Continuous Product Graph Neural Networks

Processing multidomain data defined on multiple graphs holds significant potential in various practical applications in computer science. However, current methods are mostly limited to discrete graph filtering operations. Tensorial partial differential equations on graphs (TPDEGs) provide a principled framework for modeling structured data across multiple interacting graphs, addressing the limitations of the existing discrete methodologies. In this paper, we introduce Continuous Product Graph Neural Networks (CITRUS) that emerge as a natural solution to the TPDEG. CITRUS leverages the separability of continuous heat kernels from Cartesian graph products to efficiently implement graph spectral decomposition. We conduct thorough theoretical analyses of the stability and over-smoothing properties of CITRUS in response to domain-specific graph perturbations and graph spectra effects on the performance. We evaluate CITRUS on well-known traffic and weather spatiotemporal forecasting datasets, demonstrating superior performance over existing approaches. The implementation codes are available at https://github.com/ArefEinizade2/CITRUS.

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Peer review

Reviewer Y9UP5/10 · confidence 4/52024-07-11

Summary

The authors propose a new spectral GNN for Cartesian product graphs. The graph filter is chosen as Laplacian heat diffusion, which is separable across factor graphs. The stability and over-smoothing of the proposed model are studied. The authors perform synthetic experiments to validate the analysis. Experiments on real datasets also show the advantages of the proposed methods.

Strengths

The authors provide a rather thorough analysis of the proposed methods. Theoretical results are provided. Experiments are detailed. The paper is well-written and easy to follow.

Weaknesses

My main concern is with the over-smoothing analysis. The normalized product Laplacian as defined in Lemma 3.8. is generally not the normalized Laplacian of the product graph. It is more of a manufacture, so that the smoothness of the product graph decomposes to factor-wise smoothness terms. This also means that Eq. 15 is not true, if the LHS is defined as the 'actual' smoothness on the normalized product graph as in Eq. 13. I think the authors need to revise the analysis here. Another concern is that the advantages of a separable graph filter are not made explicit. This is somewhat discussed in Remark 3.5., where the authors argue that factor-wise EVD is more efficient than EVD of the product graph. However, note that this is merely a consequence of the KP eigenvector structure of the Cartesian graph product [1], not the separability of the heat diffusion filter. You don't need a full EVD of the product Laplacian even if the filter is not separable. How a separable filter further benefits the computation is unclear to me. Minor points: figure 2 is not very intuitive; figure 3 is also not very convincing. [1] Stanley, Jay S., Eric C. Chi, and Gal Mishne. "Multiway graph signal processing on tensors: Integrative analysis of irregular geometries." IEEE signal processing magazine 37.6 (2020): 160-173.

Questions

1. Spectral GNNs that use polynomials of graph adjacency matrices only require local aggregation and do not need to compute global EVD. How does the complexity of the proposed method compare to that? Are there good reasons for choosing Laplacian-based filters over adjacency-based filters in spectral GNNs? 2. Can the authors provide more details on the competing methods for real graph data? What about the methods that also explicitly consider the product structure? The real datasets all have a temporal dimension. How do traditional SP methods such as [2] perform? [2] Grassi, Francesco, et al. "A time-vertex signal processing framework: Scalable processing and meaningful representations for time-series on graphs." IEEE Transactions on Signal Processing 66.3 (2017): 817-829.

Rating

5

Confidence

4

Soundness

2

Presentation

3

Contribution

2

Limitations

Future directions to improve the theoretical results are discussed.

Authorsrebuttal2024-08-05

More details about the responses

**W1**. - As a simple toy example, consider a $4\times3$ matrix $U=[1,2,3;1,2,3;4,5,6;4,5,6]$, and also assume the factor graph as 4 and 3-node simple path graphs. So, $U$ is smooth on the 4-node graph but it is not the case with the other 3-node one, and, so, can not be considered a pure smooth signal on the product graph. **W2**. - For the sake of completing the discussion, consider we could write the resulting multi-way graph filter as $h(L)=h\_1(L_1)\otimes h\_2(L\_2)$, where $h\_{1(2)}()$ is a polynomial graph filter (with possible infinite order like heat graph filters). Then, one can use low-rank expansion $h\_1(L\_1)=\sum_{i=1}^{K\_1}{h\_1(\lambda\_i) v\_i v^T\_i}$. Therefore, the computation can be improved by choosing an appropriate small enough $K_1$. **W3**. - Figure 2 illustrates the effect of factor stabilities on the overall stability, as Theorem 3.7 states. By varying adjacency SNR for each factor (related to $\mathcal{O}(\epsilon_p)$), this figure validates the presence of factor stability on the overall performance. We've included a 3D plot in the **uploaded PDF** on the main rebuttal (Fig. R5) with a more intuitive view of the same experiment for better illustrating the interpretation of Theorem 3.7. - Regarding Figure 3, please first note that it is on a logarithmic scale, which we forgot to mention and has been corrected in the revised version of the manuscript. The left plot is associated with the case of $\ln{s}-\frac{2\tilde{t}\tilde{\lambda}}{P}<0$, which is prone to over-smoothing and converges to zero very fast (exponentially). That's why the difference between $\ln{(\frac{E(X_l)}{E(X_0)})}$ and $l(\ln{s}-\frac{2\tilde{t}\tilde{\lambda}}{P})$ is extremely small. For the right plot in Figure 3, we have that $\ln{s}-\frac{2\tilde{t}\tilde{\lambda}}{P}>0$. Here, again the theorem is validated by the RHS bound in Eqn. (17). However, this bound is not tight and we leave further analysis as future work. We kindly refer the reviewer to [2] to get more familiarized with this kind of analysis and plots regarding over-smoothing in discrete GNNs.

Reviewer Y9UP2024-08-10

Further Responses

I thank the authors for their detailed reply. W1. Please make sure to revise the paragraph at line 173. Also the author should realize that [9] used combinatorial Laplacian and that's why the smoothness is naturally decomposable. Normalized Laplacian is a whole different story. The authors should also pay attention to Eq.13 and Eq.15, and make clear distinction between them. Also make sure you don't accidentally use $E(U_t)$ as the form in Eq.13 in the proof. W2. I think one certainly can make the filter 'selective' even without separability. For example, consider a low-pass filter $f_i$ on some factor $i$ and a non-separable filter $g$ on the product graph. Their composition $f_i \circ g$ is not separable either, but selective on factor $i$. To be more specific, you can compute the EVD of factor graphs, transform the data to spectral domain, apply a non-separable filter, then select a subset of frequencies for each factor. I don't see how this is not as efficient as using a separable filter like the heat diffusion.

Authorsrebuttal2024-08-13

Thank you for engaging in the discussion and for your helpful and insightful comments. **W1**. We will revise all that's required to align with the correct conclusions from our discussion. We agree that for the *general* normalized Laplacian, the decomposability might not be true. However, please notice that for our definition in Eqn. (14) in our paper, the decomposability holds. For example, if we consider two (general, and not even graph-related) factor matrices, the following relationship is valid for any general matrices $A,B,C$ with consistent dimensions [1]: - $AX+XB=C \leftrightarrow (A\oplus B^\top)vec(X)=vec(C).$ Now, by considering $x=vec(X)$ and using this relationship, one can write: - $vec(X)^\top\left[(A\oplus B^\top)vec(X)\right]=vec(X)^\top\left[vec(AX+XB)\right]=vec(X)^\top vec(AX)+vec(X)^\top vec(XB)=tr(X^\top AX) + tr(X^\top XB)=tr(X^\top AX) + tr(XBX^\top).$ If $A=\hat{L}_1$ and $B=\hat{L}_2$, the proof is completed. Please note that our over-smoothing analysis is easily adaptable for general combinatorial Laplacian matrices as well. **W2**. We agree that even in the non-separable filters, one can select a graph frequency from the factor graphs. However, we don't find a strong theoretical justification for this. There might exist a logic in specific cases, like in [2], but this requires the general study of the product graph's spectrum. For example, consider the non-separable filters are $h(\lambda_1,\lambda_2)=e^{\lambda_1\lambda^2_2-\lambda^2_1\lambda_2}$, or even $h(\lambda_1,\lambda_2)=\cos{(\lambda_1\lambda_2)}$. In these cases, the importance of $\lambda_1$ on the spectrum of the product graphs is also tied with the importance of $\lambda_2$. Therefore, the most important eigenvalue in the first-factor graph for performing low-pass filtering is not necessarily the one with the highest importance in the product graph spectrum. This is because the importance of the factor graphs' spectra is hindered by the non-separable function. Please notice that the theoretical justification is clear in our formulation since, based on our response in the previous rebuttal stage, the selection procedure in our paper comes from factor-wise low-rank approximation subproblems. As a final remark, please note that this whole discussion about the separability boils down to just one remark in our paper, and not to one of our main contributions. Therefore, we can easily make the relevant modifications without an important repercussion in our main takeaways. References ---- [1] "The matrix cookbook", 2008 [2] "Learning Cartesian Product Graphs with Laplacian Constraints", AISTATS, 2024.

Reviewer QFxx5/10 · confidence 3/52024-07-11

Summary

This paper proposes tensor PDE for graph neural networks temporal graph prediction. The construction is seems to be good and theoretical analysis for oversmoothing and stability are provided. Experiments show good performance with the proposed method compared to several baseline methods.

Strengths

1) improvements on prediction accuracy fro the proposed method compared to existing methods. 2) Overall well-analyzed methods with some theoretical support on the behavior of the proposed method

Weaknesses

1) There is no clear strategy to overcome oversmoothing. 2) Comprehensive details of hyperparameters is required. The lack of nature of hyperparameters and their ranges leads to difficulties in understanding the overall computational efficiency of the method.

Questions

1) what are the training times for the CITRUS and its comparison to baseline methods (or the most relevant baseline)? 2) Over-smoothing effect is provided with a theorem and experimental validation, however, is there any suggestion or improvement in the proposed methods to overcome the over-smoothing? 3) what are the hyperparameters of CITRUS? how would you tune them? Do you hyparameter tune for eigenvector-eigenvalue pairs? Does some quantity such as rank is required for the tensor construction? 4) Is there a specific structure of graph such as homophily and hitherophily in temporal graph that the proposed method is in more favor of?

Rating

5

Confidence

3

Soundness

3

Presentation

3

Contribution

2

Limitations

yes

Authorsrebuttal2024-08-13

Thank you for your insightful comments and for engaging in the discussion. - As suggested, we will list the range and precise values of our hyperparameters in the Appendix. - Regarding the heterophilic datasets, we should first mention that measuring the homophily indices in spatiotemporal settings is more challenging than in regular node classification scenarios. In our case, we are facing two intra-graph (the spatial dimension) and inter-graph (the temporal domain) aspects. The study in [1] considers Metr-LA, PemsBay, and temperature datasets (similar to Molene and NOAA used in our paper) as highly heterophilic. To complement our rebuttal, we’ve studied the heterophilic measurements on the Molene and NOAA datasets, which we provide in the following table (${\pi}^{s}\_{v\_i}$ and ${\pi}^{T}\_{v\_i}$ corresponds to intra and inter-graph homophily, respectively). Due to the wide range of variability across these datasets, we have already evaluated our performance on various datasets in terms of homophily-heterophily levels. For instance, Molene is highly heterophilic in both the intra and inter-graph domains, while NOAA acts more homophilic than Molene in the inter-graph domain. We can also compare the provided metrics for NOAA with the Temperature or KnowAir datasets used in [1], where we observe similar dynamics. We will include these discussions related to homophily-heterophily metrics in the Appendix of the revised manuscript. | Datasest | ${\pi}^{s}\_{v\_i}:p\_s$ | ${\pi}^{s}\_{v\_i}:q\_p$ | ${\pi}^{s}\_{v\_i}:q\_n$ | ${\pi}^{T}\_{v\_i}:p\_s$ | ${\pi}^{T}\_{v\_i}:q\_p$ | ${\pi}^{T}\_{v\_i}:q\_n$ | |----------|----------|----------|----------|----------|----------|----------| | MetrLA | 0.2273 | 0.4732 | 0.2995 | 0.3325 | 0.4920 | 0.1755 | | PemsBay | 0.1073 | 0.5912 | 0.3015 | 0.2399 | 0.6863 | 0.0738 | | Molene | 0.0148 | 0.6248 | 0.3602 | 0.0152 | 0.5545 | 0.4301 | | NOAA | 0.1249 | 0.5345 | 0.3405 | 0.2862 | 0.4351 | 0.2786 | References: --- [1] "Greto: Remedying dynamic graph topology-task discordance via target homophily”, ICLR, 2023

Reviewer gs8b6/10 · confidence 3/52024-07-12

Summary

The paper proposes CITRUS, a novel model for jointly learning multidomain couplings from product graph signals based on tensorial PDEs on graphs (TPDEGs). By modelling these representations as separable continuous heat graph kernels as solutions to the TPDEG, the paper shows that the underlying graph is actually the Cartesian product of the domain-specific factor graphs. Then the paper studied the stability and over-smoothing aspects of CITRUS theoretically and experimentally. Finally, the paper applies CITRUS to tackle the traffic and weather spatiotemporal forecasting tasks on public datasets, illustrating its effectiveness compared to state-of-the-art methods.

Strengths

1. The paper is overall well written and easy to follow (except some notations could be better defined). 2. Handling multi-domain graph data is an interesting and challenging problem in practice. 3. Learning joint (and not sequential) spatiotemporal couplings by modeling these dependencies using product graphs with learnable receptive fields is an interesting idea that is shown to be effective. 4. The evaluation is done with respect to a diverse set of baselines.

Weaknesses

1. Bad notations: too many tilde, lower bar, subscript that seems unnecessary to me. They make it hard to read the math. Math is hard to communicate so good writing is essential. - For example, what is purpose of having tilde in (3) and (4)? Then it disappeared in (5). - Is lower bar for $U$ necessary? why not just go with $U$? - is $\times_i$ mode-i tensorial multiplication? what is the precise definition? - One minor thing --- $:=$ is used in line 120 but not line 123. Please check for consistency of other notations as well. 2. The bound in Theorem 3.9 seems to be too loose to be meaningful in some cases, as shown in Figure 3, right plot that while the bound suggests divergence, the actual $E(X_l)$ converges to zero. Also, what is the implication of Theorem 3.9 on over-smoothing besides that we can focus on one factor graph for the phenomenon?

Questions

1. Could the authors provide the standard deviation for the experimental results reported in table 1-4? 2. What are typical problems involving more than two factor graphs? 3. I see that Cartesian product arises in solutions to the TPDEG, that is why the CITRUS uses Cartesian product. I wonder if the authors have any intuition why this product is a good for modelling spatiotemporal couplings in practice. 4. It is also interesting that CITRUS seems to outperform especially in longer horizon predictions. Any investigation why it is the case? 5. Any guided way to choose k? Also any idea why a very small k seems to be a good enough approximation?

Rating

6

Confidence

3

Soundness

3

Presentation

2

Contribution

3

Limitations

n/a

Authorsrebuttal2024-08-13

Thank you for engaging in the discussion. **W2**. While it's true the right plot of Fig. 3 is not tight enough, we should emphasize this is an open research question. Our findings align with previous work in over-smoothing, please refer to Fig. 2 in [1] for example, where a similar loose bound was found. We now provide insights for possible future directions to find a tighter bound: - The RHS in Theorem 3.9 also depends on the maximum singular value of the learnable weights matrices $W\_{l1},...,W\_{ll}$, *i.e.*, $s$, which solely depends on the training process. We can use techniques like weight normalization [1] to bound $s$. - When there's a big gap between the arguments of the Lipschitz functions, we might use integral Lipschitz functions [2] since in that case $|f(x\_2)-f(x\_1)|\le C\frac{|x\_2-x\_1|}{|x\_2+x\_1|/2}$. This is tighter than an absolute Lipschitz function, but its effect on the factor graph spectrums needs further theoretical exploration. - Previous works have found that the Frobenius norm might not be very tight as an upper bound for the spectral norm [3]. Precisely, $\\|T\\|\le\\|T^K\\|^{\frac{1}{K}}=\sup\_{x\ne 0}{\left(\frac{\\|T^Kx\\|}{\\|x\\|}\right)^{\frac{1}{K}}}=\sup\_{x:\\|x\\|=1}{(\\|T^Kx\\|)^{\frac{1}{K}}}$, for some finite $K$ [3]. Since $E(x)=x^\top L x=\\|L^{1/2}x\\|\_F^2=\sum_{i=1}^{N}{\lambda\_i\tilde{x}^2\_i}$ with $\tilde{x}$ being the GFT of $x$ (which is a weighted nuclear norm with direct relationship with the spectral norm), we might use other norms like Sobolev [4], gradient-adapted [5], or other $p-$norms [4,6]. - Recently, some works have explored alternatives to the regular triangular inequalities [7], which might not be tight for the over-smoothing analysis. In summary, there are some future directions to make our bounds tighter, but they need to be carefully studied in the case of continuous filters in product graphs. **Q4**. By robustness, we mean smaller standard deviations in prediction performance as shown in Tab. R1 in the **uploaded PDF file of the main rebuttal**. Regarding the longer horizons, the authors from the GTCNN model [8] (which can be considered as a particular case of CITRUS for discrete, two-factor graphs) said: "The GTCNN outperforms the other models in a short horizon while Graph WaveNet and GMAN work better for longer horizons. The benefits in the short term are due to high-order spatiotemporal aggregation in the GTCNN which allows capturing efficiently the spatiotemporal patterns in the data". Therefore, we state the GTCNN model doesn't perform well in longer horizons due to the non-optimal receptive field of the discrete case. More formally, consider a one-layer CITRUS network without non-linearity for predicting one horizon as $\tilde{y}=e^{-tL\_{\diamond}}Xw$. The loss function is therefore given by $\min\_{w}{\\|y-e^{-tL\_{\diamond}}Xw\\|\_2^2}=\min\_{w}{w^\top X^\top e^{-2tL\_{\diamond}}Xw-2y^\top e^{-tL\_{\diamond}}Xw}$. Here, the second term tries to maximize the inner product (the similarity) between the target $y$ and predicted output $\tilde{y}=e^{-tL\_{\diamond}}Xw$. The first term $f_{CITRUS}=w^\top X^\top e^{-2tL\_{\diamond}}Xw$ enforces the output to be as smooth as possible on the heat diffusion filters $e^{-tL\_{\diamond}}$. For a simple GTCNN [8], this smoothness term takes the form of $f\_{GTCNN}=w^\top X^\top L\_{\diamond}^2Xw$. If we consider longer horizons, these terms will accumulate leading to bigger smoothness terms in the loss function, likely leading to over-smoothing. The key difference between $f\_{CITRUS}$ and $f\_{GTCNN}$ is that our model learns $t$ to alleviate this accumulation issue as observed in Fig. R3 in the **uploaded PDF file of the main rebuttal**. Please also note that we can also have better control of the spectrum of $f\_{CITRUS}$ because of the learnable heat kernel. Apart from the role of $t$ in $f_{CITRUS}$, other aspects besides over-smoothing could also play an important role, like over-squashing and over-fitting, which we leave for future work. References ---- [1] “Graph neural networks exponentially lose expressive power for node classification”, ICLR, 2020 [2] “Stability properties of graph neural networks”, IEEE TSP, 2020 [3] “Learning interface conditions in domain decomposition solvers”, NeurIPS, 2022 [4] “Reconstruction of time-varying graph signals via sobolev smoothness”, IEEE TSIPN, 2022 [5] “Time-varying graph signal reconstruction”, IEEE JSTSP, 2017 [6] “Flow smoothing and denoising: Graph signal processing in the edge-space”, IEEE GlobalSIP, 2018 [7] “Studying the effect of gnn spatial convolutions on the embedding space’s geometry”, UAI, 2023 [8] "Graph-time convolutional neural networks: Architecture and theoretical analysis", IEEE TPAMI, 2023.

Reviewer gs8b2024-08-13

Thank you

I thank the authors for their detailed answers, which help me understand the work better. For Q4, one thing I am not sure is that whether the smaller standard deviations in prediction performance shown in Tab. R1 are due to more accurate estimation of $t$ in longer horizons --- as the trend for standard deviations seems similar for GTCNN. I will keep my score and stay on the positive side.

Authorsrebuttal2024-08-13

We thank you again for the insightful discussion. Regarding your mentioned point, actually, this is almost what we expected based on our previously provided detailed response, in which we showed both GTCNN and CITRUS naturally embed a graph filter smoothness term on the product graphs in their loss functions. Based on the deep study of the behavior of the smoothness regularization terms [1,2,3], they essentially do not allow the response to have high variations (around the mean). But, as we already outlined in our previous response, this term has a pure accumulating nature in GTCNN leading to (most probably) higher importance to gain a smooth response, while, in CITRUS, this term is getting adapted and modified with learnable importance (due to learnable graph receptive fields in our approach). In summary, we expected smooth results from both GTCNN and CITRUS, but more accurate and optimized for CITRUS. Thanks again. References: --- [1] "Graph regularized nonnegative matrix factorization for data representation." IEEE TPAMI, 2010 [2] "Fast robust PCA on graphs." IEEE JSTSP, 2016 [3] "Robust principal component analysis on graphs." ICCV, 2015

Reviewer wQ9d6/10 · confidence 2/52024-07-13

Summary

The authors propose Tensorial Partial Differential Equations (TPDEG) to model multidomain data. Then they propose Continuous Product Graph Neural Networks (CITRUS) as a continuous solution. They provide theoretical and experimental analysis of their proposed approaches. They test their approach on spatiotemporal forecasting tasks and show SOTA performance.

Strengths

* The paper is well written. * The proposed methods are backed by theory. * The experimental results are SOTA. * Ablation study is provided.

Weaknesses

See questions.

Questions

1. Is it possible that real world graphs won't be representable as a cartesian product of factor graphs? How much approximation error is observed due to this assumption?

Rating

6

Confidence

2

Soundness

3

Presentation

3

Contribution

3

Limitations

The authors address the limitations of their work as the last paragraph of their paper.

Reviewer gs8b2024-08-10

Response to author's rebuttal

Thank the authors for their rebuttal. There are a few further comments and questions I want to discuss: W2: I guess my concern was not that the Theorem is wrong but not tight enough. It seems that the authors admit that the current bound might be vacuous in certain cases. Is there a way to make the results tighter? Q4: What do you mean when saying "the estimation of is more robust for longer horizons" in Fig R3 --- do you mean the variance is smaller? I can see that this learned t is not under the scenario of oversmoothing established in the theoretical results and hence it helps alleviate oversmoothing. But I wonder if alleviating oversmoothing itself is the only reason behind the good long horizon performance (so other methods are bad because they oversmooth?)

Reviewer wQ9d2024-08-12

Thank you for reply. I acknowledge reading the rebuttal.

Reviewer QFxx2024-08-13

Response to authors

Thank you for the response. I think the listing of the hyper-parameters and their ranges are important to have in the revised version of the paper. Furthermore, I think more studies should be helpful on commonly used hetherophilic graph datasets in the revised paper.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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