Explaining Temporal Graph Predictions With Shapley Values

๐Ÿ“… 2026-04-27
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๐Ÿค– AI Summary
Existing temporal graph neural networks (TGNNs) suffer from a lack of interpretability, making it difficult to understand how they leverage spatiotemporal information for prediction. This work proposes two model-agnostic, local explanation methods: an event-level explainer based on Shapley values and a feature-level explainer grounded in Owen values, uniquely integrating both to capture the hierarchical dependencies between events and their constituent features. The approach efficiently estimates event contributions via KernelSHAP and performs feature attribution using Owen values. Experimental results demonstrate that the proposed method outperforms current explanation techniques across multiple datasets and evaluation metrics. Furthermore, it successfully identifies the root cause of performance degradation in the TGAT model under sparse explanation scenariosโ€”namely, a flaw in its timestamp extraction mechanism.

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๐Ÿ“ Abstract
Temporal Graph Neural Networks (TGNNs) have become increasingly popular in recent years due to their superior predictive performance by combining both spatial and temporal information. However, how these models utilize the information to make predictions is rather unexplored, leading to potentially faulty or biased models. This work introduces two novel model-agnostic explainers for local explanations of TGNNs based on Shapley and Owen values. The first method, an event-level (edge-level) Shapley explainer, applies the KernelSHAP algorithm to estimate contribution scores for individual temporal events, providing interpretable descriptions for model behavior. The second, a feature-level Shapley explainer, extends this framework by decomposing event-level Shapley values into Owen values, and thereby uncovers hierarchical dependencies of the event and its features. The explainers outperform SOTA explainers on different metrics and datasets. Additionally, the Feature Explainer reveals a faulty extraction of actual timestamps of a commonly used TGAT implementation, helping to further understand performance drops on very sparse explanations.
Problem

Research questions and friction points this paper is trying to address.

Temporal Graph Neural Networks
Explainability
Shapley Values
Model Interpretability
Temporal Events
Innovation

Methods, ideas, or system contributions that make the work stand out.

Temporal Graph Neural Networks
Shapley Values
Owen Values
Model Interpretability
KernelSHAP
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