Add a Timeline in the Event Graph. Double click to open. Click the “Add Float Track” button. A graph should appear. Add a point at (0,0) and another at (t,1) where “t” is the amount of time you would like this transition to take. This should output a float that increases from 0 to 1 gradually over time.
Return to the Event Graph.
Add a “Lerp.” Connect the desired two walk speeds to “A” and “B” respectively, and connect the output of your timeline to “Alpha.” Use the output of “Lerp” to “Set Max Walk Speed.”
I’m pretty new to UE4 myself, so this might not be the best answer. You can find out more about timelines and lerp at A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums.