Network Model Selection Using Task-Focused Minimum Description Length
  Networks are fundamental models for data used in practically every
application domain. In most instances, several implicit or explicit choices
about the network definition impact the translation of underlying data to a
network representation, and the subsequent question(s) about the underlying
system being represented. Users of downstream network data may not even be
aware of these choices or their impacts. We propose a task-focused network
model selection methodology which addresses several key challenges. Our
approach constructs network models from underlying data and uses minimum
description length (MDL) criteria for selection. Our methodology measures
efficiency, a general and comparable measure of the network's performance of a
local (i.e. node-level) predictive task of interest. Selection on efficiency
favors parsimonious (e.g. sparse) models to avoid overfitting and can be
applied across arbitrary tasks and representations. We show stability,
sensitivity, and significance testing in our methodology.
