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Temporal Graph Network Embedding with Causal Anonymous Walks Representations

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 Added by Andrey Savchenko
 Publication date 2021
and research's language is English




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Many tasks in graph machine learning, such as link prediction and node classification, are typically solved by using representation learning, in which each node or edge in the network is encoded via an embedding. Though there exists a lot of network embeddings for static graphs, the task becomes much more complicated when the dynamic (i.e. temporal) network is analyzed. In this paper, we propose a novel approach for dynamic network representation learning based on Temporal Graph Network by using a highly custom message generating function by extracting Causal Anonymous Walks. For evaluation, we provide a benchmark pipeline for the evaluation of temporal network embeddings. This work provides the first comprehensive comparison framework for temporal network representation learning in every available setting for graph machine learning problems involving node classification and link prediction. The proposed model outperforms state-of-the-art baseline models. The work also justifies the difference between them based on evaluation in various transductive/inductive edge/node classification tasks. In addition, we show the applicability and superior performance of our model in the real-world downstream graph machine learning task provided by one of the top European banks, involving credit scoring based on transaction data.



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Temporal networks serve as abstractions of many real-world dynamic systems. These networks typically evolve according to certain laws, such as the law of triadic closure, which is universal in social networks. Inductive representation learning of temporal networks should be able to capture such laws and further be applied to systems that follow the same laws but have not been unseen during the training stage. Previous works in this area depend on either network node identities or rich edge attributes and typically fail to extract these laws. Here, we propose Causal Anonymous Walks (CAWs) to inductively represent a temporal network. CAWs are extracted by temporal random walks and work as automatic retrieval of temporal network motifs to represent network dynamics while avoiding the time-consuming selection and counting of those motifs. CAWs adopt a novel anonymization strategy that replaces node identities with the hitting counts of the nodes based on a set of sampled walks to keep the method inductive, and simultaneously establish the correlation between motifs. We further propose a neural-network model CAW-N to encode CAWs, and pair it with a CAW sampling strategy with constant memory and time cost to support online training and inference. CAW-N is evaluated to predict links over 6 real temporal networks and uniformly outperforms previous SOTA methods by averaged 10% AUC gain in the inductive setting. CAW-N also outperforms previous methods in 4 out of the 6 networks in the transductive setting.
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Representation learning on static graph-structured data has shown a significant impact on many real-world applications. However, less attention has been paid to the evolving nature of temporal networks, in which the edges are often changing over time. The embeddings of such temporal networks should encode both graph-structured information and the temporally evolving pattern. Existing approaches in learning temporally evolving network representations fail to capture the temporal interdependence. In this paper, we propose Toffee, a novel approach for temporal network representation learning based on tensor decomposition. Our method exploits the tensor-tensor product operator to encode the cross-time information, so that the periodic changes in the evolving networks can be captured. Experimental results demonstrate that Toffee outperforms existing methods on multiple real-world temporal networks in generating effective embeddings for the link prediction tasks.
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