Transferring knowledge across graphs plays a pivotal role in many high-stake domains, ranging from transportation networks to e-commerce networks, from neuroscience to finance. To date, the vast majority of existing works assume both source and target domains are sampled from a universal and stationary distribution. However, many real-world systems are intrinsically dynamic, where the underlying domains are evolving over time. To bridge the gap, we propose to shift the problem to the dynamic setting and ask: given the label-rich source graphs and the label-scarce target graphs observed in previous T timestamps, how can we effectively characterize the evolving domain discrepancy and optimize the generalization performance of the target domain at the incoming T+1 timestamp? To answer the question, for the first time, we propose a generalization bound under the setting of dynamic transfer learning across graphs, which implies the generalization performance is dominated by domain evolution and domain discrepancy between source and target domains. Inspired by the theoretical results, we propose a novel generic framework DyTrans to improve knowledge transferability across dynamic graphs. In particular, we start with a transformer-based temporal encoding module to model temporal information of the evolving domains; then, we further design a dynamic domain unification module to efficiently learn domain-invariant representations across the source and target domains. Finally, extensive experiments on various real-world datasets demonstrate the effectiveness of DyTrans in transferring knowledge from dynamic source domains to dynamic target domains.
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