Bavarian: Betweenness Centrality Approximation with Variance-Aware Rademacher Averages

We present Bavarian, a collection of sampling-based algorithms for approximating the Betweenness Centrality (BC) of all vertices in a graph. Our algorithms use Monte-Carlo Empirical Rademacher Averages (MCERAs), a concept from statistical learning theory, to efficiently compute tight bounds on the maximum deviation of the estimates from the exact values. The MCERAs provide a sample-dependent approximation guarantee much stronger than the state of the art, thanks to its use of variance-aware probabilistic tail bounds. The flexibility of the MCERAs allows us to introduce a unifying framework that can be instantiated with existing sampling-based estimators of BC, thus allowing a fair comparison between them, decoupled from the sample-complexity results with which they were originally introduced. Additionally, we prove novel sample-complexity results showing that, for all estimators, the sample size sufficient to achieve a desired approximation guarantee depends on the vertex-diameter of the graph, an easy-to-bound characteristic quantity. We also show progressive-sampling algorithms and extensions to other centrality measures, such as percolation centrality. Our extensive experimental evaluation of Bavarian shows the improvement over the state-of-the art made possible by the MCERAs (2–4x reduction in the error bound), and it allows us to assess the different trade-offs between sample size and accuracy guarantees offered by the different estimators.