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KDD 2020 | Laplacian Change Point Detection for Dynamic Graphs

Accepted Papers

Laplacian Change Point Detection for Dynamic Graphs

Shenyang Huang: McGill University, Quebec Institute for Artificial Intelligence (Mila); Yasmeen Hitti: McGill University, Quebec Institute for Artificial Intelligence (Mila); Guillaume Rabusseau: University of Montreal, Quebec Institute for Artificial Intelligence (Mila); Reihaneh Rabbany: McGill University, Quebec Institute for Artificial Intelligence (Mila)


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Dynamic and temporal graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly detection in temporal graphs is crucial for many real world applications such as intrusion identification in network systems, detection of ecosystem disturbances and detection of epidemic outbreaks. In this paper, we focus on change point detection in dynamic graphs and address two main challenges associated with this problem: I) how to compare graph snapshots across time, II) how to capture temporal dependencies. To solve the above challenges, we propose Laplacian Anomaly Detection (LAD) which uses the spectrum of the Laplacian matrix of the graph structure at each snapshot to obtain low dimensional embeddings. LAD explicitly models short term and long term dependencies by applying two sliding windows. In synthetic experiments, LAD outperforms the state-of-the-art method. We also evaluate our method on three real dynamic networks: UCI message network, US senate co-sponsorship network and Canadian bill voting network. In all three datasets, we demonstrate that our method can more effectively identify anomalous time points according to significant real world events.

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