Boosting long-term forecasting performance for continuous-time dynamic graph networks via data augmentation

• URL: http://arxiv.org/abs/2304.05749v2
• Date: Sun, 26 May 2024 10:47:29 GMT
• Title: Boosting long-term forecasting performance for continuous-time dynamic graph networks via data augmentation
• Authors: Yuxing Tian, Mingjie Zhu, Jiachi Luo, Song Li,
• Abstract summary: This study focuses on long-term forecasting (LTF) on continuous-time dynamic graph networks (CTDGNs) We propose textbfunderlineUncertainty underlineMasked underlineMixunderlineUp (UmmU): a plug-and-play module that conducts uncertainty estimation to introduce uncertainty into the embedding of intermediate layer of CTDGNs. We conduct comprehensive experiments on three real-world dynamic graph datasets, the results demonstrate that UmmU can effectively improve the long-term forecasting
• Score: 3.7549799938905104
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: This study focuses on long-term forecasting (LTF) on continuous-time dynamic graph networks (CTDGNs), which is important for real-world modeling. Existing CTDGNs are effective for modeling temporal graph data due to their ability to capture complex temporal dependencies but perform poorly on LTF due to the substantial requirement for historical data, which is not practical in most cases. To relieve this problem, a most intuitive way is data augmentation. In this study, we propose \textbf{\underline{U}ncertainty \underline{M}asked \underline{M}ix\underline{U}p (UmmU)}: a plug-and-play module that conducts uncertainty estimation to introduce uncertainty into the embedding of intermediate layer of CTDGNs, and perform masked mixup to further enhance the uncertainty of the embedding to make it generalize to more situations. UmmU can be easily inserted into arbitrary CTDGNs without increasing the number of parameters. We conduct comprehensive experiments on three real-world dynamic graph datasets, the results demonstrate that UmmU can effectively improve the long-term forecasting performance for CTDGNs.

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