We introduce De Bruijn Graph Neural Networks (DBGNNs), a novel time-aware
graph neural network architecture for time-resolved data on dynamic graphs. Our
approach accounts for temporal-topological patterns that unfold in the causal
topology of dynamic graphs, which is determined by causal walks, i.e.
temporally ordered sequences of links by which nodes can influence each other
over time. Our architecture builds on multiple layers of higher-order De Bruijn
graphs, an iterative line graph construction where nodes in a De Bruijn graph
of order k represent walks of length k-1, while edges represent walks of length
k. We develop a graph neural network architecture that utilizes De Bruijn
graphs to implement a message passing scheme that follows a non-Markovian
dynamics, which enables us to learn patterns in the causal topology of a
dynamic graph. Addressing the issue that De Bruijn graphs with different orders
k can be used to model the same data set, we further apply statistical model
selection to determine the optimal graph topology to be used for message
passing. An evaluation in synthetic and empirical data sets suggests that
DBGNNs can leverage temporal patterns in dynamic graphs, which substantially
improves the performance in a supervised node classification task