  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.
