Papers › Evolving-Graph Gaussian Processes

Evolving-Graph Gaussian Processes

29 Jun 2021arXiv:2106.15127archive 2025-07-28

David Blanco-Mulero, Markus Heinonen, Ville Kyrki

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.

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load_cloth_data dblanm/evolving-ggp/train_eggp.py official repository ran · honoured contract BSD-3-Clause (permissive) · e613c6be73da5139 · report
compute_onestep_metrics dblanm/evolving-ggp/train_eggp.py official repository unverified BSD-3-Clause (permissive) · 0243d09caf761c0c · report
eGGP dblanm/evolving-ggp/e_ggp/evolving_gp.py official repository unverified BSD-3-Clause (permissive) · f0d246f6821ed91d · report

Tasks

Gaussian ProcessesTime SeriesTime Series AnalysisTime Series Regressionregression

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Gaussian Process

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