PyTorch Frame: A Modular Framework for Multi-Modal Tabular Learning

We present PyTorch Frame, a PyTorch-based framework for deep learning over multi-modal tabular data. PyTorch Frame makes tabular deep learning easy by providing a PyTorch-based data structure to handle complex tabular data, introducing a model abstraction to enable modular implementation of tabular models, and allowing external foundation models to be incorporated to handle complex columns (e.g., LLMs for text columns). We demonstrate the usefulness of PyTorch Frame by implementing diverse tabular models in a modular way, successfully applying these models to complex multi-modal tabular data, and integrating our framework with PyTorch Geometric, a PyTorch library for Graph Neural Networks (GNNs), to perform end-to-end learning over relational databases.

From Similarity to Superiority: Channel Clustering for Time Series Forecasting

Time series forecasting has attracted significant attention in recent decades. Previous studies have demonstrated that the Channel-Independent (CI) strategy improves forecasting performance by treating different channels individually, while it leads to poor generalization on unseen instances and ignores potentially necessary interactions between channels. Conversely, the Channel-Dependent (CD) strategy mixes all channels with even irrelevant and indiscriminate information, which, however, results in oversmoothing issues and limits forecasting accuracy. There is a lack of channel strategy that effectively balances individual channel treatment for improved forecasting performance without overlooking essential interactions between channels. Motivated by our observation of a correlation between the time series model's performance boost against channel mixing and the intrinsic similarity on a pair of channels, we developed a novel and adaptable Channel Clustering Module (CCM). CCM dynamically groups channels characterized by intrinsic similarities and leverages cluster identity instead of channel identity, combining the best of CD and CI worlds. Extensive experiments on real-world datasets demonstrate that CCM can (1) boost the performance of CI and CD models by an average margin of 2.4% and 7.2% on long-term and short-term forecasting, respectively; (2) enable zero-shot forecasting with mainstream time series forecasting models; (3) uncover intrinsic time series patterns among channels and improve interpretability of complex time series models.

Relational Deep Learning: Graph Representation Learning on Relational Databases

Much of the world's most valued data is stored in relational databases and data warehouses, where the data is organized into many tables connected by primary-foreign key relations. However, building machine learning models using this data is both challenging and time consuming. The core problem is that no machine learning method is capable of learning on multiple tables interconnected by primary-foreign key relations. Current methods can only learn from a single table, so the data must first be manually joined and aggregated into a single training table, the process known as feature engineering. Feature engineering is slow, error prone and leads to suboptimal models. Here we introduce an end-to-end deep representation learning approach to directly learn on data laid out across multiple tables. We name our approach Relational Deep Learning (RDL). The core idea is to view relational databases as a temporal, heterogeneous graph, with a node for each row in each table, and edges specified by primary-foreign key links. Message Passing Graph Neural Networks can then automatically learn across the graph to extract representations that leverage all input data, without any manual feature engineering. Relational Deep Learning leads to more accurate models that can be built much faster. To facilitate research in this area, we develop RelBench, a set of benchmark datasets and an implementation of Relational Deep Learning. The data covers a wide spectrum, from discussions on Stack Exchange to book reviews on the Amazon Product Catalog. Overall, we define a new research area that generalizes graph machine learning and broadens its applicability to a wide set of AI use cases.

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/ .

Weisfeiler and Leman go Machine Learning: The Story so far

In recent years, algorithms and neural architectures based on the Weisfeiler-Leman algorithm, a well-known heuristic for the graph isomorphism problem, emerged as a powerful tool for machine learning with graphs and relational data. Here, we give a comprehensive overview of the algorithm's use in a machine learning setting, focusing on the supervised regime. We discuss the theoretical background, show how to use it for supervised graph- and node representation learning, discuss recent extensions, and outline the algorithm's connection to (permutation-)equivariant neural architectures. Moreover, we give an overview of current applications and future directions to stimulate further research.

GNNAutoScale: Scalable and Expressive Graph Neural Networks via Historical Embeddings

We present GNNAutoScale (GAS), a framework for scaling arbitrary message-passing GNNs to large graphs. GAS prunes entire sub-trees of the computation graph by utilizing historical embeddings from prior training iterations, leading to constant GPU memory consumption in respect to input node size without dropping any data. While existing solutions weaken the expressive power of message passing due to sub-sampling of edges or non-trainable propagations, our approach is provably able to maintain the expressive power of the original GNN. We achieve this by providing approximation error bounds of historical embeddings and show how to tighten them in practice. Empirically, we show that the practical realization of our framework, PyGAS, an easy-to-use extension for PyTorch Geometric, is both fast and memory-efficient, learns expressive node representations, closely resembles the performance of their non-scaling counterparts, and reaches state-of-the-art performance on large-scale graphs.

The Power of the Weisfeiler-Leman Algorithm for Machine Learning with Graphs

In recent years, algorithms and neural architectures based on the Weisfeiler-Leman algorithm, a well-known heuristic for the graph isomorphism problem, emerged as a powerful tool for (supervised) machine learning with graphs and relational data. Here, we give a comprehensive overview of the algorithm's use in a machine learning setting. We discuss the theoretical background, show how to use it for supervised graph- and node classification, discuss recent extensions, and its connection to neural architectures. Moreover, we give an overview of current applications and future directions to stimulate research.

OGB-LSC: A Large-Scale Challenge for Machine Learning on Graphs

Enabling effective and efficient machine learning (ML) over large-scale graph data (e.g., graphs with billions of edges) can have a huge impact on both industrial and scientific applications. However, community efforts to advance large-scale graph ML have been severely limited by the lack of a suitable public benchmark. For KDD Cup 2021, we present OGB Large-Scale Challenge (OGB-LSC), a collection of three real-world datasets for advancing the state-of-the-art in large-scale graph ML. OGB-LSC provides graph datasets that are orders of magnitude larger than existing ones and covers three core graph learning tasks -- link prediction, graph regression, and node classification. Furthermore, OGB-LSC provides dedicated baseline experiments, scaling up expressive graph ML models to the massive datasets. We show that the expressive models significantly outperform simple scalable baselines, indicating an opportunity for dedicated efforts to further improve graph ML at scale. Our datasets and baseline code are released and maintained as part of our OGB initiative (Hu et al., 2020). We hope OGB-LSC at KDD Cup 2021 can empower the community to discover innovative solutions for large-scale graph ML.

Hierarchical Inter-Message Passing for Learning on Molecular Graphs

We present a hierarchical neural message passing architecture for learning on molecular graphs. Our model takes in two complementary graph representations: the raw molecular graph representation and its associated junction tree, where nodes represent meaningful clusters in the original graph, e.g., rings or bridged compounds. We then proceed to learn a molecule's representation by passing messages inside each graph, and exchange messages between the two representations using a coarse-to-fine and fine-to-coarse information flow. Our method is able to overcome some of the restrictions known from classical GNNs, like detecting cycles, while still being very efficient to train. We validate its performance on the ZINC dataset and datasets stemming from the MoleculeNet benchmark collection.

Open Graph Benchmark: Datasets for Machine Learning on Graphs

We present the Open Graph Benchmark (OGB), a diverse set of challenging and realistic benchmark datasets to facilitate scalable, robust, and reproducible graph machine learning (ML) research. OGB datasets are large-scale, encompass multiple important graph ML tasks and cover a diverse range of domains, ranging from social and information networks to biological networks, molecular graphs, and knowledge graphs. For each dataset, we provide a unified evaluation protocol using application-specific data splits and evaluation metrics. Our empirical investigation reveals the challenges of existing graph methods in handling large-scale graphs and predicting out-of-distribution data. OGB presents an automated end-to-end graph ML pipeline that simplifies and standardizes the process of graph data loading, experimental setup, and model evaluation. OGB will be regularly updated and welcomes inputs from the community. OGB datasets as well as data loaders and evaluation scripts are available at https://ogb.stanford.edu .