Temporal Link Prediction Using Matrix and Tensor Factorizations

The data in many disciplines such as social networks, Web analysis, etc. is link-based, and the link structure can be exploited for many different data mining tasks. In this article, we consider the problem of temporal link prediction: Given link data for times 1 through T, can we predict the links at time T + 1? If our data has underlying periodic structure, can we predict out even further in time, i.e., links at time T + 2, T + 3, etc.? In this article, we consider bipartite graphs that evolve over time and consider matrix- and tensor-based methods for predicting future links. We present a weight-based method for collapsing multiyear data into a single matrix. We show how the well-known Katz method for link prediction can be extended to bipartite graphs and, moreover, approximated in a scalable way using a truncated singular value decomposition. Using a CANDECOMP/PARAFAC tensor decomposition of the data, we illustrate the usefulness of exploiting the natural three-dimensional structure of temporal link data. Through several numerical experiments, we demonstrate that both matrix- and tensor-based techniques are effective for temporal link prediction despite the inherent difficulty of the problem. Additionally, we show that tensor-based techniques are particularly effective for temporal data with varying periodic patterns.

[1]  Leo Katz,et al.  A new status index derived from sociometric analysis , 1953 .

[2]  L. Tucker,et al.  Some mathematical notes on three-mode factor analysis , 1966, Psychometrika.

[3]  J. Chang,et al.  Analysis of individual differences in multidimensional scaling via an n-way generalization of “Eckart-Young” decomposition , 1970 .

[4]  Richard A. Harshman,et al.  Foundations of the PARAFAC procedure: Models and conditions for an "explanatory" multi-model factor analysis , 1970 .

[5]  S. T. Dumais,et al.  Using latent semantic analysis to improve access to textual information , 1988, CHI '88.

[6]  Chris Chatfield,et al.  Holt‐Winters Forecasting: Some Practical Issues , 1988 .

[7]  J. Kruskal Rank, decomposition, and uniqueness for 3-way and n -way arrays , 1989 .

[8]  Spyros Makridakis,et al.  The M3-Competition: results, conclusions and implications , 2000 .

[9]  D. Sorensen Numerical methods for large eigenvalue problems , 2002, Acta Numerica.

[10]  Alexander J. Smola,et al.  Kernels and Regularization on Graphs , 2003, COLT.

[11]  Tamara G. Kolda,et al.  Higher-order Web link analysis using multilinear algebra , 2005, Fifth IEEE International Conference on Data Mining (ICDM'05).

[12]  Debapriyo Majumdar,et al.  Why spectral retrieval works , 2005, SIGIR '05.

[13]  Lise Getoor,et al.  Link mining: a survey , 2005, SKDD.

[14]  Hsinchun Chen,et al.  Link prediction approach to collaborative filtering , 2005, Proceedings of the 5th ACM/IEEE-CS Joint Conference on Digital Libraries (JCDL '05).

[15]  David D. Jensen,et al.  The case for anomalous link discovery , 2005, SKDD.

[16]  Mohammad Al Hasan,et al.  Link prediction using supervised learning , 2006 .

[17]  Paul Lukowicz,et al.  Dealing with Class Skew in Context Recognition , 2006, 26th IEEE International Conference on Distributed Computing Systems Workshops (ICDCSW'06).

[18]  Bülent Yener,et al.  Collective Sampling and Analysis of High Order Tensors for Chatroom Communications , 2006, ISI.

[19]  E. S. Gardner EXPONENTIAL SMOOTHING: THE STATE OF THE ART, PART II , 2006 .

[20]  Purnamrita Sarkar,et al.  A Latent Space Approach to Dynamic Embedding of Co-occurrence Data , 2007, AISTATS.

[21]  Tamara G. Kolda,et al.  Efficient MATLAB Computations with Sparse and Factored Tensors , 2007, SIAM J. Sci. Comput..

[22]  Srinivasan Parthasarathy,et al.  Local Probabilistic Models for Link Prediction , 2007, Seventh IEEE International Conference on Data Mining (ICDM 2007).

[23]  Yan Liu,et al.  Predicting who rated what in large-scale datasets , 2007, SKDD.

[24]  Jon M. Kleinberg,et al.  The link-prediction problem for social networks , 2007, J. Assoc. Inf. Sci. Technol..

[25]  David Liben-Nowell,et al.  The link-prediction problem for social networks , 2007 .

[26]  Yehuda Koren,et al.  Lessons from the Netflix prize challenge , 2007, SKDD.

[27]  Jiawei Han,et al.  ACM Transactions on Knowledge Discovery from Data: Introduction , 2007 .

[28]  M. Newman,et al.  Hierarchical structure and the prediction of missing links in networks , 2008, Nature.

[29]  Jennifer Neville,et al.  Temporal-Relational Classifiers for Prediction in Evolving Domains , 2008, 2008 Eighth IEEE International Conference on Data Mining.

[30]  Farshad Fotouhi,et al.  Augmenting the power of LSI in text retrieval: Singular value rescaling , 2008, Data Knowl. Eng..

[31]  Philip S. Yu,et al.  Proximity Tracking on Time-Evolving Bipartite Graphs , 2008, SDM.

[32]  Michael W. Berry,et al.  Discussion Tracking in Enron Email using PARAFAC. , 2008 .

[33]  Tamara G. Kolda,et al.  Link Prediction on Evolving Data Using Matrix and Tensor Factorizations , 2009, 2009 IEEE International Conference on Data Mining Workshops.

[34]  Bülent Yener,et al.  Unsupervised Multiway Data Analysis: A Literature Survey , 2009, IEEE Transactions on Knowledge and Data Engineering.

[35]  Daniel M. Dunlavy,et al.  An Optimization Approach for Fitting Canonical Tensor Decompositions. , 2009 .

[36]  Tamara G. Kolda,et al.  Tensor Decompositions and Applications , 2009, SIAM Rev..

[37]  Yehuda Koren,et al.  Collaborative filtering with temporal dynamics , 2009, KDD.

[38]  Yehuda Koren,et al.  Matrix Factorization Techniques for Recommender Systems , 2009, Computer.

[39]  Zan Huang,et al.  The Time-Series Link Prediction Problem with Applications in Communication Surveillance , 2009, INFORMS J. Comput..

[40]  Jimeng Sun,et al.  MultiVis: Content-Based Social Network Exploration through Multi-way Visual Analysis , 2009, SDM.

[41]  Xi Chen,et al.  Temporal Collaborative Filtering with Bayesian Probabilistic Tensor Factorization , 2010, SDM.

[42]  Daniel M. Dunlavy,et al.  A scalable optimization approach for fitting canonical tensor decompositions , 2011 .