Out-of-Distribution Generalized Dynamic Graph Neural Network with Disentangled Intervention and Invariance Promotion

Dynamic graph neural networks (DyGNNs) have demonstrated powerful predictive abilities by exploiting graph structural and temporal dynamics. However, the existing DyGNNs fail to handle distribution shifts, which naturally exist in dynamic graphs, mainly because the patterns exploited by DyGNNs may be variant with respect to labels under distribution shifts. In this paper, we propose Disentangled Intervention-based Dynamic graph Attention networks with Invariance Promotion (I-DIDA) to handle spatio-temporal distribution shifts in dynamic graphs by discovering and utilizing invariant patterns, i.e., structures and features whose predictive abilities are stable across distribution shifts. Specifically, we first propose a disentangled spatio-temporal attention network to capture the variant and invariant patterns. By utilizing the disentangled patterns, we design a spatio-temporal intervention mechanism to create multiple interventional distributions and an environment inference module to infer the latent spatio-temporal environments, and minimize the variance of predictions among these intervened distributions and environments, so that our model can make predictions based on invariant patterns with stable predictive abilities under distribution shifts. Extensive experiments demonstrate the superiority of our method over state-of-the-art baselines under distribution shifts. Our work is the first study of spatio-temporal distribution shifts in dynamic graphs, to the best of our knowledge.