IGLU: Efficient GCN Training via Lazy Updates

Graph Convolution Networks (GCN) are used in numerous settings involving a large underlying graph as well as several layers. Standard SGD-based training scales poorly here since each descent step ends up updating node embeddings for a large portion of the graph. Recent methods attempt to remedy this by sub-sampling the graph which does reduce the compute load, but at the cost of biased gradients which may offer suboptimal performance. In this work we introduce a new method IGLU that caches forward-pass embeddings for all nodes at various GCN layers. This enables IGLU to perform lazy updates that do not require updating a large number of node embeddings during descent which offers much faster convergence but does not significantly bias the gradients. Under standard assumptions such as objective smoothness, IGLU provably converges to a first-order saddle point. We validate IGLU extensively on a variety of benchmarks, where it offers up to 1.2% better accuracy despite requiring up to 88% less wall-clock time.