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Markov Chains

This document discusses how matrices, Markov chains, and digraphs are used by Google in its PageRank algorithm. It begins with an introduction to matrices, Markov chains, and digraphs. It then explains that PageRank assigns importance values to web pages based on the page's links, with more important pages that link to a page causing it to rank higher. PageRank models the web as a digraph and uses the eigenvector of the transition matrix's stationary distribution as the importance values. This iterative process produces PageRank values that prioritize search results.

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147 views37 pages

Markov Chains

This document discusses how matrices, Markov chains, and digraphs are used by Google in its PageRank algorithm. It begins with an introduction to matrices, Markov chains, and digraphs. It then explains that PageRank assigns importance values to web pages based on the page's links, with more important pages that link to a page causing it to rank higher. PageRank models the web as a digraph and uses the eigenvector of the transition matrix's stationary distribution as the importance values. This iterative process produces PageRank values that prioritize search results.

Uploaded by

Dursun -Avrupa Yakası-
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Matrices, Digraphs, Markov

Chains & Their Use by


Google
Leslie Hogben
Iowa State University and
American Institute of Mathematics
Bay Area Mathematical Adventures
February 27, 2008
With material from Becky Atherton
Matrices
Markov Chains
Digraphs
Googles PageRank
Outline
Introduction to Matrices
A matrix is a rectangular array of
numbers
Matrices are used to solve systems of
equations
Matrices are easy for computers to
work with
Matrix arithmetic
Matrix Addition


1 2
3 4



(

(
+
3 1
2 0



(

(
=
1+ 3 2 + (1)
3+ (2) 4 + 0



(

(
=
4 1
1 4



(

(

1 2
3 4



(

(
3 1
2 0



(

(
=
(1)(3) + (2)(2) (1)(1) + (2)(0)
(3)(3) + (4)(2) (3)(1) + (4)(0)



(

(
=
1 1
1 3



(

(
Matrix Multiplication
At each time period, every object in the
system is in exactly one state, one of
1,,n.
Objects move according to the
transition probabilities: the probability
of going from state j to state i is t
ij

Transition probabilities do not change
over time.
Introduction to Markov Chains
The transition matrix of a Markov chain
T = [t
ij
] is an n n matrix.
Each entry t
ij
is the probability of
moving from state j to state i.
0 s t
ij
s 1
Sum of entries in a column must be
equal to 1 (stochastic).
Example: Customers can choose from three major
grocery stores: H-Mart, Freddys and Shoppers
Market.



Each year H-Mart retains 80% of its
customers, while losing 15% to Freddys and
5% to Shoppers Market.
Freddys retains 65% of its customers, loses
20% to H-Mart and 15% to Shoppers
Market.
Shoppers Market keeps 70% of its
customers, loses 20% to H-Mart and 10% to
Freddys.


T =
.80 .20 .20
.15 .65 .10
.05 .15 .70





(

(
(
(
Example: The transition matrix.



Look at the calculation used to determine the
probability of starting at H-Mart and shopping
there two year later:
We can obtain the same result by multiplying row
one by column one in the transition matrix:

P(HH)P(HH) + P(HF)P(FH) + P(HS)P(SH)
=.80*.80+.15*.2+.05*.2 =.68

.80 .20 .20
.15 .65 .10
.05 .15 .70





(

(
(
(
.80 .20 .20
.15 .65 .10
.05 .15 .70





(

(
(
(
=
.68 .32 .32
.22 .47 .16
.10 .21 .52





(

(
(
(
This matrix tells us the probabilities of going
from one store to another after 2 years:
Compute the probability of shopping at each
store 2 years after shopping at Shoppers
Market:

T
2
=
.68 .32 .32
.22 .47 .16
.10 .21 .52





(

(
(
(

.68 .32 .32
.22 .47 .16
.10 .21 .52





(

(
(
(
0
0
1





(

(
(
(
=
.32
.16
.52





(

(
(
(
If the initial distribution was evenly
distributed between H-Mart, Freddys, and
Shppers market, compute the distribution
after two years:

.68 .32 .32
.22 .47 .16
.10 .21 .52





(

(
(
(
.333
.333
.333





(

(
(
(
=
.44
.285
.275





(

(
(
(
To utilize a Markov chain to compute
probabilities, we need to know the initial
probability vector q
(0)


If there are n states, let the initial probability


vector be where





q
i
is the probability of being in state i initially
All entries 0 s q
i
s 1
Column sum = 1






q
(0)
=
q
1
q
n





(

(
(
(
What happens after 10 years?

T
10
=
.50 .50 .50
.28 .28 .28
.22 .22 .22





(

(
(
(

T
10
q
1
q
2
q
3





(

(
(
(
=
.50 .50 .50
.28 .28 .28
.22 .22 .22





(

(
(
(
q
1
q
2
q
3





(

(
(
(
=
.50
.28
.22





(

(
(
(
Example:

Let q
(k)
be the probability distribution after k
steps.
We are iterating q
(k+1)
= T q
(k)

Eventually, for a large enough k,
q
(k+1)
= q
(k)
= s
Resulting in s = T s


s is called a steady state vector

s =q
(k)
is an eigenvector for eigenvalue 1
In the grocery example, there was a unique
steady state vector s, and T q
(k)
s. This
does not need to be the case:

T =
0 1
1 0



(

(
, T
2k
= I =
1 0
0 1



(

(

T
2k+1
= T,
0 1
1 0



(

(
a
b



(

(
=
b
a



(

(
How can we guarantee convergence to an
unique steady state vector regardless of initial
conditions?
One way is by having a regular transition matrix
A nonnegative matrix is regular if some power of
the matrix has only nonzero entries.
.15 1
.85 0
B
(
(

=
2
.8725 .15
.1275 .85
B
(
(

=
Digraphs
A directed graph (digraph) is a set of vertices
(nodes) and a set of directed edges (arcs) between
vertices
The arcs indicate relationships between nodes
Digraphs can be used as models, e.g.
cities and airline routes between them
web pages and links



How Matrices, Markov Chains
and Digraphs are used by
Google
How does Google work?
Robot web crawlers find web pages
Pages are indexed & cataloged
Pages are assigned PageRank values
PageRank is a program that prioritizes pages
Developed by Larry Page & Sergey Brin in 1998
When pages are identified in response to a
query, they are ranked by PageRank value



Why is PageRank important?
Only a few years ago users waited much longer for search
engines to return results to their queries.
When a search engine finally responded, the returned list
had many links to information that was irrelevant, and
useless links invariably appeared at or near the top of the
list, while useful links were deeply buried.
The Web's information is not structured like information in
the organized databases and document collections - it is
self organized.
The enormous size of the Web, currently containing
~10^9 pages, completely overwhelmed traditional
information retrieval (IR) techniques.
By 1997 it was clear that IR technology of the
past wasn't well suited for Web search
Researchers set out to devise new approaches.
Two big ideas emerged, each capitalizing on the
link structure of the Web to differentiate between
relevant information and fluff.
One approach, HITS (Hypertext Induced Topic
Search), was introduced by Jon Kleinberg
The other, which changed everything, is Google's
PageRank that was developed by Sergey Brin and
Larry Page

How are PageRank values assigned?
Number of links to and from a page give
information about the importance of a page.
More inlinks the more important the
page
Inlinks from good pages carry more
weight than inlinks from weaker pages.
If a page points to several pages, its
weight is distributed proportionally.
Imagine the World Wide Web as a directed
graph (digraph)
Each page is a vertex
Each link is an arc

1
2
3
4
5
6
A sample 6 page web (6
vertex digraph)

PageRank defines the rank of page i
recursively by
r
j
is the rank of page j
I
i
is the set of pages that point into page
i
O
j
is the set of pages that have outlinks
from page j

r
i
=
r
j
| O
j
|
jeI
i

For example, the


rank of page 2 in
our sample web:

3 5 1
2
4 3 3
r r r
r = + +
1
2
3
4
5
6
Since this is a recursive definition,
PageRank assigns an initial ranking equally
to all pages:

(0)
1
i
r
n
=
then iterates

r
i
=
r
j
| O
j
|
jeI
i

Process can be written using matrix notation.


Let q
(k)
be the PageRank vector at the k
th

iteration
Let T be the transition matrix for the web
Then q
(k+1)
= T q
(k)


T is the matrix such that t
ij
is the probability
of moving from page j to page i in one time
step
Based on the assumption that all outlinks are
equally likely to be selected.

1
, if there is a link from to
0, otherwise
j
ij
j i
O
t

=
Using our 6-node sample web:
Transition matrix:
1
2
3
4
5
6
0 1/ 2 1/ 4 1/ 3 0 0
1/ 3 0 1/ 4 0 1/ 3 0
1/ 3 1/ 2 0 0 0 0
1/ 3 0 1/ 4 0 1/ 3 0
0 0 1/ 4 1/ 3 0 0
0 0 0 1/ 3 1/ 3 0
T
(
(
(
(
(
(
(
(
(

=
To eliminate dangling nodes and obtain a
stochastic matrix, replace a column of zeros
with a column of 1/ns, where n is the number
of web pages.

0 1/ 2 1/ 4 1/ 3 0 0
1/ 3 0 1/ 4 0 1/ 3 0
1/ 3 1/ 2 0 0 0 0
1/ 3 0 1/ 4 0 1/ 3 0
0 0 1/ 4 1/ 3 0 0
0 0 0 1/ 3 1/ 3 0
T
(
(
(
(
(
(
(
(
(

=
0 1/ 2 1/ 4 1/ 3 0 1/ 6
1/ 3 0 1/ 4 0 1/ 3 1/ 6
1/ 3 1/ 2 0 0 0 1/ 6
1/ 3 0 1/ 4 0 1/ 3 1/ 6
0 0 1/ 4 1/ 3 0 1/ 6
0 0 0 1/ 3 1/ 3 1/ 6
T
(
(
(
(
(
(
(
(
(

=
Webs nature is such that T would not be
regular
Brin & Page force the transition matrix to be
regular by making sure every entry satisfies
0 < t
ij
< 1
Create perturbation matrix E having all
entries equal to 1/n
Form Google Matrix:
(1 ) , for some 0 1 T T E o o o = + s s
Using = 0.85 for our 6-node sample web:
0.85 (1 .85)
1/ 40 9/ 20 19/ 80 37/120 1/ 40 1/ 6
37/120 1/ 40 19/ 80 1/ 40 37/120 1/ 6
37/120 9/ 20 1/ 40 1/ 40 1/ 40 1/ 6
37/120 1/ 40 19/ 80 1/ 40 37/120 1/ 6
1/ 40 1/ 40 19/ 80 37/120 1/ 40 1/ 6
1/ 40 1/ 40 1/ 40 37/120 37/120 1/ 6
T T E
(
(
(
(
(
(
(
(
(

= +
=
By calculating powers of the transition matrix,
we can determine the stationary vector:
25
.2066 .2066 .2066 .2066 .2066 .2066
.1770 .1770 .1770 .1770 .1770 .1770
.1773 .1773 .1773 .1773 .1773 .1773
.1770 .1770 .1770 .1770 .1770 .1770
.1314 .1314 .1314 .1314 .1314 .1314
.1309 .1309 .1309 .1309 .1309 .1309
T

| |

|
\ .

=
(
(
(
(
(
(
(
(
(

Stationary vector for our 6-node sample


web:
.2066
.1770
.1773
.1770
.1314
.1309
(
(
(
(
(
(
(
(
(

= s
How does Google use this stationary vector?
Query requests term 1 or term 2
Inverted file storage is accessed
Term 1 doc 3, doc 2, doc 6
Term 2 doc 1, doc 3
Relevancy set is {1, 2, 3, 6}

s
1
=.2066, s
2
=.1770,
s
3
=.1773, s
6
=.1309
Doc 1 deemed most
important
.2066
.1770
.1773
.1770
.1314
.1309
(
(
(
(
(
(
(
(
(

= s
Adding a perturbation matrix seems reasonable,
based on the random jump idea- user types in
a URL
This is only the basic idea behind Google, which
has many refinements we have ignored
PageRank as originally conceived and described
here ignores the Back button
PageRank currently undergoing development
Details of PageRanks operations and value of o
are a trade secret.

Updates to Google matrix done periodically

Google matrix is HUGE

Sophisticated numerical methods are be used
Thank you!

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