dyngem: deep embedding method for dynamic graphsnkamra/pdf/dyngem_ppt.pdf · 1nitin kamra and...

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DynGEM: Deep Embedding Method for Dynamic Graphs Palash Goyal, Nitin Kamra 1 , Xinran He, Yan Liu Department of Computer Science University of Southern California August 14, 2017 1 Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August 14, 2017 1 / 18

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Page 1: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

DynGEM: Deep Embedding Method for DynamicGraphs

Palash Goyal, Nitin Kamra1, Xinran He, Yan Liu

Department of Computer ScienceUniversity of Southern California

August 14, 2017

1Nitin Kamra and Palash Goyal have equal contribution(University of Southern California) DynGEM August 14, 2017 1 / 18

Page 2: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Outline

1 Dynamic Graph Embedding

2 Model

3 Experimental Results

4 Conclusion

(University of Southern California) DynGEM August 14, 2017 2 / 18

Page 3: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Dynamic Graph Embedding

Dynamic Graphs

DynGEM paper accepted

DefinitionReal world graphs evolve by addition and deletion of nodes and edges.We represent a dynamic graph as a snapshot of static graphs.

(University of Southern California) DynGEM August 14, 2017 3 / 18

Page 4: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Dynamic Graph Embedding

Dynamic Graph Embedding

DynGEM paper accepted

(University of Southern California) DynGEM August 14, 2017 4 / 18

Page 5: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Dynamic Graph Embedding

Problem Statement

Graph EmbeddingIt aims to represent each vertex of a graph in a low dimensional spaceRd while preserving certain properties of a graph, i.e., it learns thefunction fG : V → Rd, where d� |V |.

Dynamic Graph Embedding

It extends the concept of embedding to dynamic graphs. Given adynamic graph G, a dynamic graph embedding is a time series ofmappings F = {f1, . . . , fT } such that mapping ft is a graphembedding for Gt and all mappings preserve the proximity measure fortheir respective graphs.

(University of Southern California) DynGEM August 14, 2017 5 / 18

Page 6: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Dynamic Graph Embedding

Problem Statement

Graph EmbeddingIt aims to represent each vertex of a graph in a low dimensional spaceRd while preserving certain properties of a graph, i.e., it learns thefunction fG : V → Rd, where d� |V |.

Dynamic Graph Embedding

It extends the concept of embedding to dynamic graphs. Given adynamic graph G, a dynamic graph embedding is a time series ofmappings F = {f1, . . . , fT } such that mapping ft is a graphembedding for Gt and all mappings preserve the proximity measure fortheir respective graphs.

(University of Southern California) DynGEM August 14, 2017 5 / 18

Page 7: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Dynamic Graph Embedding

Possible Solutions and Challenges

Apply static embedding algorithm at each time stepProblem: Non-unique embedding

Realign embeddings at consecutive time stepsMay work for factorization based modelsProblem: Linear alignment will give sub-par performance onnon-linear embedding approaches

(University of Southern California) DynGEM August 14, 2017 6 / 18

Page 8: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Dynamic Graph Embedding

Possible Solutions and Challenges

Apply static embedding algorithm at each time stepProblem: Non-unique embedding

Realign embeddings at consecutive time stepsMay work for factorization based modelsProblem: Linear alignment will give sub-par performance onnon-linear embedding approaches

(University of Southern California) DynGEM August 14, 2017 6 / 18

Page 9: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Model

Embedding Stability

Srel(F ; t) =‖Ft+1(Vt)− Ft(Vt)‖F

‖Ft(Vt)‖F

/‖St+1(Vt)− St(Vt)‖F

‖St(Vt)‖F

Relative change in embeddingRelative change in graph

KS(F) = maxτ,τ ′|Srel(F ; τ)− Srel(F ; τ ′)|.

(University of Southern California) DynGEM August 14, 2017 7 / 18

Page 10: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Model

Embedding Stability

Srel(F ; t) =‖Ft+1(Vt)− Ft(Vt)‖F

‖Ft(Vt)‖F

/‖St+1(Vt)− St(Vt)‖F

‖St(Vt)‖F

Relative change in embeddingRelative change in graph

KS(F) = maxτ,τ ′|Srel(F ; τ)− Srel(F ; τ ′)|.

(University of Southern California) DynGEM August 14, 2017 7 / 18

Page 11: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Model

Embedding Stability

Srel(F ; t) =‖Ft+1(Vt)− Ft(Vt)‖F

‖Ft(Vt)‖F

/‖St+1(Vt)− St(Vt)‖F

‖St(Vt)‖F

Relative change in embeddingRelative change in graph

KS(F) = maxτ,τ ′|Srel(F ; τ)− Srel(F ; τ ′)|.

(University of Southern California) DynGEM August 14, 2017 7 / 18

Page 12: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Model

Dynamic Graph Embedding Model (DynGEM)

𝐺𝑡−1

𝒔𝒊

𝜃𝑡−1

𝒔𝒊 𝒔𝒋

𝒙𝒊

ෝ𝒚𝒊𝟏

ෝ𝒙𝒊

𝒚𝒊(𝟏)

𝒚𝒊(𝑲)

𝒙𝒋

ෝ𝒙𝒋

𝒚𝒋(𝟏)

𝒚𝒋(𝑲)

ෝ𝒚𝒋𝟏

𝜃𝑡

𝑳𝒍𝒐𝒄

𝑳𝒈𝒍𝒐𝒃 𝑳𝒈𝒍𝒐𝒃

𝜃𝑡

𝐺𝑡

(University of Southern California) DynGEM August 14, 2017 8 / 18

Page 13: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Model

Handling Growing Graphs

Addition of nodes in the graph may require additional modelparametersGet width hidden layers using PropSize heuristic

size(lk+1) ≥ ρ× size(lk)Deepen the model if PropSize is not satisfied for embedding layerAdopt Net2WiderNet and Net2DeeperNet to expand theautoencoder

(University of Southern California) DynGEM August 14, 2017 9 / 18

Page 14: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Model

Algorithm 1: Algorithm: DynGEMInput: Gt = (Vt, Et), Gt−1 = (Vt−1, Et−1), Yt−1, θt−1Output: Embedding YtFrom Gt, generate adjacency matrix S, penalty matrix BCreate the autoencoder model with initial architectureInitialize θt randomly if t = 1, else θt = θt−1if |Vt| > |Vt−1| then

Compute new layer sizes with PropSize heuristicExpand autoencoder layers and/or insert new layers

end ifCreate set S = {(si, sj)} for each e = (vi, vj) ∈ Etfor i = 1, 2, . . . do

Sample a minibatch M from SCompute gradients ∇θtLnet of objective Lnet on MDo gradient update on θt with nesterov momentum

end for

(University of Southern California) DynGEM August 14, 2017 10 / 18

Page 15: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Experimental Results

Datasets

Synthetic Data (SYN)Generated using Stochastic Block Model1000 nodes, 79,800-79,910 edges

High Energy Physics (HEP-TH)Author collaboration network1,424-7,980 nodes, 2,556-21,036 edges

Autonomous Systems (AS)Router communication network7716 nodes, 10,695-26,46 edges

Enron (ENRON)Email network184 nodes, 63-591 edges

(University of Southern California) DynGEM August 14, 2017 11 / 18

Page 16: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Experimental Results

Visualization

(a) DynGEM time step with 5 nodesjumping out of 1000

(b) DynGEM time step with 300nodes jumping out of 1000

(University of Southern California) DynGEM August 14, 2017 12 / 18

Page 17: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Experimental Results

Graph Reconstruction

Reconstruct graph edges using decoderRank pairs of vertices according to reconstructed proximity

SYN HEP-TH AS ENRONGFalign 0.119 0.49 0.164 0.223GFinit 0.126 0.52 0.164 0.31

SDNEalign 0.124 0.04 0.07 0.141SDNE 0.987 0.51 0.214 0.38

DynGEM 0.987 0.491 0.216 0.424

Table: Average MAP of graph reconstruction.

(University of Southern California) DynGEM August 14, 2017 13 / 18

Page 18: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Experimental Results

Link Prediction

Randomly hide 15% of network edges at time tTrain the model using graph snapshots till time tTest the prediction using hidden edges

SYN HEP-TH AS ENRONGFalign 0.027 0.04 0.09 0.021GFinit 0.024 0.042 0.08 0.017

SDNEalign 0.031 0.17 0.1 0.06SDNE 0.034 0.1 0.09 0.081

DynGEM 0.194 0.26 0.21 0.084

Table: Average MAP of link prediction.

(University of Southern California) DynGEM August 14, 2017 14 / 18

Page 19: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Experimental Results

Anomaly Detection

Detected anomalies in Enron by thresholding norm of change inconsecutive embeddings

Week 93

Week 101

Week 94

(University of Southern California) DynGEM August 14, 2017 15 / 18

Page 20: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Experimental Results

Stability and Scalability

Computed stability constant and speedup achieved

SYN HEP-TH AS ENRONSDNE 0.18 14.715 6.25 19.722

SDNEalign 0.11 8.516 2.269 18.941DynGEM 0.008 1.469 0.125 1.279

Table: Stability constants KS(F ) of embeddings on dynamic graphs.

SYN HEP-TH AS ENRONSDNEalign 56.6 min 71.4 min 210 min 7.69 minDynGEM 13.8 min 25.4 min 80.2 min 3.48 minSpeedup 4.1 2.81 2.62 2.21

Speedupexp 4.8 3 3 3

Table: Computation time of embedding methods.

(University of Southern California) DynGEM August 14, 2017 16 / 18

Page 21: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Conclusion

Conclusion

Developed a model that can embed a dynamic graph in vectorspaceIntroduced the concept of stability in dynamic graph embeddingExtended the model to handle growing graphsExperiments on graph reconstruction, link prediction, stability,scalability and anomaly detection show benefits over existingapproaches

(University of Southern California) DynGEM August 14, 2017 17 / 18

Page 22: DynGEM: Deep Embedding Method for Dynamic Graphsnkamra/pdf/dyngem_ppt.pdf · 1Nitin Kamra and Palash Goyal have equal contribution (University of Southern California) DynGEM August

Conclusion

Questions?

(University of Southern California) DynGEM August 14, 2017 18 / 18