Portrait of Guillaume Rabusseau

Guillaume Rabusseau

Core Academic Member
Canada CIFAR AI Chair
Assistant Professor, Université de Montréal, Department of Computer Science and Operations Research
Research Topics
Deep Learning
Graph Neural Networks
Learning on Graphs
Machine Learning Theory
Probabilistic Models
Quantum Information Theory
Recommender Systems
Recurrent Neural Networks
Tensor Factorization

Biography

I have been an assistant professor at Mila – Quebec Artificial Intelligence Institute and in the Department of Computer Science and Operations Research (DIRO) at Université de Montréal (UdeM) since September 2018. I was awarded a Canada CIFAR AI Chair in March 2019. Before joining UdeM, I was a postdoctoral research fellow in the Reasoning and Learning Lab at McGill University, where I worked with Prakash Panangaden, Joelle Pineau and Doina Precup.

I obtained my PhD in 2016 from Aix-Marseille University (AMU) in France, where I worked in the Qarma team (Machine Learning and Multimedia) under the supervision of François Denis and Hachem Kadri. I also obtained my MSc in fundamental computer science and my BSc in computer science from AMU. I am interested in tensor methods for machine learning and in designing learning algorithms for structured data by leveraging linear and multilinear algebra (e.g., spectral methods).

Current Students

Postdoctorate - Université de Montréal
Collaborating Alumni - Université de Montréal
PhD - Université de Montréal
PhD - Université de Montréal
Co-supervisor :
Collaborating Alumni - McGill University
Principal supervisor :
Collaborating researcher - Université de Montréal
PhD - Université de Montréal
Postdoctorate - McGill University
Co-supervisor :
Collaborating researcher - INRIA
Master's Research - Université de Montréal
Collaborating Alumni - McGill University
Principal supervisor :
PhD - Université de Montréal
Co-supervisor :
PhD - Université de Montréal
Co-supervisor :
Collaborating researcher - Université de Montréal
Co-supervisor :
PhD - Université de Montréal

Publications

Connecting Weighted Automata, Tensor Networks and Recurrent Neural Networks through Spectral Learning
In this paper, we present connections between three models used in different research fields: weighted finite automata~(WFA) from formal lan… (see more)guages and linguistics, recurrent neural networks used in machine learning, and tensor networks which encompasses a set of optimization techniques for high-order tensors used in quantum physics and numerical analysis. We first present an intrinsic relation between WFA and the tensor train decomposition, a particular form of tensor network. This relation allows us to exhibit a novel low rank structure of the Hankel matrix of a function computed by a WFA and to design an efficient spectral learning algorithm leveraging this structure to scale the algorithm up to very large Hankel matrices.We then unravel a fundamental connection between WFA and second-orderrecurrent neural networks~(2-RNN): in the case of sequences of discrete symbols, WFA and 2-RNN with linear activationfunctions are expressively equivalent. Leveraging this equivalence result combined with the classical spectral learning algorithm for weighted automata, we introduce the first provable learning algorithm for linear 2-RNN defined over sequences of continuous input vectors.This algorithm relies on estimating low rank sub-blocks of the Hankel tensor, from which the parameters of a linear 2-RNN can be provably recovered. The performances of the proposed learning algorithm are assessed in a simulation study on both synthetic and real-world data.
Optimal Approximate Minimization of One-Letter Weighted Finite Automata
In this paper, we study the approximate minimization problem of weighted finite automata (WFAs): to compute the best possible approximation … (see more)of a WFA given a bound on the number of states. By reformulating the problem in terms of Hankel matrices, we leverage classical results on the approximation of Hankel operators, namely the celebrated Adamyan-Arov-Krein (AAK) theory. We solve the optimal spectral-norm approximate minimization problem for irredundant WFAs with real weights, defined over a one-letter alphabet. We present a theoretical analysis based on AAK theory, and bounds on the quality of the approximation in the spectral norm and
UTG: Towards a Unified View of Snapshot and Event Based Models for Temporal Graphs
Many real world graphs are inherently dynamic, constantly evolving with node and edge additions. These graphs can be represented by temporal… (see more) graphs, either through a stream of edge events or a sequence of graph snapshots. Until now, the development of machine learning methods for both types has occurred largely in isolation, resulting in limited experimental comparison and theoretical crosspollination between the two. In this paper, we introduce Unified Temporal Graph (UTG), a framework that unifies snapshot-based and event-based machine learning models under a single umbrella, enabling models developed for one representation to be applied effectively to datasets of the other. We also propose a novel UTG training procedure to boost the performance of snapshot-based models in the streaming setting. We comprehensively evaluate both snapshot and event-based models across both types of temporal graphs on the temporal link prediction task. Our main findings are threefold: first, when combined with UTG training, snapshot-based models can perform competitively with event-based models such as TGN and GraphMixer even on event datasets. Second, snapshot-based models are at least an order of magnitude faster than most event-based models during inference. Third, while event-based methods such as NAT and DyGFormer outperforms snapshot-based methods on both types of temporal graphs, this is because they leverage joint neighborhood structural features thus emphasizing the potential to incorporate these features into snapshotbased models as well. These findings highlight the importance of comparing model architectures independent of the data format and suggest the potential of combining the efficiency of snapshot-based models with the performance of event-based models in the future.
Laplacian Change Point Detection for Single and Multi-view Dynamic Graphs
Dynamic graphs are rich data structures that are used to model complex relationships between entities over time. In particular, anomaly dete… (see more)ction in temporal graphs is crucial for many real world applications such as intrusion identification in network systems, detection of ecosystem disturbances and detection of epidemic outbreaks. In this paper, we focus on change point detection in dynamic graphs and address three main challenges associated with this problem: i). how to compare graph snapshots across time, ii). how to capture temporal dependencies, and iii). how to combine different views of a temporal graph. To solve the above challenges, we first propose Laplacian Anomaly Detection (LAD) which uses the spectrum of graph Laplacian as the low dimensional embedding of the graph structure at each snapshot. LAD explicitly models short term and long term dependencies by applying two sliding windows. Next, we propose MultiLAD, a simple and effective generalization of LAD to multi-view graphs. MultiLAD provides the first change point detection method for multi-view dynamic graphs. It aggregates the singular values of the normalized graph Laplacian from different views through the scalar power mean operation. Through extensive synthetic experiments, we show that i). LAD and MultiLAD are accurate and outperforms state-of-the-art baselines and their multi-view extensions by a large margin, ii). MultiLAD's advantage over contenders significantly increases when additional views are available, and iii). MultiLAD is highly robust to noise from individual views. In five real world dynamic graphs, we demonstrate that LAD and MultiLAD identify significant events as top anomalies such as the implementation of government COVID-19 interventions which impacted the population mobility in multi-view traffic networks.
Generative Learning of Continuous Data by Tensor Networks
Alex Meiburg
Jian Hua Chen
Raphaelle Tihon
Alejandro Perdomo-ortiz
Temporal Graph Benchmark for Machine Learning on Temporal Graphs
Matthias Fey
Weihua Hu
Emanuele Rossi
Jure Leskovec
Michael M. Bronstein
We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and r… (see more)obust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale, spanning years in duration, incorporate both node and edge-level prediction tasks and cover a diverse set of domains including social, trade, transaction, and transportation networks. For both tasks, we design evaluation protocols based on realistic use-cases. We extensively benchmark each dataset and find that the performance of common models can vary drastically across datasets. In addition, on dynamic node property prediction tasks, we show that simple methods often achieve superior performance compared to existing temporal graph models. We believe that these findings open up opportunities for future research on temporal graphs. Finally, TGB provides an automated machine learning pipeline for reproducible and accessible temporal graph research, including data loading, experiment setup and performance evaluation. TGB will be maintained and updated on a regular basis and welcomes community feedback. TGB datasets, data loaders, example codes, evaluation setup, and leaderboards are publicly available at https://tgb.complexdatalab.com/.
Preface
François Coste
Faissal Ouardi
ROSA: Random Orthogonal Subspace Adaptation
Fast and Attributed Change Detection on Dynamic Graphs with Density of States
Benchmarking State-Merging Algorithms for Learning Regular Languages.
Adil Soubki
Jeffrey Heinz
François Coste
Faissal Ouardi
Explaining Graph Neural Networks Using Interpretable Local Surrogates
Formal and Empirical Studies of Counting Behaviour in ReLU RNNs.
Nadine El-Naggar
Andrew Ryzhikov
Laure Daviaud
Pranava Madhyastha
Tillman Weyde
François Coste
Faissal Ouardi