Link prediction: The power of maximal entropy random walk

Link prediction is a fundamental problem in social network analysis. The key technique in unsupervised link prediction is to find an appropriate similarity measure between nodes of a network. A class of wildly used similarity measures are based on random walk on graph. The traditional random walk (TRW) considers the link structures by treating all nodes in a network equivalently, and ignores the centrality of nodes of a network. However, in many real networks, nodes of a network not only prefer to link to the similar node, but also prefer to link to the central nodes of the network. To address this issue, we use maximal entropy random walk (MERW) for link prediction, which incorporates the centrality of nodes of the network. First, we study certain important properties of MERW on graph G by constructing an eigen-weighted graph G. We show that the transition matrix and stationary distribution of MERW on G are identical to the ones of TRW on G. Based on G, we further give the maximal entropy graph Laplacians, and show how to fast compute the hitting time and commute time of MERW. Second, we propose four new graph kernels and two similarity measures based on MERW for link prediction. Finally, to exhibit the power of MERW in link prediction, we compare 27 various link prediction methods over 3 synthetic and 8 real networks. The results show that our newly proposed MERW based methods outperform the state-of-the-art method on most datasets.