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Workshop: Time Series Workshop

Morning Poster Session: Evolving-Graph Gaussian Processes

David Blanco-Mulero


Graph Gaussian Processes (GGPs) provide a data-efficient solution on graph structured domains. Existing approaches have focused on static structures, whereas many real graph data represent a dynamic structure, limiting the applications of GGPs. To overcome this we propose evolving-Graph Gaussian Processes (e-GGPs). The proposed method is capable of learning the transition function of graph vertices over time with a neighbourhood kernel to model the connectivity and interaction changes between vertices. We assess the performance of our method on time-series regression problems where graphs evolve over time. We demonstrate the benefits of e-GGPs over static graph Gaussian Process approaches.