Deep learning, a collection of related neural network algorithms, has been proved successful in certain types of machine learning tasks in computer vision, speech recognition, data cleaning, and natural language processing (NLP). [Mikolov et. al. 2013] However, it was unclear how deep learning can be so successful. It looks like a black box with messy inputs and excellent outputs. So why is it so successful?

A friend of mine showed me this article in the preprint (arXiv:1410.3831) [Mehta & Schwab 2014] last year, which mathematically shows the equivalence of deep learning and renormalization group (RG). RG is a concept in theoretical physics that has been widely applied in different problems, including critical phenomena, self-organized criticality, particle physics, polymer physics, and strongly correlated electronic systems. And now, Mehta and Schwab showed that an explanation to the performance of deep learning is available through RG.

So what is RG? Before RG, Leo Kadanoff, a physics professor in University of Chicago, proposed an idea of coarse-graining in studying many-body problems in 1966. [Kadanoff 1966] In 1972, Kenneth Wilson and Michael Fisher succeeded in applying ɛ-expansion in perturbative RG to explain the critical exponents in Landau-Ginzburg-Wilson (LGW) Hamiltonian. [Wilson & Fisher 1972] This work has been the standard material of graduate physics courses. In 1974, Kenneth Wilson applied RG to explain the Kondo problem, which led to his Nobel Prize in Physics in 1982. [Wilson 1983]

RG assumes a system of scale invariance, which means the system are similar in whatever scale you are seeing. One example is the chaotic system as in Fig. 1. The system looks the same when you zoom in. We call this scale-invariant system self-similar. And physical systems closed to phase transition are self-similar. And if it is self-similar, Kadanoff’s idea of coarse-graining is then applicable, as in Fig. 2. Four spins can be viewed as one spin that “summarizes” the four spins in that block without changing the description of the physical system. This is somewhat like we “zoom out” the picture on Photoshop or Web Browser.

[Taken from [Singh 2014]]

So what’s the point of zooming out? Physicists care about the Helmholtz free energies of physical systems, which are similar to cost functions to the computer scientists and machine learning specialists. Both are to be minimized. However, whatever scale we are viewing at, the energy of the system should be scale-invariant. Therefore, as we zoom out, the system “changes” yet “looks the same” due to self-similarity, but the energy stays the same. The form of the model is unchanged, but the parameters change as the scale changes.

This is important, because this process tells us which parameters are relevant, and which others are irrelevant. Why? Think of it this way: we have an awesome computer to simulate a glass of water that contains 1023 water molecules. To describe the systems, you have all parameters, including the position of molecules, strength of Van der Waals force, orbital angular momentum of each atom, strength of the covalent bonds, velocities of the molecules… You might have 1025 parameters. However, this awesome computer cannot handle such a system with so many parameters. Then you try to coarse-grain the system, and you discard some parameters in each step of coarse-graining. After numerous steps, it turns out that the temperature and the pressure are the only relevant parameters.

RG helps you identify the relevant parameters.

And it is exactly what happened in deep learning. In each convolutional cycle, features that are not important are gradually discarded, and those that are important are kept and enhanced. Indeed, in computer vision and NLP, the data are so noisy that there are a lot of unnecessary information. Deep learning gradually discards these information. As Mehta and Schwab stated, [Mehta & Schwab 2014]

Our results suggests that deep learning algorithms may be employing a generalized RG-like scheme to learn relevant features from data.

So what is the point of understanding this? Unlike other machine algorithms, we did not know how it works, which sometimes makes model building very difficult because we have no idea how to adjust parameters. I believe understanding its equivalence to RG helps guide us to build a model that works.

Charles Martin also wrote a blog entry with more demonstration about the equivalence of deep learning and RG. [Martin 2015]

This is an age of quantification, meaning that we want to give everything, even qualitative, a number. In schools, teachers measure how good their students master mathematics by grading, or scoring their homework. The funding agencies measure how good a scientist is by counting the number of his publications, the citations, and the impact factors. We measure how successful a person is by his annual income. We can question all these approaches of measurement. Yet however good or bad the measures are, we look for a metric to measure.

Original PageRank Algorithm

We measure webpages too. In the early ages of Internet, people performed searching on sites such as Yahoo or AltaVista. The keywords they entered are the main information for the browser to do the searching. However, a big problem was that a large number of low quality or irrelevant webpages showed up in search results. Some were due to malicious manipulation of keyword tricks. Therefore, it gave rise a need to rank the webpages. Larry Page and Sergey Brin, the founders of Google, tackled this problem as a thesis topic in Stanford University. But this got commercialized, and Brin never received his Ph.D. They published their algorithm, called PageRank, named after Larry Page, at the Seventh International World Wide Web Conference (WWW7) in April 1998. [Brin & Page 1998] This algorithm is regarded as one of the top ten algorithms in data mining by a survey paper published in the IEEE International Conference on Data Mining (ICDM) in December 2006. [Wu et. al. 2008]

Larry Page and Sergey Brin (source)

The idea of the PageRank algorithm is very simple. It regards each webpage as a node, and each link in the webpage as a directional edge from the source to the target webpage. This forms a network, or a directed graph, of webpages connected by their links. A link is seen as a vote to the target homepage, and if the source homepage ranks high, it enhances the target homepage’s ranking as well. Mathematically it involves solving a large matrix using Newton-Raphson’s method. (Technologies involving handling the large matrix led to the MapReduce programming paradigm, another big data trend nowadays.)

Example (made by Python with packages networkx and matplotlib)

Let’s have an intuition through an example. In the network, we can easily see that “Big Data 1” has the highest rank because it has the most edges pointing to it. However, there are pages such as “Big Data Fake 1,” which looks like a big data page, but in fact it points to “Porn 1.” After running the PageRank algorithm, it does not have a high rank. The sample of the output is:

```[('Big Data 1', 0.00038399273501500979),
('Artificial Intelligence', 0.00034612564364377323),
('Deep Learning 1', 0.00034221161094691966),
('Machine Learning 1', 0.00034177713235138173),
('Porn 1', 0.00033859136614724074),
('Big Data 2', 0.00033182629176238337),
('Spark', 0.0003305912073357307),
('Dow-Jones 1', 0.00032368956852396916),
('Big Data 3', 0.00030969537721207128),
('Porn 2', 0.00030969537721207128),
('Big Data Fake 1', 0.00030735245262038724),
('Dow-Jones 2', 0.00030461420169420618),
('Machine Learning 2', 0.0003011838672138951),
('Deep Learning 2', 0.00029899313444392865),
('Econophysics', 0.00029810944592071552),
('Big Data Fake 2', 0.00029248837867043803),
('Wall Street', 0.00029248837867043803),
('Deep Learning 3', 0.00029248837867043803)]```

You can see those pornographic webpages that pretend to be big data webpages do not have rank as high as those authentic ones. PageRank fights against spam and irrelevant webpages. Google later further improved the algorithm to combat more advanced tricks of spam pages.

You can refer other details in various sources and textbooks. [Rajaraman and Ullman 2011, Wu et. al. 2008]

Use in Social Media and Forums

Mathematically, the PageRank algorithm deals with a directional graph. As one can imagine, any systems that can be modeled as directional graph allow rooms for applying the PageRank algorithm. One extension of PageRank is ExpertiseRank.

Jun Zhang, Mark Ackerman and Lada Adamic published a conference paper in the International World Wide Web (WWW7) in May 2007. [Zhang, Ackerman & Adamic 2007] They investigated into a Java forum, by connecting users to posts and anyone replying to it as a directional graph. With an algorithm closely resembled PageRank, they found the experts and influential people in the forum.

Graphs in ExpertiseRank (take from [Zhang, Ackerman & Adamic 2007])

There are other algorithms like HITS (Hypertext induced topic selection) that does similar things. And social media such as Quora (and its Chinese counterpart, Zhihu) applied a link analysis algorithm (probabilistic topic network, see this.) to perform topic network building. Similar ideas are also applied to identify high-quality content in Yahoo! Answers. [Agichtein, Castillo, Donato, Gionis & Mishne 2008]

Use in Finance and Econophysics

PageRank algorithm is also applied outside information technology fields. Financial engineers and econophysicists applied an algorithm, called DebtRank, which is very similar to PageRank, to determine the systemically important financial institutions in a financial network. This work is published in Nature Scientific Reports. [Battiston, Puliga, Kaushik, Tasca & Caldarelli 2012] In their study, each node represents a financial institution, and a directional edge means the estimated potential impact of an institution to another one. Using DebtRank, we are able to identify the centrally important institutions that potentially impacted other institutions in the network once a financial crisis occurs.

D
ebtRank network, taken from [Battiston, Puliga, Kaushik, Tasca & Caldarelli 2012])