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Differential Deep Learning on Graphs and its Applications Chengxi Zang and Fei Wang Weill Cornell Medicine www.calvinzang.com DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 1

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Page 1: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Differential Deep Learning on Graphs and its Applications

Chengxi Zang and Fei WangWeill Cornell Medicine

www.calvinzang.com

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 1

Page 2: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

This Tutorialwww.calvinzang.com/DDLG_AAAI_2020.htmlAAAI-2020Friday, February 7, 2020, 2:00 PM -6:00 PMSutton North, Hilton New York Midtown, NYC

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 2

Page 3: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

This TutorialMolecular Graph Generation: to generate novel molecules with

optimized propertiesoGraph generationoGraph property predictionoGraph optimizationLearning Dynamics on Graphs: to predict temporal change or final

states of complex systemsoContinuous-time dynamics predictionoStructured sequence predictionoNode classification/regressionMechanism Discovery: to find dynamical laws of complex systemsoDensity Estimation vs. Mechanism DiscoveryoData-driven discovery of differential equations

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Page 4: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Part 2:Neural Dynamics on Complex

NetworksChengxi Zang and Fei Wang

Weill Cornell Medicinewww.calvinzang.com

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 4

Page 5: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Structures and Dynamics of Complex SystemsBrain and Bioelectrical flow Transportation and Traffic flow

Social Networks and Information flow Ecological Systems and Energy flow

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 5

Page 6: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Problem: Learning Dynamics of complex systemsBrain and Bioelectrical flow Transportation and Traffic flow

Social Networks and Information flow Ecological Systems and Energy flow

Dynamics? How to predict the temporal change of these complex systems?

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 6

Page 7: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Problem: Math FormulationLearning Dynamics on GraphoDynamics of nodes: 𝑋𝑋 𝑡𝑡 ∈ ℝ𝑛𝑛∗𝑑𝑑 at 𝑡𝑡, where 𝑛𝑛 is number of nodes, 𝑑𝑑 is number of features, 𝑋𝑋(𝑡𝑡) changes over continuous time t.oGraph: 𝐺𝐺 = (𝑉𝑉,𝐸𝐸) , V are nodes, 𝐸𝐸 are edges.oHow dynamics 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡) change on graph?

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Page 8: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Problem: Prediction TasksContinuous-time network dynamics prediction:oInput: G, �𝑋𝑋 𝑡𝑡1 , �𝑋𝑋 𝑡𝑡2 , … , �𝑋𝑋 𝑡𝑡𝑇𝑇 0 ≤ 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 , 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 are arbitrary time

momentso?A model of dynamics on graphs 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡)

oOutput: to predict 𝑋𝑋 𝑡𝑡 at an arbitrary time moment

(Special case) Structured sequence predictionInput: G, �𝑋𝑋[1], �𝑋𝑋[2], … , �𝑋𝑋[𝑇𝑇] 0 ≤ 1 < ⋯ < 𝑇𝑇 , ordered sequence? A model of dynamics on graphs 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡)

Output: to predict next k steps 𝑋𝑋 𝑇𝑇 + 𝑘𝑘(Special case) Node (semi-supervised) regression/classification

Input: G, �𝑋𝑋 = [ �𝑋𝑋,𝑀𝑀𝑀𝑀𝑀𝑀𝑘𝑘 ⊙ �𝑌𝑌] features and node labels, only one snapshot? A model of dynamics on graphs 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡)

Output: to predict [𝑋𝑋,𝑌𝑌]

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Page 9: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Problem: Prediction TasksContinuous-time network dynamics prediction:oInput: G, �𝑋𝑋 𝑡𝑡1 , �𝑋𝑋 𝑡𝑡2 , … , �𝑋𝑋 𝑡𝑡𝑇𝑇 0 ≤ 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 , 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 are arbitrary time

momentso?A model of dynamics on graphs 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡)

oOutput: to predict 𝑋𝑋 𝑡𝑡 at an arbitrary time moment

(Special case) Structured sequence predictionoInput: G, �𝑋𝑋[1], �𝑋𝑋[2], … , �𝑋𝑋[𝑇𝑇] 0 ≤ 1 < ⋯ < 𝑇𝑇 , ordered sequenceo? A model of dynamics on graphs 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡)

oOutput: to predict next k steps 𝑋𝑋 𝑇𝑇 + 𝑘𝑘 (Special case) Node (semi-supervised) regression/classificationoInput: G, �𝑋𝑋 = [ �𝑋𝑋,𝑀𝑀𝑀𝑀𝑀𝑀𝑘𝑘 ⊙ �𝑌𝑌] features and node labels, only one snapshoto? A model of dynamics on graphs 𝑑𝑑𝑑𝑑(𝑡𝑡)

𝑑𝑑𝑡𝑡= 𝑓𝑓(𝑋𝑋 𝑡𝑡 ,𝐺𝐺,𝜃𝜃, 𝑡𝑡)

oOutput: to predict [𝑋𝑋,𝑌𝑌]

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Page 10: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Why Dynamics Matter?

To understand, predict, and control real-world dynamic systems in engineering and science.oBrain dynamics, traffic dynamics, social dynamics

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Page 11: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Challenges: Dynamics of Complex SystemsComplex systems: oHigh-dimensionality and Complex interactionso≥ 100 nodes, ≥ 1000 interactions

Dynamics: oContinuous-time, Nonlinear

Structural-dynamic dependencies: oDifficult to be modeled by simple mechanistic models

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Page 12: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Challenges: Dynamics of Complex Systems

+

+

+

Linear Dynamics

Linear Dynamics

Non-Linear Dynamics

𝒇𝒇(𝑿𝑿 𝒕𝒕 ,𝑮𝑮,𝜽𝜽, 𝒕𝒕)

?DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 13

Examples of dynamics on graphs

Page 13: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Related Works 1: Learning Continuous Time DynamicsTo learn continuous-time dynamicsoA clear knowledge of the mechanisms, small systems, few interaction terms,

first principle from physical laws, mechanistic models,

𝑭𝑭 =𝑑𝑑(𝑚𝑚𝒗𝒗)𝑑𝑑𝑡𝑡

𝑴𝑴𝑴𝑴𝑴𝑴𝑴𝑴𝑴𝑴:𝑴𝑴𝑴𝑴𝑴𝑴𝑴𝑴𝑴𝑴: 𝑪𝑪𝑪𝑪𝑴𝑴𝑴𝑴𝑪𝑪:

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Page 14: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Data-driven Dynamics for Small SystemsData-driven discovery of ODEs/ PDEsoSparse RegressionoResidual NetworkoEtc.

Small systems!o<10 nodes & interactionsoCombinatorial complexityoNot for complex systems

Image from: Brunton et al. 2016. Discovering governing equations from data by sparse identification of nonlinear dynamical systems. PNAS

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Page 15: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Related Works 2: Structured Sequence Learning

Defined characteristicsoDynamics on graphs are regularly-sampled with same time intervals

Temporal Graph Neural NetworksoRNN + CNNoRNN + GNNX[t+1]=LSTM(GCN([t], G))

Limitations: oOnly ordered sequence instead of continuous physical time

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 17

Seo et al. 2016. Structured Sequence Modeling with Graph Convolutional Recurrent Networks.Wu et al. 2019. A Comprehensive Survey on Graph Neural Networks

Page 16: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Related Works 3: Node (Semi-supervised) Classification/Regression

Defined characteristicsoOne-snapshot features and some labels on graphsoGoal: to assign labels to each nodeGraph Neural NetworksoGCN, oGAT, etc.Limitationso1 or 2 layersoLacking a continuous-time dynamics viewTo spread features or labels on graphsContinuous-time: more fine-grained control on diffusion

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 18

Kipf et al. 2016. Semi-Supervised Classification with Graph Convolutional NetworksVelickovic et al. 2017. Graph Attention Networks

Page 17: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Goal: A Unified Framework for All?Continuous-time network dynamics prediction:o Input: G, �𝑋𝑋 𝑡𝑡1 , �𝑋𝑋 𝑡𝑡2 , … , �𝑋𝑋 𝑡𝑡𝑇𝑇 0 ≤ 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 , 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 are arbitrary time momentso?Model: dynamics on graphs 𝒅𝒅𝑿𝑿(𝒕𝒕)

𝒅𝒅𝒕𝒕= 𝒇𝒇(𝑿𝑿 𝒕𝒕 ,𝑮𝑮,𝜽𝜽, 𝒕𝒕)

oOutput: to predict 𝑋𝑋 𝑡𝑡 at an arbitrary time moment

(Special case) Structured sequence predictionoInput: G, �𝑋𝑋[1], �𝑋𝑋[2], … , �𝑋𝑋[𝑇𝑇] 0 ≤ 1 < ⋯ < 𝑇𝑇 , ordered sequenceo? Model: dynamics on graphs 𝒅𝒅𝑿𝑿(𝒕𝒕)

𝒅𝒅𝒕𝒕= 𝒇𝒇(𝑿𝑿 𝒕𝒕 ,𝑮𝑮,𝜽𝜽, 𝒕𝒕)

oOutput: to predict next k steps 𝑋𝑋 𝑇𝑇 + 𝑘𝑘 (Special case) Node (semi-supervised) regression/classificationoInput: G, �𝑋𝑋 = [ �𝑋𝑋,𝑀𝑀𝑀𝑀𝑀𝑀𝑘𝑘 ⊙ �𝑌𝑌] features and node labels, only one snapshoto? A model of dynamics on graphs 𝒅𝒅𝑿𝑿(𝒕𝒕)

𝒅𝒅𝒕𝒕= 𝒇𝒇(𝑿𝑿 𝒕𝒕 ,𝑮𝑮,𝜽𝜽, 𝒕𝒕)

oOutput: to predict [𝑋𝑋,𝑌𝑌]

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Page 18: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Our IdeasDifferential Equation Systems oGraphs and Differential Equations are general tools to describe structures and dynamics of complex systems

Deep LearningoRNN, GNN, Temporal GNN, Res-Net etc. are the state-of-the-art computational tools driven by data

How to leverage Differential equation systems and Deep Learning?

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Page 19: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Neural Dynamics on Complex Networks (NDCN)Differential Deep LearningoDifferential Equation systems: 𝒅𝒅𝑿𝑿(𝒕𝒕)

𝒅𝒅𝒕𝒕= 𝒇𝒇 𝑿𝑿 𝐭𝐭 ,𝐆𝐆,𝑾𝑾, 𝐭𝐭

is a graph neural network like structure.oDifferential Deep model: 𝑋𝑋 𝒕𝒕 = 𝑿𝑿 𝟎𝟎 +∫𝟎𝟎𝒕𝒕 𝒇𝒇 𝑿𝑿 𝝉𝝉 ,𝐆𝐆,𝑾𝑾, 𝝉𝝉 𝒅𝒅𝝉𝝉 for arbitrary time 𝑡𝑡

oLearned as following optimization problem:

Our NDCN Model : Argmin 𝐿𝐿 = ∫0

𝑇𝑇 |𝑋𝑋 𝑡𝑡 − �𝑋𝑋(𝑡𝑡)|𝑑𝑑𝑡𝑡 S.t. 𝑋𝑋ℎ 𝑡𝑡 = 𝑡𝑡𝑀𝑀𝑛𝑛𝑡 𝑊𝑊 𝑡𝑡 𝑊𝑊𝑒𝑒 + 𝑏𝑏𝑒𝑒 𝑊𝑊0 + 𝑏𝑏0

𝑑𝑑𝑑𝑑ℎ(𝑡𝑡)𝑑𝑑𝑡𝑡

= 𝑅𝑅𝑅𝑅𝐿𝐿𝑅𝑅 𝜙𝜙𝑋𝑋ℎ 𝑡𝑡 𝑊𝑊 + 𝑏𝑏 ,𝑋𝑋ℎ 0

𝑋𝑋 𝑡𝑡 = 𝑋𝑋ℎ 𝑡𝑡 𝑊𝑊𝑑𝑑 + 𝑏𝑏𝑑𝑑

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Page 20: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Neural Dynamics on Complex Networks (NDCN)Differential Deep LearningoDifferential Equation systems: 𝒅𝒅𝑿𝑿(𝒕𝒕)

𝒅𝒅𝒕𝒕= 𝒇𝒇 𝑿𝑿 𝐭𝐭 ,𝐆𝐆,𝑾𝑾, 𝐭𝐭

is a graph neural network like structure.oDifferential Deep model: 𝑋𝑋 𝒕𝒕 = 𝑿𝑿 𝟎𝟎 +∫𝟎𝟎𝒕𝒕 𝒇𝒇 𝑿𝑿 𝝉𝝉 ,𝐆𝐆,𝑾𝑾, 𝝉𝝉 𝒅𝒅𝝉𝝉 for arbitrary time 𝑡𝑡

oLearned as following optimization problem:

Our NDCN Model : Argmin 𝐿𝐿 = ∫0

𝑇𝑇 |𝑋𝑋 𝑡𝑡 − �𝑋𝑋(𝑡𝑡)|𝑑𝑑𝑡𝑡 S.t. 𝑋𝑋ℎ 𝑡𝑡 = 𝑡𝑡𝑀𝑀𝑛𝑛𝑡 𝑊𝑊 𝑡𝑡 𝑊𝑊𝑒𝑒 + 𝑏𝑏𝑒𝑒 𝑊𝑊0 + 𝑏𝑏0

𝑑𝑑𝑑𝑑ℎ(𝑡𝑡)𝑑𝑑𝑡𝑡

= 𝑅𝑅𝑅𝑅𝐿𝐿𝑅𝑅 𝜙𝜙𝑋𝑋ℎ 𝑡𝑡 𝑊𝑊 + 𝑏𝑏 ,𝑋𝑋ℎ 0

𝑋𝑋 𝑡𝑡 = 𝑋𝑋ℎ 𝑡𝑡 𝑊𝑊𝑑𝑑 + 𝑏𝑏𝑑𝑑

DIFFERENTIAL DEEP LEARNING ON GRAPHS AND ITS APPLICATIONS --- AAAI-2020 22

?

Page 21: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Interpretation from Residual LearningDeep Learning: 𝒇𝒇∗ is a neural layeroEach layer: 𝑋𝑋 𝑙𝑙 + 1 = 𝑓𝑓𝑙𝑙+1(𝑋𝑋[𝑙𝑙])oDeep Model: 𝑋𝑋 𝐿𝐿 = 𝑓𝑓𝐿𝐿 ∘ ⋯ ∘ 𝑓𝑓1 𝑋𝑋 0 ,

Residual Learning: deepoEach layer: X 𝑙𝑙 + 1 = X 𝑙𝑙 + fl+1 X loDeep Model: 𝑋𝑋 𝐿𝐿 = 𝑓𝑓𝐿𝐿 + 𝐼𝐼 ∘ ⋯ ∘ (𝑓𝑓1+𝐼𝐼)(𝑋𝑋[0])

Differential Deep Learning: oEach time moment (“layer”): Instantaneous rate at

t : dXdt

= f(X(t))Each Discrete layer vs. continuous time momentNeural mapping vs. Neural Differential Equation Systems

oContinuous-time (“Deep”) Model: X t = X 0 +∫0t f X τ , W, τ dτ Integration over continuous-timeA sequence of mappings vs. continuous integrationTrajectory of dynamics

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Residual DE system NDCN

Page 22: Differential Deep Learning on Graphs and its Applications · oDynamics on graphs are regularly-sampled with same time intervals Temporal Graph Neural Networks oRNN + CNN oRNN + GNN

Interpretation from Graph Neural NetworksGNN, Residual-GNN, ODE-

GNN, NDCNoGNN: 𝑋𝑋𝑡𝑡+1 = 𝑓𝑓(𝐺𝐺,𝑋𝑋𝑡𝑡,𝜃𝜃𝑡𝑡)oResidual-GNN: 𝑋𝑋𝑡𝑡+1 = 𝑋𝑋𝑡𝑡 + 𝑓𝑓(𝐺𝐺,𝑋𝑋𝑡𝑡,𝜃𝜃𝑡𝑡)oDifferential-GNN: 𝑋𝑋𝑡𝑡+𝛿𝛿 = 𝑋𝑋𝑡𝑡 +𝛿𝛿𝑓𝑓 𝐺𝐺,𝑋𝑋𝑡𝑡,𝜃𝜃𝑡𝑡 ,𝛿𝛿 → 0𝑑𝑑𝑑𝑑𝑑𝑑𝑡𝑡

= 𝑓𝑓 𝐺𝐺,𝑋𝑋𝑡𝑡, 𝜃𝜃𝑡𝑡

Our model is an Differential-GNN with continuous layer with real number depth.

Residual Differential NDCN

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Interpretation from RNN and Temporal GNNRNN, Temporal GNN and our modeloRNN or Temporal GNN𝑡𝑡𝑡 = 𝑓𝑓 𝑡𝑡𝑡−1, 𝑥𝑥𝑡𝑡 , 𝜃𝜃𝑡𝑡 or𝑡𝑡𝑡 = 𝑓𝑓 𝑡𝑡𝑡−1,𝐺𝐺 ∗ 𝑥𝑥𝑡𝑡 , 𝜃𝜃𝑡𝑡𝑦𝑦𝑡𝑡 = 𝑜𝑜 𝑡𝑡𝑡 ,𝑤𝑤𝑡𝑡oResidual RNN or Temporal GNN with skip connection𝑡𝑡𝑡 = 𝑡𝑡𝑡−1 + 𝑓𝑓 𝑡𝑡𝑡−1, 𝑥𝑥𝑡𝑡 ,𝜃𝜃𝑡𝑡 or 𝑡𝑡𝑡 = 𝑡𝑡𝑡−1 + 𝑓𝑓 𝑡𝑡𝑡−1,𝐺𝐺 ∗ 𝑥𝑥𝑡𝑡 ,𝜃𝜃𝑡𝑡𝑦𝑦𝑡𝑡 = 𝑜𝑜 𝑡𝑡𝑡 ,𝑤𝑤𝑡𝑡

oDifferential RNN or Differential GNN𝑑𝑑ℎ𝑡𝑡𝑑𝑑𝑡𝑡

= 𝑓𝑓 𝑡𝑡𝑡 , 𝑥𝑥𝑡𝑡 , 𝜃𝜃𝑡𝑡 or 𝑑𝑑ℎ𝑡𝑡𝑑𝑑𝑡𝑡

= 𝑓𝑓 𝑡𝑡𝑡 ,𝐺𝐺 ∗ 𝑥𝑥𝑡𝑡 , 𝜃𝜃𝑡𝑡𝑦𝑦𝑡𝑡 = 𝑜𝑜 𝑡𝑡𝑡 ,𝑤𝑤𝑡𝑡

Our model is an Differential GNNLearning continuous-time network dynamicsEncompassing Temporal GNN by discretizationEncompassing RNN by not using graph convolution

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Exp1: Learning Continuous-time Network Dynamics

The Problem:oInput: �𝑋𝑋 𝑡𝑡1 , �𝑋𝑋 𝑡𝑡2 , … , �𝑋𝑋 𝑡𝑡𝑇𝑇 0 ≤ 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 , 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇 are arbitrary time moments with different time intervalsoOutput: 𝑋𝑋 𝑡𝑡 , t is an arbitrary time momentinterpolation prediction: 𝑡𝑡 < 𝑡𝑡𝑇𝑇 and ≠ 𝑡𝑡1 < ⋯ < 𝑡𝑡𝑇𝑇extrapolation prediction: t > 𝑡𝑡𝑇𝑇

Setups:o120 irregularly sampled snapshots of network dynamicsoFirst 100: 80 for train 20 for testing interpolationoLast 20: testing for extrapolation

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Real-world Dynamics on Graph (adjacency matrix A)oHeat diffusion: 𝑑𝑑𝑥𝑥𝑖𝑖(𝑡𝑡)

𝑑𝑑𝑡𝑡= −𝑘𝑘𝑖𝑖,𝑗𝑗 ∑𝑗𝑗=1𝑛𝑛 𝐴𝐴𝑖𝑖,𝑗𝑗(𝑥𝑥𝑖𝑖 𝑡𝑡 − 𝑥𝑥𝑗𝑗(𝑡𝑡))

oMutualistic interaction: 𝑑𝑑𝑥𝑥𝑖𝑖(𝑡𝑡)𝑑𝑑𝑡𝑡

= 𝑏𝑏𝑖𝑖 + 𝑥𝑥𝑖𝑖 𝑡𝑡 1 − 𝑥𝑥𝑖𝑖 𝑡𝑡𝑘𝑘𝑖𝑖

𝑥𝑥𝑖𝑖 𝑡𝑡𝑐𝑐𝑖𝑖

− 1 +∑𝑗𝑗=1𝑛𝑛 𝐴𝐴𝑖𝑖,𝑗𝑗

𝑥𝑥𝑖𝑖 𝑡𝑡 ∗𝑥𝑥𝑗𝑗(𝑡𝑡)

𝑑𝑑𝑖𝑖+𝑒𝑒𝑖𝑖𝑥𝑥𝑖𝑖 𝑡𝑡 +ℎ𝑗𝑗𝑥𝑥𝑗𝑗(𝑡𝑡)

oGene regulatory: 𝑑𝑑𝑥𝑥𝑖𝑖(𝑡𝑡)𝑑𝑑𝑡𝑡

= −𝑏𝑏𝑖𝑖𝑥𝑥𝑖𝑖 𝑡𝑡 𝑓𝑓 + ∑𝑗𝑗=1𝑛𝑛 𝐴𝐴𝑖𝑖,𝑗𝑗𝑥𝑥𝑗𝑗 𝑡𝑡 ℎ

𝑥𝑥𝑗𝑗 𝑡𝑡 ℎ+1

GraphsoGrid, Random, power-law, small-world, community, etc.Visualizing dynamics on graphoNodes are numbered by community labels oMapped into a ℕ2 grido𝑋𝑋(𝑡𝑡)𝑛𝑛∗1: ℕ2 ℝ

Canonical Dynamics on Graphs in Physics and Biology

0

1 2 3 01 3

2 01 3

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Exp1: Learning Continuous-time Network Dynamics

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Differential NDCN

Chen et al. 2019. Neural Ordinary Differential Equations. NeurIPS.

Baselines: ablation modelsoDifferential-GNNNo encoding layeroNeural ODE NetworkNo graph diffusionoNDCN without control parameter 𝑊𝑊Determined dynamics

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Exp1: Heat Diffusion on Different Graphs

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Exp1: Mutualistic Dynamics on Different Graphs

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Exp1: Gene Dynamics on Different Graphs

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Exp1: Results for Continuous-time Extrapolation

Mean Absolute Percentage Error20 runs for 3 dynamics on 5 graphsOur model achieves lowest error

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Exp1: Results for Continuous-time Interpolation

Interpolation is easier than extrapolationOur model achieves lowest error

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Exp2: Structured Sequence PredictionThe Problem (Structured sequence prediction):oInput: �𝑋𝑋[1], �𝑋𝑋[2], … , �𝑋𝑋[𝑇𝑇] 0 ≤ 1 < ⋯ < 𝑇𝑇 , 1, . .𝑇𝑇 are regularly-sampled with same time intervals with an emphasis on ordered sequence rather than timeoOutput: 𝑋𝑋 𝑡𝑡𝑇𝑇 + 𝑀𝑀 , next M stepsextrapolation prediction

Setups:o100 regularly sampled snapshots of network dynamicsoFirst 80 for training, last 20 for testing

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Exp2: Structured Sequence PredictionBaselines: temporal-GNN modelsoLSTM-GNNX[t+1]=LSTM(GCN([t], G))oGRU-GNNX[t+1]=GRU(GCN([t], G))oRNN-GNNX[t+1]=RNN(GCN([t], G))

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Seo et al. 2016. Structured Sequence Modeling with Graph Convolutional Recurrent Networks.Wu et al. 2019. A Comprehensive Survey on Graph Neural Networks

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Exp2: Structured Sequence PredictionResults: oOur model achieves lowest error with much less parameters

The learnable parameters:oLSTM-GNN: 84,890, GRU-GNN: 64,770, RNN-GNN: 24,530oNDCN: 901

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Exp3. Node Semi-suprvised Classification

The Problem:oOne-snapshot caseoInput: G, 𝑋𝑋, part of labels 𝑌𝑌(𝑋𝑋)oOutput: To Complete 𝑌𝑌(𝑋𝑋)

Datasets:o

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Exp3. Node Semi-suprvised Classification

BaselinesoGraph Convolution Network (GCN)oAttention-based GNN (AGNN)oGraph Attention Networks (GAT)

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Kipf et al. 2016. Semi-Supervised Classification with Graph Convolutional NetworksVelickovic et al. 2017. Graph Attention Networks

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Exp3. Node Semi-suprvised Classification

Interpretation of modeloInput: G, [𝑋𝑋,𝑀𝑀𝑀𝑀𝑀𝑀𝑘𝑘⨀𝑌𝑌], features and some node labelsoOutput: To Complete 𝑌𝑌oModel: A graph dynamics to spread features and labels over time T𝑑𝑑[𝑑𝑑,𝑌𝑌]𝑑𝑑𝑡𝑡

= f(G, X, Y, W)

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Exp3. Node Semi-suprvised Classification

MetricsoAccuracy over 100 runs

ResultsoContinuous-time dynamics on graphsoBest results at time T=1.2Continuous depth/timeoNot using dropout

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SummaryOur NDCN, a unified framework to solveoContinuous-time network dynamics prediction:oStructured sequence predictionoNode regression/classification at final stategood performance with less parameters.

Differential Deep Learning on GraphsoA potential data-driven method to model structure and dynamics of complex systems in a unified framework

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This TutorialMolecular Graph Generation: to generate novel molecules with

optimized propertiesoGraph generationoGraph property predictionoGraph optimizationLearning Dynamics on Graphs: to predict temporal change or final

states of complex systemsoContinuous-time dynamics predictionoStructured sequence predictionoNode classification/regressionMechanism Discovery: to find dynamical laws of complex systemsoDensity Estimation vs. Mechanism DiscoveryoData-driven discovery of differential equations

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This Tutorialwww.calvinzang.com/DDLG_AAAI_2020.htmlAAAI-2020Friday, February 7, 2020, 2:00 PM -6:00 PMSutton North, Hilton New York Midtown, NYC

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Differential Deep Learning on Graphs and its Applications

Chengxi Zang and Fei WangWeill Cornell Medicinewww.calvinzang.com

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Thank You!