Inductive representation learning on temporal heterogeneous graphs is crucial for scalable deep learning on heterogeneous information networks (HINs) which are time-varying, such as citation networks. However, most existing approaches are not inductive and thus cannot handle new nodes or edges. Moreover, previous temporal graph embedding methods are often trained with the temporal link prediction task to simulate the link formation process of temporal graphs, while ignoring the evolution of high-order topological structures on temporal graphs. To fill these gaps, we propose a Continuous-Time Representation Learning (CTRL) model on temporal HINs. To preserve heterogeneous node features and temporal structures, CTRL integrates three parts in a single layer, they are 1) a \emph{heterogeneous attention} unit that measures the semantic correlation between nodes, 2) a \emph{edge-based Hawkes process} to capture temporal influence between heterogeneous nodes, and 3) \emph{dynamic centrality} that indicates the dynamic importance of a node. We train the CTRL model with a future event (a subgraph) prediction task to capture the evolution of the high-order network structure. Extensive experiments have been conducted on three benchmark datasets. The results demonstrate that our model significantly boosts performance and outperforms various state-of-the-art approaches. Ablation studies are conducted to demonstrate the effectiveness of the model design.

Temporal heterogeneous information network (temporal HIN) embedding, aiming to represent various types of nodes of different timestamps into low dimensional spaces while preserving structural and semantic information, is of vital importance in diverse real-life tasks. Researchers have made great efforts on temporal HIN embedding in Euclidean spaces and got some considerable achievements. However, there is always a fundamental conflict that many real-world networks show hierarchical property and power-law distribution, and are not isometric of Euclidean spaces. Recently, representation learning in hyperbolic spaces has been proved to be valid for data with hierarchical and power-law structure. Inspired by this character, we propose a hyperbolic heterogeneous temporal network embedding (H2TNE) model for temporal HINs. Specifically, we leverage a temporally and heterogeneously double-constrained random walk strategy to capture the structural and semantic information, and then calculate the embedding by exploiting hyperbolic distance in proximity measurement. Experimental results show that our method has superior performance on temporal link prediction and node classification compared with SOTA models.