Wasserstein Weisfeiler-Lehman Graph Kernels.

Most graph kernels are an instance of the class of R-Convolution kernels, which measure the similarity of objects by comparing their substructures. Despite their empirical success, most graph kernels use a naive aggregation of the final set of substructures, usually a sum or average, thereby potentially discarding valuable information about the distribution of individual components. Furthermore, only a limited instance of these approaches can be extended to continuously attributed graphs. We propose a novel method that relies on the Wasserstein distance between the node feature vector distributions of two graphs, which allows finding subtler differences in data sets by considering graphs as high-dimensional objects rather than simple means. We further propose a Weisfeiler-Lehman-inspired embedding scheme for graphs with continuous node attributes and weighted edges, enhance it with the computed Wasserstein distance, and thereby improve the state-of-the-art prediction performance on several graph classification tasks.