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Temporal-Aware Evaluation and Learning for Temporal Graph Neural Networks
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Proposes Volatility-Cluster Statistics (VCS), an evaluation metric for TGNN errors based on Hopkins statistics, and a differentiable VCA training regularizer that reduces error volatility clustering across six TGNNs on five datasets.
Problem
Instance-based metrics such as AP and AU-ROC treat each test event independently, so they cannot distinguish TGNNs whose errors cluster in time (volatility clusters), which matters for model selection and fault-tolerant systems.
Approach
Formally show instance-based metrics reduce predictions to a disagreement count, then measure the temporal clustering of disagreement events relative to random sampling via a Hopkins-style distance ratio (VCS), and turn a smooth version of it into a regularizer (VCA) added to the BCE loss.
Key results
- VCA lowers VCS for every evaluated TGNN; e.g., TGN on Reddit goes from 0.18 to 0.08 and the average VCS reduction is about 0.09-0.1 per dataset.
- Memory-based (TGN, Tiger) and RNN-based (JOIDE, DyRep) models show larger VCS than attention-based TCL and TGAT, which are more uniform.
- The gain in VCS comes with small AP changes; e.g., TGN on LastFM drops from 75.4 to 73.3 AP while Tiger on LastFM rises from 77.7 to 78.0.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add the VCA learning objective to TGNNs (ablation) | TGN, Tiger, JOIDE, DyRep, TCL, and TGAT · Reddit, Wikipedia, MOOC, LastFM, and GDELT | VCS: TGN: Reddit 0.18±0.02 -> 0.08±0.01; Wikipedia 0.21±0.04 -> 0.12±0.02; MOOC 0.25±0.03 -> 0.13±0.03. TCL: Reddit 0.12±0.02 | Helped |
| Add the VCA learning objective (ablation) | TGNNs · Link prediction across Reddit, Wikipedia, MOOC, LastFM, and GDELT | AP: TGN Reddit 98.5±0.04 -> 98.2±0.03; TGN Wikipedia 96.4±0.03 -> 96.3±0.04; TGN MOOC 97.6±0.03 -> 97.3±0.02; Tiger LastFM 7 | Mixed |
Surprising findings
- Instance-based metrics such as AP give nearly identical scores across TGNN architectures, so they cannot separate models by error pattern.
- Memory-based TGNNs show errors clustering at the end of the test period, while RNN-based TGNNs show them at the beginning.
Limitations
- VCS captures only volatility clustering and not the arrival time of errors.
- Increasing the VCA weight gamma improves VCS but lowers AP, creating a trade-off.
- The study is limited to link prediction and to temporal rather than spatial structure.
Experimental setup
Datasets: Reddit Wikipedia MOOC LastFM GDELT
Benchmarks: Reddit Wikipedia MOOC LastFM GDELT
Metrics: VCS AP AU-ROC
Baselines: TGN Tiger TCL TGAT JOIDE DyRep
Builds on: Hopkins statistics TGN TGAT TCL DyRep
Closest papers by meaning
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