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IGE plus : A Framework for Learning Node Embeddings in Interaction Graphs
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DOI：10.1109/TKDE.2019.2940459.png)
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Abstract
En 中文
Node embedding techniques have gained prominence since they produce continuous and low-dimensional features, which are effective for various tasks. Most existing approaches learn node embeddings by exploring the structure of networks and are mainly focused on static non-attributed graphs. However, many real-world applications, such as stock markets and public review websites, involve bipartite graphs with dynamic and attributed edges, called attributed interaction graphs. Different from conventional graph data, attributed interaction graphs involve two kinds of entities (e.g. investors/stocks and users/businesses) and edges of temporal interactions with attributes (e.g. transactions and reviews). In this paper, we study the problem of node embedding in attributed interaction graphs. Learning embeddings in interaction graphs is highly challenging due to the dynamics and heterogeneous attributes of edges. Different from conventional static graphs, in attributed interaction graphs, each edge can have totally different meanings when the interaction is at different times or associated with different attributes. To tackle the above challenges, we introduce the temporal dependency and conditional proximity, which are two fundamental characteristics of interaction graphs. Then, we propose a deep node embedding method called IGE+ (Interaction Graph Embedding+). By preserving these two characteristics, IGE+ is able to produce effective node embeddings in interaction graphs. We evaluate our proposed method and various comparing methods on four real-world datasets. The experimental results prove the effectiveness of the learned embeddings by IGE+ on both node-based and edge-based tasks.
Keywords:
Task analysis
Stock markets
Bipartite graph
Image edge detection
Encoding
Investment
Computer science
Graph mining
representation learning
attributed interaction graph
node embedding
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