Lujia Pan

Juntao Fang, Shifeng Xie, Shengbin Nie et al.

The zero-shot evaluation of time series foundation models (TSFMs) for classification typically uses a frozen encoder followed by a task-specific classifier. However, this practice violates the training-free premise of zero-shot deployment and introduces evaluation bias due to classifier-dependent training choices. To address this issue, we propose TIC-FM, an in-context learning framework that treats the labeled training set as context and predicts labels for all test instances in a single forward pass, without parameter updates. TIC-FM pairs a time series encoder and a lightweight projection adapter with a split-masked latent memory Transformer. We further provide theoretical justification that in-context inference can subsume trained classifiers and can emulate gradient-based classifier training within a single forward pass. Experiments on 128 UCR datasets show strong accuracy, with consistent gains in the extreme low-label situation, highlighting training-free transfer for time series classification.The source code is publicly available at https://github.com/fangjuntao/TIC-FM.

Zhe Li, Zhongwen Rao, Lujia Pan et al.

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However, recent studies in the vision and NLP fields show that the role of attention modules is not clear, which can be replaced by other token aggregation operations. This paper investigates the contributions and deficiencies of attention mechanisms on the performance of time series forecasting. Specifically, we find that (1) attention is not necessary for capturing temporal dependencies, (2) the entanglement and redundancy in the capture of temporal and channel interaction affect the forecasting performance, and (3) it is important to model the mapping between the input and the prediction sequence. To this end, we propose MTS-Mixers, which use two factorized modules to capture temporal and channel dependencies. Experimental results on several real-world datasets show that MTS-Mixers outperform existing Transformer-based models with higher efficiency.

Zhe Li, Zhongwen Rao, Lujia Pan et al.

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series forecasting tasks. However, there are still several issues in existing methods. First, the training paradigm of contrastive learning and downstream prediction tasks are inconsistent, leading to inaccurate prediction results. Second, existing Transformer-based models which resort to similar patterns in historical time series data for predicting future values generally induce severe distribution shift problems, and do not fully leverage the sequence information compared to self-supervised methods. To address these issues, we propose a novel framework named Ti-MAE, in which the input time series are assumed to follow an integrate distribution. In detail, Ti-MAE randomly masks out embedded time series data and learns an autoencoder to reconstruct them at the point-level. Ti-MAE adopts mask modeling (rather than contrastive learning) as the auxiliary task and bridges the connection between existing representation learning and generative Transformer-based methods, reducing the difference between upstream and downstream forecasting tasks while maintaining the utilization of original time series data. Experiments on several public real-world datasets demonstrate that our framework of masked autoencoding could learn strong representations directly from the raw data, yielding better performance in time series forecasting and classification tasks.

Xuantong Liu, Jianfeng Zhang, Tianyang Hu et al.

Although deep neural networks achieve tremendous success on various classification tasks, the generalization ability drops sheer when training datasets exhibit long-tailed distributions. One of the reasons is that the learned representations (i.e. features) from the imbalanced datasets are less effective than those from balanced datasets. Specifically, the learned representation under class-balanced distribution will present the Neural Collapse (NC) phenomena. NC indicates the features from the same category are close to each other and from different categories are maximally distant, showing an optimal linear separable state of classification. However, the pattern differs on imbalanced datasets and is partially responsible for the reduced performance of the model. In this work, we propose two explicit feature regularization terms to learn high-quality representation for class-imbalanced data. With the proposed regularization, NC phenomena will appear under the class-imbalanced distribution, and the generalization ability can be significantly improved. Our method is easily implemented, highly effective, and can be plugged into most existing methods. The extensive experimental results on widely-used benchmarks show the effectiveness of our method

Qingzhong Ai, Pengyun Wang, Lirong He et al.

Learning with imbalanced data is a challenging problem in deep learning. Over-sampling is a widely used technique to re-balance the sampling distribution of training data. However, most existing over-sampling methods only use intra-class information of minority classes to augment the data but ignore the inter-class relationships with the majority ones, which is prone to overfitting, especially when the imbalance ratio is large. To address this issue, we propose a novel over-sampling model, called Majority-Guided VAE~(MGVAE), which generates new minority samples under the guidance of a majority-based prior. In this way, the newly generated minority samples can inherit the diversity and richness of the majority ones, thus mitigating overfitting in downstream tasks. Furthermore, to prevent model collapse under limited data, we first pre-train MGVAE on sufficient majority samples and then fine-tune based on minority samples with Elastic Weight Consolidation(EWC) regularization. Experimental results on benchmark image datasets and real-world tabular data show that MGVAE achieves competitive improvements over other over-sampling methods in downstream classification tasks, demonstrating the effectiveness of our method.

Min Zhou, Menglin Yang, Lujia Pan et al.

Graph-structured data are widespread in real-world applications, such as social networks, recommender systems, knowledge graphs, chemical molecules etc. Despite the success of Euclidean space for graph-related learning tasks, its ability to model complex patterns is essentially constrained by its polynomially growing capacity. Recently, hyperbolic spaces have emerged as a promising alternative for processing graph data with tree-like structure or power-law distribution, owing to the exponential growth property. Different from Euclidean space, which expands polynomially, the hyperbolic space grows exponentially which makes it gains natural advantages in abstracting tree-like or scale-free graphs with hierarchical organizations. In this tutorial, we aim to give an introduction to this emerging field of graph representation learning with the express purpose of being accessible to all audiences. We first give a brief introduction to graph representation learning as well as some preliminary Riemannian and hyperbolic geometry. We then comprehensively revisit the hyperbolic embedding techniques, including hyperbolic shallow models and hyperbolic neural networks. In addition, we introduce the technical details of the current hyperbolic graph neural networks by unifying them into a general framework and summarizing the variants of each component. Moreover, we further introduce a series of related applications in a variety of fields. In the last part, we discuss several advanced topics about hyperbolic geometry for graph representation learning, which potentially serve as guidelines for further flourishing the non-Euclidean graph learning community.

Jiahong Liu, Min Zhou, Philippe Fournier-Viger et al.

Graphs are a popular data type found in many domains. Numerous techniques have been proposed to find interesting patterns in graphs to help understand the data and support decision-making. However, there are generally two limitations that hinder their practical use: (1) they have multiple parameters that are hard to set but greatly influence results, (2) and they generally focus on identifying complex subgraphs while ignoring relationships between attributes of nodes.Graphs are a popular data type found in many domains. Numerous techniques have been proposed to find interesting patterns in graphs to help understand the data and support decision-making. However, there are generally two limitations that hinder their practical use: (1) they have multiple parameters that are hard to set but greatly influence results, (2) and they generally focus on identifying complex subgraphs while ignoring relationships between attributes of nodes. To address these problems, we propose a parameter-free algorithm named CSPM (Compressing Star Pattern Miner) which identifies star-shaped patterns that indicate strong correlations among attributes via the concept of conditional entropy and the minimum description length principle. Experiments performed on several benchmark datasets show that CSPM reveals insightful and interpretable patterns and is efficient in runtime. Moreover, quantitative evaluations on two real-world applications show that CSPM has broad applications as it successfully boosts the accuracy of graph attribute completion models by up to 30.68\% and uncovers important patterns in telecommunication alarm data.

Menglin Yang, Min Zhou, Lujia Pan et al.

The prevalence of tree-like structures, encompassing hierarchical structures and power law distributions, exists extensively in real-world applications, including recommendation systems, ecosystems, financial networks, social networks, etc. Recently, the exploitation of hyperbolic space for tree-likeness modeling has garnered considerable attention owing to its exponential growth volume. Compared to the flat Euclidean space, the curved hyperbolic space provides a more amenable and embeddable room, especially for datasets exhibiting implicit tree-like architectures. However, the intricate nature of real-world tree-like data presents a considerable challenge, as it frequently displays a heterogeneous composition of tree-like, flat, and circular regions. The direct embedding of such heterogeneous structures into a homogeneous embedding space (i.e., hyperbolic space) inevitably leads to heavy distortions. To mitigate the aforementioned shortage, this study endeavors to explore the curvature between discrete structure and continuous learning space, aiming at encoding the message conveyed by the network topology in the learning process, thereby improving tree-likeness modeling. To the end, a curvature-aware hyperbolic graph convolutional neural network, \{kappa}HGCN, is proposed, which utilizes the curvature to guide message passing and improve long-range propagation. Extensive experiments on node classification and link prediction tasks verify the superiority of the proposal as it consistently outperforms various competitive models by a large margin.

Tianmeng Yang, Min Zhou, Yujing Wang et al.

Graph Active Learning (GAL), which aims to find the most informative nodes in graphs for annotation to maximize the Graph Neural Networks (GNNs) performance, has attracted many research efforts but remains non-trivial challenges. One major challenge is that existing GAL strategies may introduce semantic confusion to the selected training set, particularly when graphs are noisy. Specifically, most existing methods assume all aggregating features to be helpful, ignoring the semantically negative effect between inter-class edges under the message-passing mechanism. In this work, we present Semantic-aware Active learning framework for Graphs (SAG) to mitigate the semantic confusion problem. Pairwise similarities and dissimilarities of nodes with semantic features are introduced to jointly evaluate the node influence. A new prototype-based criterion and query policy are also designed to maintain diversity and class balance of the selected nodes, respectively. Extensive experiments on the public benchmark graphs and a real-world financial dataset demonstrate that SAG significantly improves node classification performances and consistently outperforms previous methods. Moreover, comprehensive analysis and ablation study also verify the effectiveness of the proposed framework.

Min Zhou, Bisheng Li, Menglin Yang et al.

Link prediction is a key problem for network-structured data, attracting considerable research efforts owing to its diverse applications. The current link prediction methods focus on general networks and are overly dependent on either the closed triangular structure of networks or node attributes. Their performance on sparse or highly hierarchical networks has not been well studied. On the other hand, the available tree-like benchmark datasets are either simulated, with limited node information, or small in scale. To bridge this gap, we present a new benchmark dataset TeleGraph, a highly sparse and hierarchical telecommunication network associated with rich node attributes, for assessing and fostering the link inference techniques. Our empirical results suggest that most of the algorithms fail to produce a satisfactory performance on a nearly tree-like dataset, which calls for special attention when designing or deploying the link prediction algorithm in practice.

Qichao Shentu, Beibu Li, Kai Zhao et al.

Time series anomaly detection plays a vital role in a wide range of applications. Existing methods require training one specific model for each dataset, which exhibits limited generalization capability across different target datasets, hindering anomaly detection performance in various scenarios with scarce training data. Aiming at this problem, we propose constructing a general time series anomaly detection model, which is pre-trained on extensive multi-domain datasets and can subsequently apply to a multitude of downstream scenarios. The significant divergence of time series data across different domains presents two primary challenges in building such a general model: (1) meeting the diverse requirements of appropriate information bottlenecks tailored to different datasets in one unified model, and (2) enabling distinguishment between multiple normal and abnormal patterns, both are crucial for effective anomaly detection in various target scenarios. To tackle these two challenges, we propose a General time series anomaly Detector with Adaptive Bottlenecks and Dual Adversarial Decoders (DADA), which enables flexible selection of bottlenecks based on different data and explicitly enhances clear differentiation between normal and abnormal series. We conduct extensive experiments on nine target datasets from different domains. After pre-training on multi-domain data, DADA, serving as a zero-shot anomaly detector for these datasets, still achieves competitive or even superior results compared to those models tailored to each specific dataset. The code is made available at https://github.com/decisionintelligence/DADA.

Junfeng Liu, Min Zhou, Shuai Ma et al.

Graph Edit Distance (GED) is a general and domain-agnostic metric to measure graph similarity, widely used in graph search or retrieving tasks. However, the exact GED computation is known to be NP-complete. For instance, the widely used A* algorithms explore the entire search space to find the optimal solution which inevitably suffers scalability issues. Learning-based methods apply graph representation techniques to learn the GED by formulating a regression task, which can not recover the edit path and lead to inaccurate GED approximation (i.e., the predicted GED is smaller than the exact). To this end, in this work, we present a data-driven hybrid approach MATA* for approximate GED computation based on Graph Neural Networks (GNNs) and A* algorithms, which models from the perspective of learning to match nodes instead of directly regressing GED. Specifically, aware of the structure-dominant operations (i.e.,node and edge insertion/deletion) property in GED computation, a structure-enhanced GNN is firstly designed to jointly learn local and high-order structural information for node embeddings for node matchings. Second, top-k candidate nodes are produced via a differentiable top-k operation to enable the training for node matchings, which is adhering to another property of GED, i.e., multiple optimal node matchings. Third, benefiting from the candidate nodes, MATA* only performs on the promising search directions, reaching the solution efficiently. Finally, extensive experiments show the superiority of MATA* as it significantly outperforms the combinatorial search-based, learning-based and hybrid methods and scales well to large-size graphs.

Zhiyu Liang, Jianfeng Zhang, Chen Liang et al.

Recent studies have shown great promise in unsupervised representation learning (URL) for multivariate time series, because URL has the capability in learning generalizable representation for many downstream tasks without using inaccessible labels. However, existing approaches usually adopt the models originally designed for other domains (e.g., computer vision) to encode the time series data and {rely on strong assumptions to design learning objectives, which limits their ability to perform well}. To deal with these problems, we propose a novel URL framework for multivariate time series by learning time-series-specific shapelet-based representation through a popular contrasting learning paradigm. To the best of our knowledge, this is the first work that explores the shapelet-based embedding in the unsupervised general-purpose representation learning. A unified shapelet-based encoder and a novel learning objective with multi-grained contrasting and multi-scale alignment are particularly designed to achieve our goal, and a data augmentation library is employed to improve the generalization. We conduct extensive experiments using tens of real-world datasets to assess the representation quality on many downstream tasks, including classification, clustering, and anomaly detection. The results demonstrate the superiority of our method against not only URL competitors, but also techniques specially designed for downstream tasks. Our code has been made publicly available at https://github.com/real2fish/CSL.

Menglin Yang, Min Zhou, Tong Zhang et al.

Graph representation learning in Euclidean space, despite its widespread adoption and proven utility in many domains, often struggles to effectively capture the inherent hierarchical and complex relational structures prevalent in real-world data, particularly for datasets exhibiting a highly non-Euclidean latent anatomy or power-law distributions. Hyperbolic geometry, with its constant negative curvature and exponential growth property, naturally accommodates such structures, offering a promising alternative for learning rich graph representations. This survey paper provides a comprehensive review of the rapidly evolving field of Hyperbolic Graph Learning (HGL). We systematically categorize and analyze existing methods broadly dividing them into (1) hyperbolic graph embedding-based techniques, (2) graph neural network-based hyperbolic models, and (3) emerging paradigms. Beyond methodologies, we extensively discuss diverse applications of HGL across multiple domains, including recommender systems, knowledge graphs, bioinformatics, and other relevant scenarios, demonstrating the broad applicability and effectiveness of hyperbolic geometry in real-world graph learning tasks. Most importantly, we identify several key challenges that serve as directions for advancing HGL, including handling complex data structures, developing geometry-aware learning objectives, ensuring trustworthy and scalable implementations, and integrating with foundation models, e.g., large language models. We highlight promising research opportunities in this exciting interdisciplinary area. A comprehensive repository can be found at https://github.com/digailab/awesome-hyperbolic-graph-learning.

Keli Zhang, Shengyu Zhu, Marcus Kalander et al.

$\texttt{gCastle}$ is an end-to-end Python toolbox for causal structure learning. It provides functionalities of generating data from either simulator or real-world dataset, learning causal structure from the data, and evaluating the learned graph, together with useful practices such as prior knowledge insertion, preliminary neighborhood selection, and post-processing to remove false discoveries. Compared with related packages, $\texttt{gCastle}$ includes many recently developed gradient-based causal discovery methods with optional GPU acceleration. $\texttt{gCastle}$ brings convenience to researchers who may directly experiment with the code as well as practitioners with graphical user interference. Three real-world datasets in telecommunications are also provided in the current version. $\texttt{gCastle}$ is available under Apache License 2.0 at \url{https://github.com/huawei-noah/trustworthyAI/tree/master/gcastle}.

Shiyi Qi, Liangjian Wen, Yiduo Li et al.

Recent advancements have underscored the impact of deep learning techniques on multivariate time series forecasting (MTSF). Generally, these techniques are bifurcated into two categories: Channel-independence and Channel-mixing approaches. Although Channel-independence methods typically yield better results, Channel-mixing could theoretically offer improvements by leveraging inter-variable correlations. Nonetheless, we argue that the integration of uncorrelated information in channel-mixing methods could curtail the potential enhancement in MTSF model performance. To substantiate this claim, we introduce the Cross-variable Decorrelation Aware feature Modeling (CDAM) for Channel-mixing approaches, aiming to refine Channel-mixing by minimizing redundant information between channels while enhancing relevant mutual information. Furthermore, we introduce the Temporal correlation Aware Modeling (TAM) to exploit temporal correlations, a step beyond conventional single-step forecasting methods. This strategy maximizes the mutual information between adjacent sub-sequences of both the forecasted and target series. Combining CDAM and TAM, our novel framework significantly surpasses existing models, including those previously considered state-of-the-art, in comprehensive tests.

Yuxuan Chen, Shanshan Huang, Yunyao Cheng et al.

Time series classification (TSC) is an important task in time series analysis. Existing TSC methods mainly train on each single domain separately, suffering from a degradation in accuracy when the samples for training are insufficient in certain domains. The pre-training and fine-tuning paradigm provides a promising direction for solving this problem. However, time series from different domains are substantially divergent, which challenges the effective pre-training on multi-source data and the generalization ability of pre-trained models. To handle this issue, we introduce Augmented Series and Image Contrastive Learning for Time Series Classification (AimTS), a pre-training framework that learns generalizable representations from multi-source time series data. We propose a two-level prototype-based contrastive learning method to effectively utilize various augmentations in multi-source pre-training, which learns representations for TSC that can be generalized to different domains. In addition, considering augmentations within the single time series modality are insufficient to fully address classification problems with distribution shift, we introduce the image modality to supplement structural information and establish a series-image contrastive learning to improve the generalization of the learned representations for TSC tasks. Extensive experiments show that after multi-source pre-training, AimTS achieves good generalization performance, enabling efficient learning and even few-shot learning on various downstream TSC datasets.

Peng Chen, Yihang Wang, Yang Shu et al.

With the success of pre-trained language models (PLMs) in various application fields beyond natural language processing, language models have raised emerging attention in the field of time series forecasting (TSF) and have shown great prospects. However, current PLM-based TSF methods still fail to achieve satisfactory prediction accuracy matching the strong sequential modeling power of language models. To address this issue, we propose Cross-Model and Cross-Modality Learning with PLMs for time series forecasting (CC-Time). We explore the potential of PLMs for time series forecasting from two aspects: 1) what time series features could be modeled by PLMs, and 2) whether relying solely on PLMs is sufficient for building time series models. In the first aspect, CC-Time incorporates cross-modality learning to model temporal dependency and channel correlations in the language model from both time series sequences and their corresponding text descriptions. In the second aspect, CC-Time further proposes the cross-model fusion block to adaptively integrate knowledge from the PLMs and time series model to form a more comprehensive modeling of time series patterns. Extensive experiments on nine real-world datasets demonstrate that CC-Time achieves state-of-the-art prediction accuracy in both full-data training and few-shot learning situations.

Lei Zan, Keli Zhang, Ruichu Cai et al.

Large Language Models (LLMs) have demonstrated strong performance across a wide range of tasks, yet they still struggle with complex mathematical reasoning, a challenge fundamentally rooted in deep structural dependencies. To address this challenge, we propose \textbf{CA}usal \textbf{MA}thematician (\textbf{CAMA}), a two-stage causal framework that equips LLMs with explicit, reusable mathematical structure. In the learning stage, CAMA first constructs the \textbf{M}athematical \textbf{C}ausal \textbf{G}raph (\textbf{MCG}), a high-level representation of solution strategies, by combining LLM priors with causal discovery algorithms applied to a corpus of question-solution pairs. The resulting MCG encodes essential knowledge points and their causal dependencies. To better align the graph with downstream reasoning tasks, CAMA further refines the MCG through iterative feedback derived from a selected subset of the question-solution pairs. In the reasoning stage, given a new question, CAMA dynamically extracts a task-relevant subgraph from the MCG, conditioned on both the question content and the LLM's intermediate reasoning trace. This subgraph, which encodes the most pertinent knowledge points and their causal dependencies, is then injected back into the LLM to guide its reasoning process. Empirical results on real-world datasets show that CAMA significantly improves LLM performance on challenging mathematical problems. Furthermore, our experiments demonstrate that structured guidance consistently outperforms unstructured alternatives, and that incorporating asymmetric causal relationships yields greater improvements than using symmetric associations alone.

Chaozheng Wang, Shuzheng Gao, Cuiyun Gao et al.

Real-world data usually present long-tailed distributions. Training on imbalanced data tends to render neural networks perform well on head classes while much worse on tail classes. The severe sparseness of training instances for the tail classes is the main challenge, which results in biased distribution estimation during training. Plenty of efforts have been devoted to ameliorating the challenge, including data re-sampling and synthesizing new training instances for tail classes. However, no prior research has exploited the transferable knowledge from head classes to tail classes for calibrating the distribution of tail classes. In this paper, we suppose that tail classes can be enriched by similar head classes and propose a novel distribution calibration approach named as label-Aware Distribution Calibration LADC. LADC transfers the statistics from relevant head classes to infer the distribution of tail classes. Sampling from calibrated distribution further facilitates re-balancing the classifier. Experiments on both image and text long-tailed datasets demonstrate that LADC significantly outperforms existing methods.The visualization also shows that LADC provides a more accurate distribution estimation.

Yong Wen, Marcus Kalander, Chanfei Su et al.

We consider the problem of training robust and accurate deep neural networks (DNNs) when subject to various proportions of noisy labels. Large-scale datasets tend to contain mislabeled samples that can be memorized by DNNs, impeding the performance. With appropriate handling, this degradation can be alleviated. There are two problems to consider: how to distinguish clean samples and how to deal with noisy samples. In this paper, we present Ensemble Noise-robust K-fold Cross-Validation Selection (E-NKCVS) to effectively select clean samples from noisy data, solving the first problem. For the second problem, we create a new pseudo label for any sample determined to have an uncertain or likely corrupt label. E-NKCVS obtains multiple predicted labels for each sample and the entropy of these labels is used to tune the weight given to the pseudo label and the given label. Theoretical analysis and extensive verification of the algorithms in the noisy label setting are provided. We evaluate our approach on various image and text classification tasks where the labels have been manually corrupted with different noise ratios. Additionally, two large real-world noisy datasets are also used, Clothing-1M and WebVision. E-NKCVS is empirically shown to be highly tolerant to considerable proportions of label noise and has a consistent improvement over state-of-the-art methods. Especially on more difficult datasets with higher noise ratios, we can achieve a significant improvement over the second-best model. Moreover, our proposed approach can easily be integrated into existing DNN methods to improve their robustness against label noise.

Jia Li, Mengzhou Liu, Honglei Zhang et al.

We present Mask-GVAE, a variational generative model for blind denoising large discrete graphs, in which "blind denoising" means we don't require any supervision from clean graphs. We focus on recovering graph structures via deleting irrelevant edges and adding missing edges, which has many applications in real-world scenarios, for example, enhancing the quality of connections in a co-authorship network. Mask-GVAE makes use of the robustness in low eigenvectors of graph Laplacian against random noise and decomposes the input graph into several stable clusters. It then harnesses the huge computations by decoding probabilistic smoothed subgraphs in a variational manner. On a wide variety of benchmarks, Mask-GVAE outperforms competing approaches by a significant margin on PSNR and WL similarity.

Marcus Kalander, Min Zhou, Chengzhi Zhang et al.

Telecommunication networks play a critical role in modern society. With the arrival of 5G networks, these systems are becoming even more diversified, integrated, and intelligent. Traffic forecasting is one of the key components in such a system, however, it is particularly challenging due to the complex spatial-temporal dependency. In this work, we consider this problem from the aspect of a cellular network and the interactions among its base stations. We thoroughly investigate the characteristics of cellular network traffic and shed light on the dependency complexities based on data collected from a densely populated metropolis area. Specifically, we observe that the traffic shows both dynamic and static spatial dependencies as well as diverse cyclic temporal patterns. To address these complexities, we propose an effective deep-learning-based approach, namely, Spatio-Temporal Hybrid Graph Convolutional Network (STHGCN). It employs GRUs to model the temporal dependency, while capturing the complex spatial dependency through a hybrid-GCN from three perspectives: spatial proximity, functional similarity, and recent trend similarity. We conduct extensive experiments on real-world traffic datasets collected from telecommunication networks. Our experimental results demonstrate the superiority of the proposed model in that it consistently outperforms both classical methods and state-of-the-art deep learning models, while being more robust and stable.

Jia Li, Zhichao Han, Hong Cheng et al.

In this paper we use a time-evolving graph which consists of a sequence of graph snapshots over time to model many real-world networks. We study the path classification problem in a time-evolving graph, which has many applications in real-world scenarios, for example, predicting path failure in a telecommunication network and predicting path congestion in a traffic network in the near future. In order to capture the temporal dependency and graph structure dynamics, we design a novel deep neural network named Long Short-Term Memory R-GCN (LRGCN). LRGCN considers temporal dependency between time-adjacent graph snapshots as a special relation with memory, and uses relational GCN to jointly process both intra-time and inter-time relations. We also propose a new path representation method named self-attentive path embedding (SAPE), to embed paths of arbitrary length into fixed-length vectors. Through experiments on a real-world telecommunication network and a traffic network in California, we demonstrate the superiority of LRGCN to other competing methods in path failure prediction, and prove the effectiveness of SAPE on path representation.