Matthias Fey

Shenyang Huang, Farimah Poursafaei, Jacob Danovitch et al. · microsoft-research, mila

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/.

Joshua Robinson, Rishabh Ranjan, Weihua Hu et al.

We present RelBench, a public benchmark for solving predictive tasks over relational databases with graph neural networks. RelBench provides databases and tasks spanning diverse domains and scales, and is intended to be a foundational infrastructure for future research. We use RelBench to conduct the first comprehensive study of Relational Deep Learning (RDL) (Fey et al., 2024), which combines graph neural network predictive models with (deep) tabular models that extract initial entity-level representations from raw tables. End-to-end learned RDL models fully exploit the predictive signal encoded in primary-foreign key links, marking a significant shift away from the dominant paradigm of manual feature engineering combined with tabular models. To thoroughly evaluate RDL against this prior gold-standard, we conduct an in-depth user study where an experienced data scientist manually engineers features for each task. In this study, RDL learns better models whilst reducing human work needed by more than an order of magnitude. This demonstrates the power of deep learning for solving predictive tasks over relational databases, opening up many new research opportunities enabled by RelBench.

Valter Hudovernik, Federico López, Vid Kocijan et al.

We introduce KumoRFM-2, the next iteration of a pre-trained foundation model for relational data. KumoRFM-2 supports in-context learning as well as fine-tuning and is applicable to a wide range of predictive tasks. In contrast to tabular foundation models, KumoRFM-2 natively operates on relational data, processing one or more connected tables simultaneously without manual table flattening or target variable generation, all while preserving temporal consistency. KumoRFM-2 leverages a large corpus of synthetic and real-world data to pre-train across four axes: the row and column dimensions at the individual table level, and the foreign key and cross-sample dimensions at the database level. In contrast to its predecessor, KumoRFM-2 injects task information as early as possible, enabling sharper selection of task-relevant columns and improved robustness to noisy data. Through extensive experiments on 41 challenging benchmarks and analysis around expressivity and sensitivity, we demonstrate that KumoRFM-2 outperforms supervised and foundational approaches by up to 8%, while maintaining strong performance under extreme settings of cold start and noisy data. To our knowledge, this is the first time a few-shot foundation model has been shown to surpass supervised approaches on common benchmark tasks, with performance further improving upon fine-tuning. Finally, while KumoRFM-1 was limited to small-scale in-memory datasets, KumoRFM-2 scales to billion-scale relational datasets.

Vid Kocijan, Jinu Sunil, Jan Eric Lenssen et al.

The purpose of predictive modeling on relational data is to predict future or missing values in a relational database, for example, future purchases of a user, risk of readmission of the patient, or the likelihood that a financial transaction is fraudulent. Typically powered by machine learning methods, predictive models are used in recommendations, financial fraud detection, supply chain optimization, and other systems, providing billions of predictions every day. However, training a machine learning model requires manual work to extract the required training examples - prediction entities and target labels - from the database, which is slow, laborious, and prone to mistakes. Here, we present the Predictive Query Language (PQL), a SQL-inspired declarative language for defining predictive tasks on relational databases. PQL allows specifying a predictive task in a single declarative query, enabling the automatic computation training labels for a large variety of machine learning tasks, such as regression, classification, time-series forecasting, and recommender systems. PQL is already successfully integrated and used in a collection of use cases as part of a predictive AI platform. The versatility of the language can be demonstrated through its many ongoing use cases, including financial fraud, item recommendations, and workload prediction. We demonstrate its versatile design through two implementations; one for small-scale, low-latency use and one that can handle large-scale databases.

Jacob Chmura, Shenyang Huang, Tran Gia Bao Ngo et al.

Well-designed open-source software drives progress in Machine Learning (ML) research. While static graph ML enjoys mature frameworks like PyTorch Geometric and DGL, ML for temporal graphs (TG), networks that evolve over time, lacks comparable infrastructure. Existing TG libraries are often tailored to specific architectures, hindering support for diverse models in this rapidly evolving field. Additionally, the divide between continuous- and discrete-time dynamic graph methods (CTDG and DTDG) limits direct comparisons and idea transfer. To address these gaps, we introduce Temporal Graph Modelling (TGM), a research-oriented library for ML on temporal graphs, the first to unify CTDG and DTDG approaches. TGM offers first-class support for dynamic node features, time-granularity conversions, and native handling of link-, node-, and graph-level tasks. Empirically, TGM achieves an average 7.8x speedup across multiple models, datasets, and tasks compared to the widely used DyGLib, and an average 175x speedup on graph discretization relative to available implementations. Beyond efficiency, we show in our experiments how TGM unlocks entirely new research possibilities by enabling dynamic graph property prediction and time-driven training paradigms, opening the door to questions previously impractical to study. TGM is available at https://github.com/tgm-team/tgm

Matthias Fey, Jan E. Lenssen, Christopher Morris et al.

This work presents a two-stage neural architecture for learning and refining structural correspondences between graphs. First, we use localized node embeddings computed by a graph neural network to obtain an initial ranking of soft correspondences between nodes. Secondly, we employ synchronous message passing networks to iteratively re-rank the soft correspondences to reach a matching consensus in local neighborhoods between graphs. We show, theoretically and empirically, that our message passing scheme computes a well-founded measure of consensus for corresponding neighborhoods, which is then used to guide the iterative re-ranking process. Our purely local and sparsity-aware architecture scales well to large, real-world inputs while still being able to recover global correspondences consistently. We demonstrate the practical effectiveness of our method on real-world tasks from the fields of computer vision and entity alignment between knowledge graphs, on which we improve upon the current state-of-the-art. Our source code is available under https://github.com/rusty1s/ deep-graph-matching-consensus.

Matthias Fey, Weihua Hu, Kexin Huang et al.

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.

Jialin Chen, Jan Eric Lenssen, Aosong Feng et al.

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 information instead of individual channel identities, 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.

Weihua Hu, Yiwen Yuan, Zecheng Zhang et al. · stanford

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.

Matthias Fey, Jinu Sunil, Akihiro Nitta et al.

PyG (PyTorch Geometric) has evolved significantly since its initial release, establishing itself as a leading framework for Graph Neural Networks. In this paper, we present Pyg 2.0 (and its subsequent minor versions), a comprehensive update that introduces substantial improvements in scalability and real-world application capabilities. We detail the framework's enhanced architecture, including support for heterogeneous and temporal graphs, scalable feature/graph stores, and various optimizations, enabling researchers and practitioners to tackle large-scale graph learning problems efficiently. Over the recent years, PyG has been supporting graph learning in a large variety of application areas, which we will summarize, while providing a deep dive into the important areas of relational deep learning and large language modeling.

Yiwen Yuan, Zecheng Zhang, Xinwei He et al.

Recommendation systems predominantly utilize two-tower architectures, which evaluate user-item rankings through the inner product of their respective embeddings. However, one key limitation of two-tower models is that they learn a pair-agnostic representation of users and items. In contrast, pair-wise representations either scale poorly due to their quadratic complexity or are too restrictive on the candidate pairs to rank. To address these issues, we introduce Context-based Graph Neural Networks (ContextGNNs), a novel deep learning architecture for link prediction in recommendation systems. The method employs a pair-wise representation technique for familiar items situated within a user's local subgraph, while leveraging two-tower representations to facilitate the recommendation of exploratory items. A final network then predicts how to fuse both pair-wise and two-tower recommendations into a single ranking of items. We demonstrate that ContextGNN is able to adapt to different data characteristics and outperforms existing methods, both traditional and GNN-based, on a diverse set of practical recommendation tasks, improving performance by 20% on average.

Christopher Morris, Yaron Lipman, Haggai Maron et al.

In recent years, algorithms and neural architectures based on the Weisfeiler--Leman algorithm, a well-known heuristic for the graph isomorphism problem, have 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.

Matthias Fey, Jan E. Lenssen, Frank Weichert et al.

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.

Christopher Morris, Matthias Fey, Nils M. Kriege

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.

Weihua Hu, Matthias Fey, Hongyu Ren et al.

Enabling effective and efficient machine learning (ML) over large-scale graph data (e.g., graphs with billions of edges) can have a great impact on both industrial and scientific applications. However, existing efforts to advance large-scale graph ML have been largely limited by the lack of a suitable public benchmark. Here we present OGB Large-Scale Challenge (OGB-LSC), a collection of three real-world datasets for facilitating the advancements in large-scale graph ML. The OGB-LSC datasets are orders of magnitude larger than existing ones, covering three core graph learning tasks -- link prediction, graph regression, and node classification. Furthermore, we provide dedicated baseline experiments, scaling up expressive graph ML models to the massive datasets. We show that expressive models significantly outperform simple scalable baselines, indicating an opportunity for dedicated efforts to further improve graph ML at scale. Moreover, OGB-LSC datasets were deployed at ACM KDD Cup 2021 and attracted more than 500 team registrations globally, during which significant performance improvements were made by a variety of innovative techniques. We summarize the common techniques used by the winning solutions and highlight the current best practices in large-scale graph ML. Finally, we describe how we have updated the datasets after the KDD Cup to further facilitate research advances. The OGB-LSC datasets, baseline code, and all the information about the KDD Cup are available at https://ogb.stanford.edu/docs/lsc/ .

Matthias Fey, Jan-Gin Yuen, Frank Weichert

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.

Weihua Hu, Matthias Fey, Marinka Zitnik et al.

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, source code ASTs, and knowledge graphs. For each dataset, we provide a unified evaluation protocol using meaningful application-specific data splits and evaluation metrics. In addition to building the datasets, we also perform extensive benchmark experiments for each dataset. Our experiments suggest that OGB datasets present significant challenges of scalability to large-scale graphs and out-of-distribution generalization under realistic data splits, indicating fruitful opportunities for future research. Finally, OGB provides 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, evaluation scripts, baseline code, and leaderboards are publicly available at https://ogb.stanford.edu .

Marian Kleineberg, Matthias Fey, Frank Weichert

This work presents a generative adversarial architecture for generating three-dimensional shapes based on signed distance representations. While the deep generation of shapes has been mostly tackled by voxel and surface point cloud approaches, our generator learns to approximate the signed distance for any point in space given prior latent information. Although structurally similar to generative point cloud approaches, this formulation can be evaluated with arbitrary point density during inference, leading to fine-grained details in generated outputs. Furthermore, we study the effects of using either progressively growing voxel- or point-processing networks as discriminators, and propose a refinement scheme to strengthen the generator's capabilities in modeling the zero iso-surface decision boundary of shapes. We train our approach on the ShapeNet benchmark dataset and validate, both quantitatively and qualitatively, its performance in generating realistic 3D shapes.

Matthias Fey

We propose a dynamic neighborhood aggregation (DNA) procedure guided by (multi-head) attention for representation learning on graphs. In contrast to current graph neural networks which follow a simple neighborhood aggregation scheme, our DNA procedure allows for a selective and node-adaptive aggregation of neighboring embeddings of potentially differing locality. In order to avoid overfitting, we propose to control the channel-wise connections between input and output by making use of grouped linear projections. In a number of transductive node-classification experiments, we demonstrate the effectiveness of our approach.

Matthias Fey, Jan Eric Lenssen

We introduce PyTorch Geometric, a library for deep learning on irregularly structured input data such as graphs, point clouds and manifolds, built upon PyTorch. In addition to general graph data structures and processing methods, it contains a variety of recently published methods from the domains of relational learning and 3D data processing. PyTorch Geometric achieves high data throughput by leveraging sparse GPU acceleration, by providing dedicated CUDA kernels and by introducing efficient mini-batch handling for input examples of different size. In this work, we present the library in detail and perform a comprehensive comparative study of the implemented methods in homogeneous evaluation scenarios.

Christopher Morris, Martin Ritzert, Matthias Fey et al.

In recent years, graph neural networks (GNNs) have emerged as a powerful neural architecture to learn vector representations of nodes and graphs in a supervised, end-to-end fashion. Up to now, GNNs have only been evaluated empirically -- showing promising results. The following work investigates GNNs from a theoretical point of view and relates them to the $1$-dimensional Weisfeiler-Leman graph isomorphism heuristic ($1$-WL). We show that GNNs have the same expressiveness as the $1$-WL in terms of distinguishing non-isomorphic (sub-)graphs. Hence, both algorithms also have the same shortcomings. Based on this, we propose a generalization of GNNs, so-called $k$-dimensional GNNs ($k$-GNNs), which can take higher-order graph structures at multiple scales into account. These higher-order structures play an essential role in the characterization of social networks and molecule graphs. Our experimental evaluation confirms our theoretical findings as well as confirms that higher-order information is useful in the task of graph classification and regression.

Jan Eric Lenssen, Matthias Fey, Pascal Libuschewski

We present group equivariant capsule networks, a framework to introduce guaranteed equivariance and invariance properties to the capsule network idea. Our work can be divided into two contributions. First, we present a generic routing by agreement algorithm defined on elements of a group and prove that equivariance of output pose vectors, as well as invariance of output activations, hold under certain conditions. Second, we connect the resulting equivariant capsule networks with work from the field of group convolutional networks. Through this connection, we provide intuitions of how both methods relate and are able to combine the strengths of both approaches in one deep neural network architecture. The resulting framework allows sparse evaluation of the group convolution operator, provides control over specific equivariance and invariance properties, and can use routing by agreement instead of pooling operations. In addition, it is able to provide interpretable and equivariant representation vectors as output capsules, which disentangle evidence of object existence from its pose.

Nils M. Kriege, Matthias Fey, Denis Fisseler et al.

The cuneiform script constitutes one of the earliest systems of writing and is realized by wedge-shaped marks on clay tablets. A tremendous number of cuneiform tablets have already been discovered and are incrementally digitalized and made available to automated processing. As reading cuneiform script is still a manual task, we address the real-world application of recognizing cuneiform signs by two graph based methods with complementary runtime characteristics. We present a graph model for cuneiform signs together with a tailored distance measure based on the concept of the graph edit distance. We propose efficient heuristics for its computation and demonstrate its effectiveness in classification tasks experimentally. To this end, the distance measure is used to implement a nearest neighbor classifier leading to a high computational cost for the prediction phase with increasing training set size. In order to overcome this issue, we propose to use CNNs adapted to graphs as an alternative approach shifting the computational cost to the training phase. We demonstrate the practicability of both approaches in an extensive experimental comparison regarding runtime and prediction accuracy. Although currently available annotated real-world data is still limited, we obtain a high accuracy using CNNs, in particular, when the training set is enriched by augmented examples.

Matthias Fey, Jan Eric Lenssen, Frank Weichert et al.

We present Spline-based Convolutional Neural Networks (SplineCNNs), a variant of deep neural networks for irregular structured and geometric input, e.g., graphs or meshes. Our main contribution is a novel convolution operator based on B-splines, that makes the computation time independent from the kernel size due to the local support property of the B-spline basis functions. As a result, we obtain a generalization of the traditional CNN convolution operator by using continuous kernel functions parametrized by a fixed number of trainable weights. In contrast to related approaches that filter in the spectral domain, the proposed method aggregates features purely in the spatial domain. In addition, SplineCNN allows entire end-to-end training of deep architectures, using only the geometric structure as input, instead of handcrafted feature descriptors. For validation, we apply our method on tasks from the fields of image graph classification, shape correspondence and graph node classification, and show that it outperforms or pars state-of-the-art approaches while being significantly faster and having favorable properties like domain-independence.