Invariant Graph Representations for Continuous-Time Dynamic Graphs Under Distribution Shifts
Addresses the lack of robust OOD methods for CTDGs, which are critical for applications like social networks and finance.
CIR introduces a framework for learning invariant representations in continuous-time dynamic graphs under distribution shifts, outperforming existing methods across diverse OOD scenarios.
Continuous-Time Dynamic Graphs (CTDGs) enable fine-grained modeling of evolving relational systems. However, most existing CTDG representation learning methods are tailored to in-distribution settings and exhibit limited robustness under out-of-distribution (OOD) shifts. Although recent causal approaches learn invariant representations via interventions, they are primarily designed for static or discrete-time graphs and become computationally prohibitive for CTDGs due to the combinatorial explosion of structural and temporal variations. To address these challenges, we propose CIR, a framework grounded in a novel structural causal model termed the ICCM. To avoid exhaustive interventions, we leverage the Normalized Weighted Geometric Mean (NWGM) to efficiently approximate interventional predictions. We further instantiate ICCM within a practical deep learning architecture that jointly captures invariant structural and temporal patterns through dedicated subgraph extractors, and maintains an environment memory bank to model distributional shifts across evolving contexts. Extensive experiments demonstrate that CIR consistently outperforms existing methods under diverse OOD scenarios.