EasyDGL: Encode, Train and Interpret for Continuous-Time Dynamic Graph Learning

Dynamic graphs arise in various real-world applications, and it is often welcomed to model the dynamics in continuous time domain for its flexibility. This paper aims to design an easy-to-use pipeline (EasyDGL which is also due to its implementation by DGL toolkit) composed of three modules with both strong fitting ability and interpretability, namely encoding, training and interpreting: i) a temporal point process (TPP) modulated attention architecture to endow the continuous-time resolution with the coupled spatiotemporal dynamics of the graph with edge-addition events; ii) a principled loss composed of task-agnostic TPP posterior maximization based on observed events, and a task-aware loss with a masking strategy over dynamic graph, where the tasks include dynamic link prediction, dynamic node classification and node traffic forecasting; iii) interpretation of the outputs (e.g., representations and predictions) with scalable perturbation-based quantitative analysis in the graph Fourier domain, which could comprehensively reflect the behavior of the learned model. Empirical results on public benchmarks show our superior performance for time-conditioned predictive tasks, and in particular EasyDGL can effectively quantify the predictive power of frequency content that a model learns from evolving graph data.