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Graph similarity learning for change-point detection in dynamic networks

Abstract:
Dynamic networks are ubiquitous for modelling sequential graph-structured data, e.g., brain connectivity, population migrations, and social networks. In this work, we consider the discrete-time framework of dynamic networks and aim at detecting change-points, i.e., abrupt changes in the structure or attributes of the graph snapshots. This task is often termed network change-point detection and has numerous applications, such as market phase discovery, fraud detection, and activity monitoring. In this work, we propose a data-driven method that can adapt to the specific network domain, and be used to detect distribution changes with no delay and in an online setting. Our algorithm is based on a siamese graph neural network, designed to learn a graph similarity function on the graph snapshots from the temporal network sequence. Without any prior knowledge on the network generative distribution and the type of change-points, our learnt similarity function allows to more effectively compare the current graph and its recent history, compared to standard graph distances or kernels. Moreover, our method can be applied to a large variety of network data, e.g., networks with edge weights or node attributes. We test our method on synthetic and real-world dynamic network data, and demonstrate that it is able to perform online network change-point detection in diverse settings. Besides, we show that it requires a shorter data history to detect changes than most existing state-of-the-art baselines.
Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1007/s10994-023-06405-x

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Oxford college:
Merton College
Role:
Author
ORCID:
0000-0002-8464-2152
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Oxford college:
Lady Margaret Hall
Role:
Author
ORCID:
0000-0002-1143-9786


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Funder identifier:
https://ror.org/0439y7842
Grant:
EP/N510129/1
EP/T023333/1


Publisher:
Springer
Journal:
Machine Learning More from this journal
Volume:
113
Issue:
1
Pages:
1-44
Publication date:
2023-10-31
Acceptance date:
2023-08-21
DOI:
EISSN:
1573-0565
ISSN:
0885-6125


Language:
English
Keywords:
Pubs id:
1564215
Local pid:
pubs:1564215
Deposit date:
2024-07-27

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