Temporal Graph Benchmark for Machine Learning on Temporal Graphs

We present the Temporal Graph Benchmark (TGB), a collection of challenging and diverse benchmark datasets for realistic, reproducible, and robust evaluation of machine learning models on temporal graphs. TGB datasets are of large scale, spanning years in duration, incorporate both node and edge-level prediction tasks and cover a diverse set of domains including social, trade, transaction, and transportation networks. For both tasks, we design evaluation protocols based on realistic use-cases. We extensively benchmark each dataset and find that the performance of common models can vary drastically across datasets. In addition, on dynamic node property prediction tasks, we show that simple methods often achieve superior performance compared to existing temporal graph models. We believe that these findings open up opportunities for future research on temporal graphs. Finally, TGB provides an automated machine learning pipeline for reproducible and accessible temporal graph research, including data loading, experiment setup and performance evaluation. TGB will be maintained and updated on a regular basis and welcomes community feedback. TGB datasets, data loaders, example codes, evaluation setup, and leaderboards are publicly available at https://tgb.complexdatalab.com/ .

Edge Directionality Improves Learning on Heterophilic Graphs

Graph Neural Networks (GNNs) have become the de-facto standard tool for modeling relational data. However, while many real-world graphs are directed, the majority of today's GNN models discard this information altogether by simply making the graph undirected. The reasons for this are historical: 1) many early variants of spectral GNNs explicitly required undirected graphs, and 2) the first benchmarks on homophilic graphs did not find significant gain from using direction. In this paper, we show that in heterophilic settings, treating the graph as directed increases the effective homophily of the graph, suggesting a potential gain from the correct use of directionality information. To this end, we introduce Directed Graph Neural Network (Dir-GNN), a novel general framework for deep learning on directed graphs. Dir-GNN can be used to extend any Message Passing Neural Network (MPNN) to account for edge directionality information by performing separate aggregations of the incoming and outgoing edges. We prove that Dir-GNN matches the expressivity of the Directed Weisfeiler-Lehman test, exceeding that of conventional MPNNs. In extensive experiments, we validate that while our framework leaves performance unchanged on homophilic datasets, it leads to large gains over base models such as GCN, GAT and GraphSage on heterophilic benchmarks, outperforming much more complex methods and achieving new state-of-the-art results.

Graph Neural Networks for Link Prediction with Subgraph Sketching

Many Graph Neural Networks (GNNs) perform poorly compared to simple heuristics on Link Prediction (LP) tasks. This is due to limitations in expressive power such as the inability to count triangles (the backbone of most LP heuristics) and because they can not distinguish automorphic nodes (those having identical structural roles). Both expressiveness issues can be alleviated by learning link (rather than node) representations and incorporating structural features such as triangle counts. Since explicit link representations are often prohibitively expensive, recent works resorted to subgraph-based methods, which have achieved state-of-the-art performance for LP, but suffer from poor efficiency due to high levels of redundancy between subgraphs. We analyze the components of subgraph GNN (SGNN) methods for link prediction. Based on our analysis, we propose a novel full-graph GNN called ELPH (Efficient Link Prediction with Hashing) that passes subgraph sketches as messages to approximate the key components of SGNNs without explicit subgraph construction. ELPH is provably more expressive than Message Passing GNNs (MPNNs). It outperforms existing SGNN models on many standard LP benchmarks while being orders of magnitude faster. However, it shares the common GNN limitation that it is only efficient when the dataset fits in GPU memory. Accordingly, we develop a highly scalable model, called BUDDY, which uses feature precomputation to circumvent this limitation without sacrificing predictive performance. Our experiments show that BUDDY also outperforms SGNNs on standard LP benchmarks while being highly scalable and faster than ELPH.

Learning to Infer Structures of Network Games

Strategic interactions between a group of individuals or organisations can be modelled as games played on networks, where a player's payoff depends not only on their actions but also on those of their neighbours. Inferring the network structure from observed game outcomes (equilibrium actions) is an important problem with numerous potential applications in economics and social sciences. Existing methods mostly require the knowledge of the utility function associated with the game, which is often unrealistic to obtain in real-world scenarios. We adopt a transformer-like architecture which correctly accounts for the symmetries of the problem and learns a mapping from the equilibrium actions to the network structure of the game without explicit knowledge of the utility function. We test our method on three different types of network games using both synthetic and real-world data, and demonstrate its effectiveness in network structure inference and superior performance over existing methods.

Provably Efficient Causal Model-Based Reinforcement Learning for Systematic Generalization

In the sequential decision making setting, an agent aims to achieve systematic generalization over a large, possibly infinite, set of environments. Such environments are modeled as discrete Markov decision processes with both states and actions represented through a feature vector. The underlying structure of the environments allows the transition dynamics to be factored into two components: one that is environment-specific and another one that is shared. Consider a set of environments that share the laws of motion as an illustrative example. In this setting, the agent can take a finite amount of reward-free interactions from a subset of these environments. The agent then must be able to approximately solve any planning task defined over any environment in the original set, relying on the above interactions only. Can we design a provably efficient algorithm that achieves this ambitious goal of systematic generalization? In this paper, we give a partially positive answer to this question. First, we provide the first tractable formulation of systematic generalization by employing a causal viewpoint. Then, under specific structural assumptions, we provide a simple learning algorithm that allows us to guarantee any desired planning error up to an unavoidable sub-optimality term, while showcasing a polynomial sample complexity.

On the Unreasonable Effectiveness of Feature propagation in Learning on Graphs with Missing Node Features

While Graph Neural Networks (GNNs) have recently become the de facto standard for modeling relational data, they impose a strong assumption on the availability of the node or edge features of the graph. In many real-world applications, however, features are only partially available; for example, in social networks, age and gender are available only for a small subset of users. We present a general approach for handling missing features in graph machine learning applications that is based on minimization of the Dirichlet energy and leads to a diffusion-type differential equation on the graph. The discretization of this equation produces a simple, fast and scalable algorithm which we call Feature Propagation. We experimentally show that the proposed approach outperforms previous methods on seven common node-classification benchmarks and can withstand surprisingly high rates of missing features: on average we observe only around 4% relative accuracy drop when 99% of the features are missing. Moreover, it takes only 10 seconds to run on a graph with $\sim$2.5M nodes and $\sim$123M edges on a single GPU.

GRAND: Graph Neural Diffusion

We present Graph Neural Diffusion (GRAND) that approaches deep learning on graphs as a continuous diffusion process and treats Graph Neural Networks (GNNs) as discretisations of an underlying PDE. In our model, the layer structure and topology correspond to the discretisation choices of temporal and spatial operators. Our approach allows a principled development of a broad new class of GNNs that are able to address the common plights of graph learning models such as depth, oversmoothing, and bottlenecks. Key to the success of our models are stability with respect to perturbations in the data and this is addressed for both implicit and explicit discretisation schemes. We develop linear and nonlinear versions of GRAND, which achieve competitive results on many standard graph benchmarks.

Tuning Word2vec for Large Scale Recommendation Systems

Word2vec is a powerful machine learning tool that emerged from Natural Lan-guage Processing (NLP) and is now applied in multiple domains, including recom-mender systems, forecasting, and network analysis. As Word2vec is often used offthe shelf, we address the question of whether the default hyperparameters are suit-able for recommender systems. The answer is emphatically no. In this paper, wefirst elucidate the importance of hyperparameter optimization and show that un-constrained optimization yields an average 221% improvement in hit rate over thedefault parameters. However, unconstrained optimization leads to hyperparametersettings that are very expensive and not feasible for large scale recommendationtasks. To this end, we demonstrate 138% average improvement in hit rate with aruntime budget-constrained hyperparameter optimization. Furthermore, to makehyperparameter optimization applicable for large scale recommendation problemswhere the target dataset is too large to search over, we investigate generalizinghyperparameters settings from samples. We show that applying constrained hy-perparameter optimization using only a 10% sample of the data still yields a 91%average improvement in hit rate over the default parameters when applied to thefull datasets. Finally, we apply hyperparameters learned using our method of con-strained optimization on a sample to the Who To Follow recommendation serviceat Twitter and are able to increase follow rates by 15%.

Temporal Graph Networks for Deep Learning on Dynamic Graphs

Graph Neural Networks (GNNs) have recently become increasingly popular due to their ability to learn complex systems of relations or interactions arising in a broad spectrum of problems ranging from biology and particle physics to social networks and recommendation systems. Despite the plethora of different models for deep learning on graphs, few approaches have been proposed thus far for dealing with graphs that present some sort of dynamic nature (e.g. evolving features or connectivity over time). In this paper, we present Temporal Graph Networks (TGNs), a generic, efficient framework for deep learning on dynamic graphs represented as sequences of timed events. Thanks to a novel combination of memory modules and graph-based operators, TGNs are able to significantly outperform previous approaches being at the same time more computationally efficient. We furthermore show that several previous models for learning on dynamic graphs can be cast as specific instances of our framework. We perform a detailed ablation study of different components of our framework and devise the best configuration that achieves state-of-the-art performance on several transductive and inductive prediction tasks for dynamic graphs.