Latent Evolution Model for Change Point Detection in Time-varying Networks
This addresses the need for more accurate anomaly detection in evolving networks like social or traffic systems, though it is an incremental improvement over existing methods.
The paper tackles the problem of detecting change points in time-varying networks by proposing a latent evolution model that learns low-dimensional representations and captures evolving patterns to predict future networks, achieving superior performance on synthetic and real-world datasets.
Graph-based change point detection (CPD) play an irreplaceable role in discovering anomalous graphs in the time-varying network. While several techniques have been proposed to detect change points by identifying whether there is a significant difference between the target network and successive previous ones, they neglect the natural evolution of the network. In practice, real-world graphs such as social networks, traffic networks, and rating networks are constantly evolving over time. Considering this problem, we treat the problem as a prediction task and propose a novel CPD method for dynamic graphs via a latent evolution model. Our method focuses on learning the low-dimensional representations of networks and capturing the evolving patterns of these learned latent representations simultaneously. After having the evolving patterns, a prediction of the target network can be achieved. Then, we can detect the change points by comparing the prediction and the actual network by leveraging a trade-off strategy, which balances the importance between the prediction network and the normal graph pattern extracted from previous networks. Intensive experiments conducted on both synthetic and real-world datasets show the effectiveness and superiority of our model.