Input: |
temporal adjacency matrices
the order d of V(t) and latent dimension k. |
Output: |
results of factor matrices U and
and the predict adjacency matrix A(T + 1). |
1. |
Set k and d. |
2. |
Randomly initialize U and
. |
3. |
while not stopping criterion do
|
4. |
Compute “decayed error term” ξ(t) for each time stamp t. |
5. |
Compute partial derivatives
and
using ξ(t) by Eq.(15) and Eq.(16). |
6. |
Determine the step size λ by line search. |
7. |
Update
|
8. |
for
i = 1,…,d
do
|
9. |
Update
|
10. |
end
|
11. |
end |
12. |
Compute predict adjacency matrix
|