No Arabic abstract
Change-point detection (CPD) aims to detect abrupt changes over time series data. Intuitively, effective CPD over multivariate time series should require explicit modeling of the dependencies across input variables. However, existing CPD methods either ignore the dependency structures entirely or rely on the (unrealistic) assumption that the correlation structures are static over time. In this paper, we propose a Correlation-aware Dynamics Model for CPD, which explicitly models the correlation structure and dynamics of variables by incorporating graph neural networks into an encoder-decoder framework. Extensive experiments on synthetic and real-world datasets demonstrate the advantageous performance of the proposed model on CPD tasks over strong baselines, as well as its ability to classify the change-points as correlation changes or independent changes. Keywords: Multivariate Time Series, Change-point Detection, Graph Neural Networks
Graph neural networks (GNNs) have demonstrated strong performance on a wide variety of tasks due to their ability to model non-uniform structured data. Despite their promise, there exists little research exploring methods to make them more efficient at inference time. In this work, we explore the viability of training quantized GNNs, enabling the usage of low precision integer arithmetic during inference. We identify the sources of error that uniquely arise when attempting to quantize GNNs, and propose an architecturally-agnostic method, Degree-Quant, to improve performance over existing quantization-aware training baselines commonly used on other architectures, such as CNNs. We validate our method on six datasets and show, unlike previous attempts, that models generalize to unseen graphs. Models trained with Degree-Quant for INT8 quantization perform as well as FP32 models in most cases; for INT4 models, we obtain up to 26% gains over the baselines. Our work enables up to 4.7x speedups on CPU when using INT8 arithmetic.
From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of anomalous nodes which compares dissimilarly with the normal nodes. We study a simple sequential change detection procedure based on node-wise average similarity measures, and study its theoretical property. Simulation and real-data examples demonstrate such a simply stopping procedure has reasonably good performance. We further discuss the faulty sensor isolation (estimating anomalous nodes) using community detection.
Graph Neural Networks (GNNs) for prediction tasks like node classification or edge prediction have received increasing attention in recent machine learning from graphically structured data. However, a large quantity of labeled graphs is difficult to obtain, which significantly limits the true success of GNNs. Although active learning has been widely studied for addressing label-sparse issues with other data types like text, images, etc., how to make it effective over graphs is an open question for research. In this paper, we present an investigation on active learning with GNNs for node classification tasks. Specifically, we propose a new method, which uses node feature propagation followed by K-Medoids clustering of the nodes for instance selection in active learning. With a theoretical bound analysis we justify the design choice of our approach. In our experiments on four benchmark datasets, the proposed method outperforms other representative baseline methods consistently and significantly.
This paper builds on the connection between graph neural networks and traditional dynamical systems. We propose continuous graph neural networks (CGNN), which generalise existing graph neural networks with discrete dynamics in that they can be viewed as a specific discretisation scheme. The key idea is how to characterise the continuous dynamics of node representations, i.e. the derivatives of node representations, w.r.t. time. Inspired by existing diffusion-based methods on graphs (e.g. PageRank and epidemic models on social networks), we define the derivatives as a combination of the current node representations, the representations of neighbors, and the initial values of the nodes. We propose and analyse two possible dynamics on graphs---including each dimension of node representations (a.k.a. the feature channel) change independently or interact with each other---both with theoretical justification. The proposed continuous graph neural networks are robust to over-smoothing and hence allow us to build deeper networks, which in turn are able to capture the long-range dependencies between nodes. Experimental results on the task of node classification demonstrate the effectiveness of our proposed approach over competitive baselines.
Graph Neural Networks (GNNs) are widely used deep learning models that learn meaningful representations from graph-structured data. Due to the finite nature of the underlying recurrent structure, current GNN methods may struggle to capture long-range dependencies in underlying graphs. To overcome this difficulty, we propose a graph learning framework, called Implicit Graph Neural Networks (IGNN), where predictions are based on the solution of a fixed-point equilibrium equation involving implicitly defined state vectors. We use the Perron-Frobenius theory to derive sufficient conditions that ensure well-posedness of the framework. Leveraging implicit differentiation, we derive a tractable projected gradient descent method to train the framework. Experiments on a comprehensive range of tasks show that IGNNs consistently capture long-range dependencies and outperform the state-of-the-art GNN models.