A Statistical Model for Dynamic Networks with Neural Variational Inference

In this paper we propose a statistical model for dynamically evolving networks, together with a variational inference approach. Our model, which we call Dynamic Latent Attribute Interaction Model (DLAIM), encodes edge dependencies across different time snapshots. It represents nodes via latent attributes and uses attribute interaction matrices to model the presence of edges. Both are allowed to evolve with time, thus allowing us to capture the dynamics of the network. We develop a neural network based variational inference procedure that provides a suitable way to learn the model parameters. The main strengths of DLAIM are: (i) it is flexible as it does not impose strict assumptions on network evolution unlike existing approaches, (ii) it applies to both directed as well as undirected networks, and more importantly, (iii) learned node attributes and interaction matrices may be interpretable and therefore provide insights on the mechanisms behind network evolution. Experiments done on real world networks for the task of link forecasting demonstrate the superior performance of our model as compared to existing approaches.