TY - GEN
T1 - Interpretable Research Interest Shift Detection with Temporal Heterogeneous Graphs
AU - Yang, Qiang
AU - Ma, Changsheng
AU - Zhang, Qiannan
AU - Gao, Xin
AU - Zhang, Chuxu
AU - Zhang, Xiangliang
N1 - KAUST Repository Item: Exported on 2023-03-21
Acknowledged KAUST grant number(s): FCC/1/1976-44-01, FCC/1/1976-45-01, RGC/3/4816-01-01, URF/1/4663-01-01
Acknowledgements: This publication is based upon work supported by the King Ab-dullah University of Science and Technology (KAUST) Office of Research Administration (ORA) under Award No FCC/1/1976-44-01, FCC/1/1976-45-01, URF/1/4663-01-01, and RGC/3/4816-01-01.
PY - 2023/2/27
Y1 - 2023/2/27
N2 - Researchers dedicate themselves to research problems they are interested in and often have evolving research interests in their academic careers. The study of research interest shift detection can help to find facts relevant to scientific training paths, scientific funding trends, and knowledge discovery. Existing methods define specific graph structures like author-conference-topic networks, and co-citing networks to detect research interest shift. They either ignore the temporal factor or miss heterogeneous information characterizing academic activities. More importantly, the detection results lack the interpretations of how research interests change over time, thus reducing the model's credibility. To address these issues, we propose a novel interpretable research interest shift detection model with temporal heterogeneous graphs. We first construct temporal heterogeneous graphs to represent the research interests of the target authors. To make the detection interpretable, we design a deep neural network to parameterize the generation process of interpretation on the predicted results in the form of a weighted sub-graph. Additionally, to improve the training process, we propose a semantic-aware negative data sampling strategy to generate non-interesting auxiliary shift graphs as contrastive samples. Extensive experiments demonstrate that our model outperforms the state-of-the-art baselines on two public academic graph datasets and is capable of producing interpretable results.
AB - Researchers dedicate themselves to research problems they are interested in and often have evolving research interests in their academic careers. The study of research interest shift detection can help to find facts relevant to scientific training paths, scientific funding trends, and knowledge discovery. Existing methods define specific graph structures like author-conference-topic networks, and co-citing networks to detect research interest shift. They either ignore the temporal factor or miss heterogeneous information characterizing academic activities. More importantly, the detection results lack the interpretations of how research interests change over time, thus reducing the model's credibility. To address these issues, we propose a novel interpretable research interest shift detection model with temporal heterogeneous graphs. We first construct temporal heterogeneous graphs to represent the research interests of the target authors. To make the detection interpretable, we design a deep neural network to parameterize the generation process of interpretation on the predicted results in the form of a weighted sub-graph. Additionally, to improve the training process, we propose a semantic-aware negative data sampling strategy to generate non-interesting auxiliary shift graphs as contrastive samples. Extensive experiments demonstrate that our model outperforms the state-of-the-art baselines on two public academic graph datasets and is capable of producing interpretable results.
UR - http://hdl.handle.net/10754/690488
UR - https://dl.acm.org/doi/abs/10.1145/3539597.3570453
UR - http://www.scopus.com/inward/record.url?scp=85149636945&partnerID=8YFLogxK
U2 - 10.1145/3539597.3570453
DO - 10.1145/3539597.3570453
M3 - Conference contribution
SN - 9781450394079
SP - 321
EP - 329
BT - 16th ACM International Conference on Web Search and Data Mining, WSDM 2023
PB - Association for Computing Machinery, Inc
ER -