DyG2Vec: Representation Learning for Dynamic Graphs with Self-Supervision

The challenge in learning from dynamic graphs for predictive tasks lies in extracting fine-grained temporal motifs from an ever-evolving graph. Moreover, task labels are often scarce, costly to obtain, and highly imbalanced for large dynamic graphs. Recent advances in self-supervised learning on graphs demonstrate great potential, but focus on static graphs. State-of-the-art (SoTA) models for dynamic graphs are not only incompatible with the self-supervised learning (SSL) paradigm but also fail to forecast interactions beyond the very near future. To address these limitations, we present DyG2Vec, an SSL-compatible, efficient model for representation learning on dynamic graphs. DyG2Vec uses a window-based mechanism to generate task-agnostic node embeddings that can be used to forecast future interactions. DyG2Vec significantly outperforms SoTA baselines on benchmark datasets for downstream tasks while only requiring a fraction of the training/inference time. We adapt two SSL evaluation mechanisms to make them applicable to dynamic graphs and thus show that SSL pre-training helps learn more robust temporal node representations, especially for scenarios with few labels.