}=[>=stealth,->,thick, draw=red] \draw[step=1cm, help lines] (-2,-2) grid (2,2); \node[model] (mode) at (0,0) {{\color{red}X}}; \draw[color=red, line width=1pt, dashed] (-1.5,-1.5) rectangle ++(3,3); \node[model] (bottom_left) at (-1,-1) {}; \node[model, draw=blueps] (row_1) at (0,-1) {}; \node[model, draw=blueps] (col_1) at (-1,0) {}; \node[model, draw=blueps] (row_2) at (1,-1) {}; \node[model, draw=blueps] (col_2) at (-1,1) {}; \node[model, draw=blueps] (mode) at (0,0) {{\color{red}X}}; \node[model, draw=blueps] (row_3) at (1,0) {}; \node[model, draw=blueps] (col_3) at (0,1) {}; \node[model, draw=blueps] (top_right) at (1,1) {}; \draw[split] (bottom_left) -- (col_1); \draw[split] (-1.75,0) -- (col_1); \draw[split] (bottom_left) -- (row_1); \draw[split] (0,-1.75) -- (row_1); \draw[split] (col_1) -- (col_2); \draw[split] (-1.75,1) -- (col_2); \draw[split] (row_1) -- (row_2); \draw[split] (1,-1.75) -- (row_2); \draw[split] (row_1) -- (mode); \draw[split] (col_1) -- (mode); \draw[split] (col_2) -- (col_3); \draw[split] (row_2) -- (row_3); \draw[split] (mode) -- (row_3); \draw[split] (mode) -- (col_3); \draw[split] (col_3) -- (top_right); \draw[split] (row_3) -- (top_right); \end{tikzpicture} \caption[forward]{Visualisation of a forward pass of moving window}\label{fig:visualisation-forward-pass} \end{subfigure} \hfill \begin{subfigure}[b]{0.48\textwidth} \begin{tikzpicture}[scale=1.5] \tikzstyle{model}=[circle,draw=none,fill=gray] \tikzstyle{split}=[>=stealth,->,thick, draw=blueind] \tikzstyle{merge}=[>=stealth,->,thick, draw=red] \draw[step=1cm, help lines] (-2,-2) grid (2,2); \draw[color=red, line width=1pt, dashed] (-1.5,-1.5) rectangle ++(3,3); \node[model, draw=mypurple] (top_right) at (1,1) {}; \node[model, draw=mypurple] (row_3) at (1,0) {}; \node[model, draw=mypurple] (col_3) at (0,1) {}; \node[model, draw=mypurple] (row_2) at (1,-1) {}; \node[model, draw=mypurple] (col_2) at (-1,1) {}; \node[model, draw=mypurple] (mode) at (0,0) {{\color{red}X}}; \node[model, draw=red] (bottom_left) at (-1,-1) {}; \node[model, draw=mypurple] (row_1) at (0,-1) {}; \node[model, draw=mypurple] (col_1) at (-1,0) {}; \draw[merge] (1,1.75) -- (top_right); \draw[merge] (1.75,1) -- (top_right); \draw[merge] (0,1.75) -- (col_3); \draw[merge] (1.75,0) -- (row_3); \draw[merge] (1.75,-1) -- (row_2); \draw[merge] (-1,1.75) -- (col_2); \draw[merge] (top_right) -- (col_3); \draw[merge] (top_right) -- (row_3); \draw[merge] (col_3) -- (col_2); \draw[merge] (row_3) -- (row_2) ; \draw[merge] (row_3) -- (mode); \draw[merge] (col_3) -- (mode); \draw[merge] (col_2) --(col_1); \draw[merge] (row_2) -- (row_1); \draw[merge] (mode) -- (row_1); \draw[merge] (mode) -- (col_1); \draw[merge] (col_1) -- (bottom_left); \draw[merge] (row_1) -- (bottom_left); \end{tikzpicture} \caption[forward]{Visualisation of a backward pass of moving window}\label{fig:visualisation-backward-pass} \end{subfigure} \caption{Moving window procedure, the center node marked with an {\color{red}X} is the mode of BIC-L}\label{fig:moving-window-procedure} \end{figure} \paragraph*{Forward pass} The forward pass consists for a model at $(Q_1, Q_2)$ to compute the possible splits from the block memberships of its ``predecessors``. The predecessors are the point at the left $(Q_1 - 1, Q_2)$ and below $(Q_1, Q_2 - 1)$ the current model (if they exist). To update the current model, we take its predecessors block memberships and try to split one of the blocks in two. Then the current model is fitted using this clustering as a starting clustering. Once all the possible splits are fitted, they are compared, keeping the best, in the sense of the BIC-L. If a model was already present it is also compared and the best is chosen as the model for this round at $(Q_1, Q_2)$.\\ The procedure then repeats for the point at $(Q_1 + 1, Q_2)$ until it reaches $(Q_{1,center} + depth, Q_2)$ from which it repeats from $(Q_{1,center} - depth, Q_2 + 1)$. This repeats until computing the best model for $(Q_{1,center} + depth, Q_{2,center} + depth)$. \textit{Note on the initialization:} The forward pass starts from the point $(Q_{1,center} + depth, Q_{2,center} + depth)$, so this points needs to have at least a model fitted. In the best case, the greedy exploration will have visited this point. But if the point has not been visited, a model will be fitted from a spectral initialization (i.e the block memberships is computed by using a spectral clustering). From this point, the next model will have at least one predecessor and the procedure can iterate. \paragraph*{Backward pass} The backward pass consists for a model at $(Q_1, Q_2)$ to compute the possible merges from the block memberships of its ``predecessors``. The predecessors are the point at the right $(Q_1 + 1, Q_2)$ and on top $(Q_1, Q_2 + 1)$ of the current model (if the predecessors exist). To update the current model, we take its predecessors block memberships and try to merge two blocks in one. Then the current model is fitted using this clustering as a starting clustering. Once all the possible merges are fitted, they are compared, keeping the best, in the sense of the BIC-L. If a model was already present it is also compared and the best is chosen as the model for this round at $(Q_1, Q_2)$.\\ The procedure then repeats for the point at $(Q_1 - 1, Q_2)$ until it reaches $(Q_{1,center} - depth, Q_2)$ from which it repeats from $(Q_{1,center} - depth, Q_2 - 1)$. This repeats until computing the best model for ($Q_{1,center} - depth, Q_{2,center} - depth$). \textit{Note on the initialization:} The backward pass starts from $(Q_{1,center} + depth, Q_{2,center} + depth)$, we know it was initialized at least by the forward pass, no special case here.\\ At the end of the moving window pass, the model of max BIC-L is the new best fit and the procedure can repeat until convergence. \section{Networks clustering} \label{sec:networks-clustering} As in~\cite{chabert-liddellLearningCommonStructures2024a} we use a recursive algorithm to determine the best clustering of the given networks. The procedure being the same, we will present it briefly and focus on adjustments. When networks in a collection do not share the same mesoscale connectivity structure we want to be able to partition them correctly. For this we perform a clustering of networks. The process of clustering a collection of networks involves discovering a partition $\mathcal{G} = (\mathcal{M}_g)_{g=1,\dots,G}$ of $\{1,\dots, M\}$. Given $\mathcal{G}$ we set the following model on $\bm{X}$: \[ \forall g \in \{1,\dots, G\}, \forall m \in \mathcal{M}_g, X^m \sim \mathcal{F}\text{-}BiSBM(Q_1^g, Q_2^g, \bm{\pi^m, \rho^m,} \bm{\alpha}^g) \] And we defined the score of a given partition $\mathcal{G}$: \[ Sc(\mathcal{G}) = \sum_{g=1}^{G} \max_{Q^g=1,\dots,Q_{\max}} \text{BIC-L}((X^m)_{m\in\mathcal{M}_g},Q_1^g, Q_2^g) \] Thus the score consists of the sum of the BIC-L of the sub-collections for the partition $\mathcal{G}$. \subsection{Dissimilarity between two networks} \label{ssec:dissimilarity-between-two-networks} The parameters for the dissimilarity are defined as follow: \begin{align*} \widetilde{n}_{qr}^m = \sum_{i=1}^{n_1^m} \sum_{j=1}^{n_2^m} \widehat{\tau}_{iq}^{1,m} \widehat{\tau}_{jr}^{2,m}, & & \widetilde{\alpha}_{qr}^m = \frac{\sum_{i=1}^{n_1^m} \sum_{j=1}^{n_2^m} \widehat{\tau}_{iq}^{1,m} \widehat{\tau}_{jr}^{2,m} X_{ij}^m}{\widetilde{n}_{qr}^m}, \\ \widetilde{\pi}_q^m = \frac{\sum_{i=1}^{n_1^m} \widehat{\tau}_{iq}^{1,m}}{n_1^m}, & & \widetilde{\rho}_r^m = \frac{\sum_{j=1}^{n_2^m} \widehat{\tau_{jr}}^{2,m}}{n_2^m} \end{align*} And the dissimilarity between any pair of networks $(m,m')\in\mathcal{M}^2$ is then: \[ D_{\mathcal{M}}(m,m') = \sum_{q = 1}^{Q_1} \sum_{r = 1}^{Q_2} \max(\widetilde{\pi}_{q}^{m}, \widetilde{\pi}_{q}^{m'}) \left( \widetilde{\alpha}_{qr}^{m} - \widetilde{\alpha}_{qr}^{m'}\right)^{2} \max(\widetilde{\rho}_{r}^{m}, \widetilde{\rho}_{r}^{m'}) \] \begin{figure}[H] \centering \begin{tikzpicture} \tikzstyle{instruct}=[font=\small, text justified, rectangle,draw,fill=yellow!50] \tikzstyle{first_col}=[rectangle, text justified, draw,fill=gray!50] \tikzstyle{second_col}=[scale=0.55, circle, draw,fill=red!50] \tikzstyle{test}=[font=\small, text justified, diamond, aspect=2.5,thick, draw=blueps,fill=yellow!50] \tikzstyle{es}=[font=\small, text justified, rectangle,draw,rounded corners=4pt,fill=cyanind!25] \node[es] (liste) at (0,4) {Supply a collection to partition}; \node[instruct, text width=5cm, below = 0.45cm of liste] (1-collection) {Fit \emph{colBiSBM}}; \node[first_col, right = 0.5cm of 1-collection] (1-col-obj) {}; \node[instruct, text width=5cm, below = 0.45cm of 1-collection] (dissimi) {Compute a dissimilarity matrix over the collection}; \node[instruct, text width=5cm, below = 0.45cm of dissimi] (2-sous-collection) {Split the \emph{collection in 2 sub-collections} and fit the \emph{colBiSBM}}; \node[second_col, right = 0.25cm of 2-sous-collection] (1-sec-col-obj) {1}; \node[second_col, right = 0.25cm of 1-sec-col-obj] (1-sec-col-obj) {2}; \node[test,below = 0.45cm of 2-sous-collection, scale=0.7] (BICL-test) {$\sum_{i=1}^{2} (\text{BIC-L}(\tikz[baseline=-0.25cm]{\node[second_col] {i};} )) > \text{BIC-L}(\tikz[baseline=-0.25cm]{\node[first_col] {};})$?}; \node[es, right = 0.55cm of BICL-test] (sortie) {Output \tikz{\node[rectangle, draw, fill=gray!50, rounded corners=0pt] {};}}; \node[es, left = 0.45cm of dissimi, text width = 2cm] (recursion) {Loop over \tikz{\node[second_col] {1};} and \tikz{\node[second_col] {2};} }; \tikzstyle{suite}=[->,>=stealth,thick,rounded corners=4pt] \draw[suite] (liste) -- (1-collection); \draw[suite] (1-collection) -- (dissimi); \draw[suite] (dissimi) -- (2-sous-collection); \draw[suite] (2-sous-collection) -- (BICL-test); \draw[suite] (BICL-test) -| node[near start, above, fill=none] {Yes} (recursion); \draw[suite] (recursion.east) -- (dissimi.west); \draw[suite] (BICL-test) -- node[near start, above, fill=none] {No} (sortie); \end{tikzpicture} \caption{Network clustering procedure} \label{fig:netclustering-procedure} \end{figure} The above figure (\ref{fig:netclustering-procedure}) shows a condensed explanation of the network clustering algorithm. The idea is to adjust the \emph{colBiSBM} model over the full collection of $M$ networks and then compute the dissimilarity matrix between all networks of the collection. We obtain the collection $\mathcal{G} = \{\mathcal{M}\}$ the trivial partition in a unique group. Then using the \emph{Kmeans} we split the collection in two sub-collections with the dissimilarity matrix. The two sub-collections are fitted and we compute the score of this new partition $\mathcal{G}^{*} = \{G_1, G_2\}$. If $Sc(\mathcal{G}^{*}) > Sc(\mathcal{G})$ then we repeat the same procedure on $G_1$ and $G_2$. Else we return $\mathcal{G}$. We illustrate our capacity to perform a partition of a collection for all colBiSBM models in %\ref{sec:network-clustering-of-simulated-networks}.