Deep Interaction Processes for Time-Evolving Graphs

Anonymous

Sep 25, 2019 ICLR 2020 Conference Blind Submission readers: everyone Show Bibtex
  • TL;DR: We present a principled deep neural approach that models continuous time-evolving graphs at multiple time resolutions based on a temporal point processframework.
  • Abstract: Time-evolving graphs are ubiquitous such as online transactions on an e-commerce platform and user interactions on social networks. While neural approaches have been proposed for graph modeling, most of them focus on static graphs. In this paper we present a principled deep neural approach that models continuous time-evolving graphs at multiple time resolutions based on a temporal point process framework. To model the dependency between latent dynamic representations of each node, we define a mixture of temporal cascades in which a node's neural representation depends on not only this node's previous representations but also the previous representations of related nodes that have interacted with this node. We generalize LSTM on this temporal cascade mixture and introduce novel time gates to model time intervals between interactions. Furthermore, we introduce a selection mechanism that gives important nodes large influence in both $k-$hop subgraphs of nodes in an interaction. To capture temporal dependency at multiple time-resolutions, we stack our neural representations in several layers and fuse them based on attention. Based on the temporal point process framework, our approach can naturally handle growth (and shrinkage) of graph nodes and interactions, making it inductive. Experimental results on interaction prediction and classification tasks -- including a real-world financial application -- illustrate the effectiveness of the time gate, the selection and attention mechanisms of our approach, as well as its superior performance over the alternative approaches.
  • Keywords: deep temporal point process, multiple time resolutions, dynamic continuous time-evolving graph, anti-fraud detection
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