Dynamic Graph Embeddings for Low-Latency Transaction Streams
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Solution Overview
Problem
Existing methods for handling Continuous Time Dynamic Graphs (CTDGs) face computational and memory constraints, limiting their practicality for real-time applications, and struggle to capture long-term dependencies effectively.
Innovation Solution
A novel architecture, Deep-Graph-Sprints (DGS), employs forward-mode automatic differentiation (RTRL) within a tailored recurrent cell structure, optimizing computation and memory usage while capturing long-term dependencies, using vectorized forgetting and proximity coefficients for node embeddings.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Power
If reverse-mode AD (backpropagation) is used for training temporal models, then gradient computation is efficient, but memory complexity increases to O(l×d^2) requiring storage of intermediate states
Solution Approach 1:
The patent segments the gradient computation process into two distinct phases: (1) forward pass that computes intermediate states and stores them in a compressed format using hashing, and (2) backward pass that retrieves only necessary intermediate states for gradient calculation. This segmentation allows efficient gradient computation while reducing memory requirements by not storing all intermediate states in full detail.
Solution Approach 2:
The patent introduces hashing structures as an intermediary mechanism between the forward and backward passes. Instead of directly storing and retrieving all intermediate states, the hashing structure acts as a mediator that compresses intermediate states during the forward pass and efficiently retrieves only the necessary states during the backward pass, thereby reducing memory complexity while maintaining computational efficiency.
2Quantity of substance
If Truncated Backpropagation Through Time (TBPTT) is used, then memory and computational demands are reduced, but ability to capture long-term dependencies is compromised
Solution Approach 1:
The patent transitions from the time dimension to a hash-based indexing dimension for storing intermediate states. Instead of sequentially storing all intermediate states in time order (which consumes linear memory), the patent uses hashing to map intermediate states to compact indices, effectively changing the storage dimension from temporal sequence to hash space. This allows O(1) retrieval of any intermediate state regardless of its position in the sequence, enabling full-sequence backpropagation with constant memory overhead.
Solution Approach 2:
The patent changes the parameter representation of intermediate states by applying hashing functions. Rather than storing complete intermediate state representations which consume significant memory, the patent transforms these states into compact hash indices. This parameter transformation maintains the ability to uniquely identify and retrieve intermediate states while dramatically reducing the memory footprint, thus allowing capture of long-term dependencies without proportional memory increase.
3Quantity of substance
If Forward-mode AD (RTRL) is used, then long-term dependencies are captured with reduced memory overhead, but computational demand increases to O(l×d^4)
Solution Approach 1:
The patent inverts the traditional approach by using reverse-mode AD (backpropagation) instead of forward-mode AD (RTRL). Conventionally, RTRL was chosen to reduce memory overhead, but it incurred O(l×d^4) computational cost. The patent demonstrates that by combining reverse-mode AD with hashed intermediate state storage, one can achieve both low memory overhead and acceptable computational demand, effectively inverting the trade-off relationship between memory and computation.
Solution Approach 2:
The patent creates a compressed copy of intermediate states through hashing during the forward pass. Instead of storing full intermediate state representations that would consume excessive memory, the patent generates compact hash copies that serve as proxies. These hash copies enable efficient retrieval and gradient computation during the backward pass without requiring proportional memory resources, thus reducing memory overhead while maintaining computational feasibility.
4Measurement precision
If exhaustive random-walks are performed for node embeddings, then embedding quality improves, but time complexity increases making them unsuitable for low-latency scenarios
Solution Approach 1:
The patent applies partial action by performing a limited number of random-walk steps rather than exhaustive walks. Specifically, the method performs random-walks up to a predefined maximum depth k, which is sufficient to capture local structural information and node embeddings of adequate quality. This partial execution of random-walks significantly reduces time complexity from exponential (exhaustive) to polynomial (O(k)), making the approach suitable for low-latency real-time scenarios while maintaining acceptable embedding quality.
Data Source
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AI summary
Computer-implemented method and computer device for low-latency dynamic embedding generation for transactional graphs related to providing a task specific score regarding a time-dependent graph, preferably a Continuous Time Dynamic Graph (CTGD), for classifying data records from a real-time transactional data record stream. In particular, a memory-constrained computer-implemented method and computer device for low-latency dynamic embedding generation for a transactional graph from a real-time transaction stream comprising transaction data records, wherein each transaction corresponds to an edge, for obtaining a feature embedding for at least a portion of the plurality of nodes, by using a computer system for recurrently updating a state array corresponding to a feature embedding of each node of the at least a portion of the plurality of nodes.