Evolving-Graph Gaussian Processes

Abstract

Graph Gaussian Processes (GGPs) provide a data-efficient solution on graph structured domains. Existing approaches have focused on static structures, whereas many real graph data represent a dynamic structure, limiting the applications of GGPs. To overcome this we propose evolving-Graph Gaussian Processes (e-GGPs). The proposed method is capable of learning the transition function of graph vertices over time with a neighbourhood kernel to model the connectivity and interaction changes between vertices. We assess the performance of our method on time-series regression problems where graphs evolve over time. We demonstrate the benefits of e-GGPs over static graph Gaussian Process approaches.

12 pages, 5 figures. Accepted for publication at ICML 2021 Time Series Workshop (TSW)

References in corpus (2)

• Variational Gaussian Process Dynamical Systems
• Graph Convolutional Gaussian Processes For Link Prediction