Dynamic graphs such as the user-item interactions graphs and financial transaction networks are ubiquitous nowadays. While numerous representation learning methods for static graphs have been proposed, the study of dynamic graphs is still in its infancy. A main challenge of modeling dynamic graphs is how to effectively encode temporal and structural information into nonlinear and compact dynamic embeddings. To achieve this, we propose a principled graph-neural-based approach to learn continuous-time dynamic embeddings. We first define a temporal dependency interaction graph(TDIG) that is induced from sequences of interaction data. Based on the topology of this TDIG, we develop a dynamic message passing neural network named TDIG-MPNN, which can capture the fine-grained global and local information on TDIG. In addition, to enhance the quality of continuous-time dynamic embeddings, a novel selection mechanism comprised of two successive steps, i.e., co-attention and gating, is applied before the above TDIG-MPNN layer to adjust the importance of the nodes by considering high-order correlation between interactive nodes' K-depth neighbors on TDIG. Finally, we cast our learning problem in the framework of temporal point processes (TPPs) where we use TDIG-MPNN to design a neural intensity function for the dynamic interaction processes. Our model achieves superior performance over alternatives on temporal interaction prediction (including tranductive and inductive tasks) on multiple datasets.
