Link Prediction Based On Graph Neural Networks
Link Prediction Based On Graph Neural Networks
Abstract
1 Introduction
Link prediction is to predict whether two nodes in a network are likely to have a link [1]. Given the
ubiquitous existence of networks, it has many applications such as friend recommendation [2], movie
recommendation [3], knowledge graph completion [4], and metabolic network reconstruction [5].
One class of simple yet effective approaches for link prediction is called heuristic methods. Heuristic
methods compute some heuristic node similarity scores as the likelihood of links [1, 6]. Existing
heuristics can be categorized based on the maximum hop of neighbors needed to calculate the
score. For example, common neighbors (CN) and preferential attachment (PA) [7] are first-order
heuristics, since they only involve the one-hop neighbors of two target nodes. Adamic-Adar (AA) and
resource allocation (RA) [8] are second-order heuristics, as they are calculated from up to two-hop
neighborhood of the target nodes. We define h-order heuristics to be those heuristics which require
knowing up to h-hop neighborhood of the target nodes. There are also some high-order heuristics
which require knowing the entire network. Examples include Katz, rooted PageRank (PR) [9], and
SimRank (SR) [10]. Table 3 in Appendix A summarizes eight popular heuristics.
Although working well in practice, heuristic methods have strong assumptions on when links may
exist. For example, the common neighbor heuristic assumes that two nodes are more likely to connect
if they have many common neighbors. This assumption may be correct in social networks, but is
shown to fail in protein-protein interaction (PPI) networks – two proteins sharing many common
neighbors are actually less likely to interact [11].
32nd Conference on Neural Information Processing Systems (NIPS 2018), Montréal, Canada.
Graph neural network
common neighbors = 3
Jaccard = 0.6 1 (link)
B ? A preferential attachment = 16
Katz ≈ 0.03
B A ……
Extract enclosing
Learn graph structure features Predict links
subgraphs
common neighbors = 0
D
D Jaccard = 0
C ? C
preferential attachment = 8
Katz ≈ 0.001 0 (non-link)
……
Figure 1: The SEAL framework. For each target link, SEAL extracts a local enclosing subgraph around it, and
uses a GNN to learn general graph structure features for link prediction. Note that the heuristics listed inside the
box are just for illustration – the learned features may be completely different from existing heuristics.
In fact, the heuristics belong to a more generic class, namely graph structure features. Graph structure
features are those features located inside the observed node and edge structures of the network, which
can be calculated directly from the graph. Since heuristics can be viewed as predefined graph structure
features, a natural idea is to automatically learn such features from the network. Zhang and Chen
[12] first studied this problem. They extract local enclosing subgraphs around links as the training
data, and use a fully-connected neural network to learn which enclosing subgraphs correspond to
link existence. Their method called Weisfeiler-Lehman Neural Machine (WLNM) has achieved
state-of-the-art link prediction performance. The enclosing subgraph for a node pair (x, y) is the
subgraph induced from the network by the union of x and y’s neighbors up to h hops. Figure 1
illustrates the 1-hop enclosing subgraphs for (A, B) and (C, D). These enclosing subgraphs are very
informative for link prediction – all first-order heuristics such as common neighbors can be directly
calculated from the 1-hop enclosing subgraphs.
However, it is shown that high-order heuristics such as rooted PageRank and Katz often have much
better performance than first and second-order ones [6]. To effectively learn good high-order features,
it seems that we need a very large hop number h so that the enclosing subgraph becomes the entire
network. This results in unaffordable time and memory consumption for most practical networks.
But do we really need such a large h to learn high-order heuristics?
Fortunately, as our first contribution, we show that we do not necessarily need a very large h to
learn high-order graph structure features. We dive into the inherent mechanisms of link prediction
heuristics, and find that most high-order heuristics can be unified by a γ-decaying theory. We prove
that, under mild conditions, any γ-decaying heuristic can be effectively approximated from an h-hop
enclosing subgraph, where the approximation error decreases at least exponentially with h. This
means that we can safely use even a small h to learn good high-order features. It also implies that the
“effective order” of these high-order heuristics is not that high.
Based on our theoretical results, we propose a novel link prediction framework, SEAL, to learn general
graph structure features from local enclosing subgraphs. SEAL fixes multiple drawbacks of WLNM.
First, a graph neural network (GNN) [13, 14, 15, 16, 17] is used to replace the fully-connected neural
network in WLNM, which enables better graph feature learning ability. Second, SEAL permits
learning from not only subgraph structures, but also latent and explicit node features, thus absorbing
multiple types of information. We empirically verified its much improved performance.
Our contributions are summarized as follows. 1) We present a new theory for learning link prediction
heuristics, justifying learning from local subgraphs instead of entire networks. 2) We propose SEAL,
a novel link prediction framework based on GNN (illustrated in Figure 1). SEAL outperforms all
heuristic methods, latent feature methods, and recent network embedding methods by large margins.
SEAL also outperforms the previous state-of-the-art method, WLNM.
2 Preliminaries
Notations Let G = (V, E) be an undirected graph, where V is the set of vertices and E ⊆ V × V
is the set of observed links. Its adjacency matrix is A, where Ai,j = 1 if (i, j) ∈ E and Ai,j = 0
2
otherwise. For any nodes x, y ∈ V , let Γ(x) be the 1-hop neighbors of x, and d(x, y) be the shortest
path distance between x and y. A walk w = hv0 , · · · , vk i is a sequence of nodes with (vi , vi+1 ) ∈ E.
We use |hv0 , · · · , vk i| to denote the length of the walk w, which is k here.
Latent features and explicit features Besides graph structure features, latent features and explicit
features are also studied for link prediction. Latent feature methods [3, 18, 19, 20] factorize some
matrix representations of the network to learn a low-dimensional latent representation/embedding for
each node. Examples include matrix factorization [3] and stochastic block model [18] etc. Recently,
a number of network embedding techniques have been proposed, such as DeepWalk [19], LINE
[21] and node2vec [20], which are also latent feature methods since they implicitly factorize some
matrices too [22]. Explicit features are often available in the form of node attributes, describing all
kinds of side information about individual nodes. It is shown that combining graph structure features
with latent features and explicit features can improve the performance [23, 24].
Graph neural networks Graph neural network (GNN) is a new type of neural network for learning
over graphs [13, 14, 15, 16, 25, 26]). Here, we only briefly introduce the components of a GNN since
this paper is not about GNN innovations but is a novel application of GNN. A GNN usually consists
of 1) graph convolution layers which extract local substructure features for individual nodes, and 2) a
graph aggregation layer which aggregates node-level features into a graph-level feature vector. Many
graph convolution layers can be unified into a message passing framework [27].
Supervised heuristic learning There are some previous attempts to learn supervised heuristics
for link prediction. The closest work to ours is the Weisfeiler-Lehman Neural Machine (WLNM)
[12], which also learns from local subgraphs. However, WLNM has several drawbacks. Firstly,
WLNM trains a fully-connected neural network on the subgraphs’ adjacency matrices. Since fully-
connected neural networks only accept fixed-size tensors as input, WLNM requires truncating
different subgraphs to the same size, which may lose much structural information. Secondly, due
to the limitation of adjacency matrix representations, WLNM cannot learn from latent or explicit
features. Thirdly, theoretical justifications are also missing. We include more discussion on WLNM
in Appendix D. Another related line of research is to train a supervised learning model on different
heuristics’ combination. For example, the path ranking algorithm [28] trains logistic regression on
different path types’ probabilities to predict relations in knowledge graphs. Nickel et al. [23] propose
to incorporate heuristic features into tensor factorization models. However, these models still rely on
predefined heuristics – they cannot learn general graph structure features.
3
where γ is a decaying factor between 0 and 1, η is a positive constant or a positive function of γ that
is upper bounded by a constant, f is a nonnegative function of x, y, l under the the given network.
Next, we will show that under certain conditions, a γ-decaying heuristic can be approximated from
an h-hop enclosing subgraph, and the approximation error decreases at least exponentially with h.
P∞
Theorem 2. Given a γ-decaying heuristic H(x, y) = η l=1 γ l f (x, y, l), if f (x, y, l) satisfies:
• (property 1) f (x, y, l) ≤ λl where λ < γ1 ; and
• (property 2) f (x, y, l) is calculable from Ghx,y for l = 1, 2, · · · , g(h), where g(h) = ah+b with
a, b ∈ N and a > 0,
then H(x, y) can be approximated from Ghx,y and the approximation error decreases at least expo-
nentially with h.
Proof. We can approximate such a γ-decaying heuristic by summing over its first g(h) terms.
g(h)
X
H(x,
e y) := η γ l f (x, y, l). (2)
l=1
The approximation error can be bounded as follows.
X∞ ∞
X
|H(x, y) − H(x,
e y)| = η γ l f (x, y, l) ≤ η γ l λl = η(γλ)ah+b+1 (1 − γλ)−1 .
l=g(h)+1 l=ah+b+1
In practice, a small γλ and a large a lead to a faster decreasing speed. Next we will prove that three
popular high-order heuristics: Katz, rooted PageRank and SimRank, are all γ-decaying heuristics
which satisfy the properties in Theorem 2. First, we need the following lemma.
Lemma 1. Any walk between x and y with length l ≤ 2h + 1 is included in Ghx,y .
Proof. Given any walk w = hx, v1 , · · · , vl−1 , yi with length l, we will show that every node vi
is included in Ghx,y . Consider any vi . Assume d(vi , x) ≥ h + 1 and d(vi , y) ≥ h + 1. Then,
2h + 1 ≥ l = |hx, v1 , · · · , vi i| + |hvi , · · · , vl−1 , yi| ≥ d(vi , x) + d(vi , y) ≥ 2h + 2, a contradiction.
Thus, d(vi , x) ≤ h or d(vi , y) ≤ h. By the definition of Ghx,y , vi must be included in Ghx,y .
Next we will analyze Katz, rooted PageRank and SimRank one by one.
3.1 Katz index
The Katz index [29] for (x, y) is defined as
X ∞ ∞
X
Katzx,y = β l |walkshli (x, y)| = β l [Al ]x,y , (3)
l=1 l=1
where walkshli (x, y) is the set of length-l walks between x and y, and Al is the lth power of the
adjacency matrix of the network. Katz index sums over the collection of all walks between x and y
where a walk of length l is damped by β l (0 < β < 1), giving more weight to shorter walks.
Katz index is directly defined in the form of a γ-decaying heuristic with η = 1, γ = β, and
f (x, y, l) = |walkshli (x, y)|. According to Lemma 1, |walkshli (x, y)| is calculable from Ghx,y for
l ≤ 2h + 1, thus property 2 in Theorem 2 is satisfied. Now we show when property 1 is satisfied.
Proposition 1. For any nodes i, j, [Al ]i,j is bounded by dl , where d is the maximum node degree of
the network.
Proof. We prove it by induction. When l = 1, Ai,j ≤ d for any (i, j). Thus the base case is correct.
Now, assume by induction that [Al ]i,j ≤ dl for any (i, j), we have
|V | |V |
X X
[Al+1 ]i,j = [Al ]i,k Ak,j ≤ dl Ak,j ≤ dl d = dl+1 .
k=1 k=1
Taking λ = d, we can see that whenever d < 1/β, the Katz index will satisfy property 1 in Theorem
2. In practice, the damping factor β is often set to very small values like 5E-4 [1], which implies that
Katz can be very well approximated from the h-hop enclosing subgraph.
4
3.2 PageRank
The rooted PageRank for node x calculates the stationary distribution of a random walker starting at
x, who iteratively moves to a random neighbor of its current position with probability α or returns
to x with probability 1 − α. Let πx denote the stationary distribution vector. Let [πx ]i denote the
probability that the random walker is at node i under the stationary distribution.
Let P be the transition matrix with Pi,j = |Γ(v1 j )| if (i, j) ∈ E and Pi,j = 0 otherwise. Let ex be a
vector with the xth element being 1 and others being 0. The stationary distribution satisfies
πx = αP πx + (1 − α)ex . (4)
When used for link prediction, the score for (x, y) is given by [πx ]y (or [πx ]y + [πy ]x for symmetry).
To show that rooted PageRank is a γ-decaying heuristic, we introduce the inverse P-distance theory
[30], which states that [πx ]y can be equivalently written as follows:
X
[πx ]y = (1 − α) P [w]αlen(w) , (5)
w:x y
where the summation is taken over all walks w starting at x and ending at y (possibly touching x
and y multiple times). For a walk w = hv0 , v1 , · · · , vk i, len(w) := |hv0 , v1 , · · · , vk i| is the length
Qk−1
of the walk. The term P [w] is defined as i=0 |Γ(v1 i )| , which can be interpreted as the probability of
traveling w. Now we have the following theorem.
Theorem 3. The rooted PageRank heuristic is a γ-decaying heuristic which satisfies the properties
in Theorem 2.
Proof. We first write [πx ]y in the following form.
∞
X X
[πx ]y = (1 − α) P [w]αl . (6)
l=1 w:x y
len(w)=l
P
Defining f (x, y, l) := w:x y P [w] leads to the form of a γ-decaying heuristic. Note that f (x, y, l)
len(w)=l
Pthe probability that a random walker starting1 at x stops at y with exactly l steps, which satisfies
is
z∈V f (x, z, l) = 1. Thus, f (x, y, l) ≤ 1 < α (property 1). According to Lemma 1, f (x, y, l) is
also calculable from Ghx,y for l ≤ 2h + 1 (property 2).
3.3 SimRank
The SimRank score [10] is motivated by the intuition that two nodes are similar if their neighbors are
also similar. It is defined in the following recursive way: if x = y, then s(x, y) := 1; otherwise,
P P
a∈Γ(x) b∈Γ(y) s(a, b)
s(x, y) := γ (7)
|Γ(x)| · |Γ(y)|
where γ is a constant between 0 and 1. According to [10], SimRank has an equivalent definition:
X
s(x, y) = P [w]γ len(w) , (8)
w:(x,y)((z,z)
where w : (x, y) ( (z, z) denotes all simultaneous walks such that one walk starts at x, the other walk
starts at y, and they first meet at any vertex z. For a simultaneous walk w = h(v0 , u0 ), · · · , (vk , uk )i,
Qk−1 1
len(w) = k is the length of the walk. The term P [w] is similarly defined as i=0 |Γ(vi )||Γ(u i )|
,
describing the probability of this walk. Now we have the following theorem.
Theorem 4. SimRank is a γ-decaying heuristic which satisfies the properties in Theorem 2.
Proof. We write s(x, y) as follows.
∞
X X
s(x, y) = P [w]γ l , (9)
l=1 w:(x,y)((z,z)
len(w)=l
P
Defining f (x, y, l) := w:(x,y)((z,z) P [w] reveals that SimRank is a γ-decaying heuristic. Note
len(w)=l
that f (x, y, l) ≤ 1 < γ1 . It is easy to see that f (x, y, l) is also calculable from Ghx,y for l ≤ h.
5
Discussion There exist several other high-order heuristics based on path counting or random walk
[6] which can be as well incorporated into the γ-decaying heuristic framework. We omit the analysis
here. Our results reveal that most high-order heuristics inherently share the same γ-decaying heuristic
form, and thus can be effectively approximated from an h-hop enclosing subgraph with exponentially
smaller approximation error. We believe the ubiquity of γ-decaying heuristics is not by accident –
it implies that a successful link prediction heuristic is better to put exponentially smaller weight on
structures far away from the target, as remote parts of the network intuitively make little contribution
to link existence. Our results build the foundation for learning heuristics from local subgraphs, as they
imply that local enclosing subgraphs already contain enough information to learn good graph
structure features for link prediction which is much desired considering learning from the entire
network is often infeasible. To summarize, from the small enclosing subgraphs extracted around
links, we are able to accurately calculate first and second-order heuristics, and approximate a wide
range of high-order heuristics with small errors. Therefore, given adequate feature learning ability of
the model used, learning from such enclosing subgraphs is expected to achieve performance at least
as good as a wide range of heuristics. There is some related work which empirically verifies that local
methods can often estimate PageRank and SimRank well [31, 32]. Another related theoretical work
[33] establishes a condition of h to achieve some fixed approximation error for ordinary PageRank.
In this section, we describe our SEAL framework for link prediction. SEAL does not restrict the
learned features to be in some particular forms such as γ-decaying heuristics, but instead learns
general graph structure features for link prediction. It contains three steps: 1) enclosing subgraph
extraction, 2) node information matrix construction, and 3) GNN learning. Given a network, we aim
to learn automatically a “heuristic” that best explains the link formations. Motivated by the theoretical
results, this function takes local enclosing subgraphs around links as input, and output how likely
the links exist. To learn such a function, we train a graph neural network (GNN) over the enclosing
subgraphs. Thus, the first step in SEAL is to extract enclosing subgraphs for a set of sampled positive
links (observed) and a set of sampled negative links (unobserved) to construct the training data.
A GNN typically takes (A, X) as input, where A (with slight abuse of notation) is the adjacency matrix
of the input enclosing subgraph, X is the node information matrix each row of which corresponds
to a node’s feature vector. The second step in SEAL is to construct the node information matrix
X for each enclosing subgraph. This step is crucial for training a successful GNN link prediction
model. In the following, we discuss this key step. The node information matrix X in SEAL has three
components: structural node labels, node embeddings and node attributes.
The first component in X is each node’s structural label. A node labeling is function fl : V → N
which assigns an integer label fl (i) to every node i in the enclosing subgraph. The purpose is to use
different labels to mark nodes’ different roles in an enclosing subgraph: 1) The center nodes x and
y are the target nodes between which the link is located. 2) Nodes with different relative positions to
the center have different structural importance to the link. A proper node labeling should mark such
differences. If we do not mark such differences, GNNs will not be able to tell where are the target
nodes between which a link existence should be predicted, and lose structural information.
Our node labeling method is derived from the following criteria: 1) The two target nodes x and y
always have the distinctive label “1”. 2) Nodes i and j have the same label if d(i, x) = d(j, x) and
d(i, y) = d(j, y). The second criterion is because, intuitively, a node i’s topological position within
an enclosing subgraph can be described by its radius with respect to the two center nodes, namely
(d(i, x), d(i, y)). Thus, we let nodes on the same orbit have the same label, so that the node labels
can reflect nodes’ relative positions and structural importance within subgraphs.
Based on the above criteria, we propose a Double-Radius Node Labeling (DRNL) as follows. First,
assign label 1 to x and y. Then, for any node i with (d(i, x), d(i, y)) = (1, 1), assign label fl (i) = 2.
Nodes with radius (1, 2) or (2, 1) get label 3. Nodes with radius (1, 3) or (3, 1) get 4. Nodes with
(2, 2) get 5. Nodes with (1, 4) or (4, 1) get 6. Nodes with (2, 3) or (3, 2) get 7. So on and so forth. In
other words, we iteratively assign larger labels to nodes with a larger radius w.r.t. both center nodes,
where the label fl (i) and the double-radius (d(i, x), d(i, y)) satisfy
6
1) if d(i, x) + d(i, y) 6= d(j, x) + d(j, y), then d(i, x) + d(i, y) < d(j, x) + d(j, y) ⇔ fl (i) < fl (j);
2) if d(i, x) + d(i, y) = d(j, x) + d(j, y), then d(i, x)d(i, y) < d(j, x)d(j, y) ⇔ fl (i) < fl (j).
One advantage of DRNL is that it has a perfect hashing function
fl (i) = 1 + min(dx , dy ) + (d/2)[(d/2) + (d%2) − 1], (10)
where dx := d(i, x), dy := d(i, y), d := dx + dy , (d/2) and (d%2) are the integer quotient and
remainder of d divided by 2, respectively. This perfect hashing allows fast closed-form computations.
For nodes with d(i, x) = ∞ or d(i, y) = ∞, we give them a null label 0. Note that DRNL is not
the only possible way of node labeling, but we empirically verified its better performance than no
labeling and other naive labelings. We discuss more about node labeling in Appendix B. After getting
the labels, we use their one-hot encoding vectors to construct X.
5 Experimental results
We conduct extensive experiments to evaluate SEAL. Our results show that SEAL is a superb and
robust framework for link prediction, achieving unprecedentedly strong performance on various
networks. We use AUC and average precision (AP) as evaluation metrics. We run all experiments for
10 times and report the average AUC results and standard deviations. We leave the the AP and time
results in Appendix F. SEAL is flexible with what GNN or node embeddings to use. Thus, we choose
a recent architecture DGCNN [17] as the default GNN, and node2vec [20] as the default embeddings.
The code and data are available at https://github.com/muhanzhang/SEAL.
Datasets The eight datasets used are: USAir, NS, PB, Yeast, C.ele, Power, Router, and E.coli (please
see Appendix C for details). We randomly remove 10% existing links from each dataset as positive
testing data. Following a standard manner of learning-based link prediction, we randomly sample
the same number of nonexistent links (unconnected node pairs) as negative testing data. We use the
remaining 90% existing links as well as the same number of additionally sampled nonexistent links
to construct the training data.
Comparison to heuristic methods We first compare SEAL with methods that only use graph
structure features. We include eight popular heuristics (shown in Appendix A, Table 3): common
neighbors (CN), Jaccard, preferential attachment (PA), Adamic-Adar (AA), resource allocation (RA),
Katz, PageRank (PR), and SimRank (SR). We additionally include Ensemble (ENS) which trains
a logistic regression classifier on the eight heuristic scores. We also include two heuristic learning
methods: Weisfeiler-Lehman graph kernel (WLK) [34] and WLNM [12], which also learn from
(truncated) enclosing subgraphs. We omit path ranking methods [28] as well as other recent methods
which are specifically designed for knowledge graphs or recommender systems [23, 35]. As all the
baselines only use graph structure features, we restrict SEAL to not include any latent or explicit
features. In SEAL, the hop number h is an important hyperparameter. Here, we select h only from
{1, 2}, since on one hand we empirically verified that the performance typically does not increase
7
after h ≥ 3, which validates our theoretical results that the most useful information is within local
structures. On the other hand, even h = 3 sometimes results in very large subgraphs if a hub node
is included. This raises the idea of sampling nodes in subgraphs, which we leave to future work.
The selection principle is very simple: If the second-order heuristic AA outperforms the first-order
heuristic CN on 10% validation data, then we choose h = 2; otherwise we choose h = 1. For datasets
PB and E.coli, we consistently use h = 1 to fit into the memory. We include more details about the
baselines and hyperparameters in Appendix D.
Table 1 shows the results. Firstly, we observe that methods which learn from enclosing subgraphs
(WLK, WLNM and SEAL) generally perform much better than predefined heuristics. This indicates
that the learned “heuristics” are better at capturing the network properties than manually designed
ones. Among learning-based methods, SEAL has the best performance, demonstrating GNN’s
superior graph feature learning ability over graph kernels and fully-connected neural networks. From
the results on Power and Router, we can see that although existing heuristics perform similarly to
random guess, learning-based methods still maintain high performance. This suggests that we can
even discover new “heuristics” for networks where no existing heuristics work.
Comparison to latent feature
Table 2: Comparison with latent feature methods (AUC). methods Next we compare SEAL
with six state-of-the-art latent feature
Data MF SBM N2V LINE SPC VGAE SEAL
USAir 94.08±0.80 94.85±1.14 91.44±1.78 81.47±10.71 74.22±3.11 89.28±1.99 97.09±0.70
methods: matrix factorization (MF),
NS
PB
74.55±4.34 92.30±2.26 91.52±1.28 80.63±1.90 89.94±2.39 94.04±1.64 97.71±0.93
94.30±0.53 93.90±0.42 85.79±0.78 76.95±2.76 83.96±0.86 90.70±0.53 95.01±0.34
stochastic block model (SBM)
Yeast
C.ele
90.28±0.69 91.41±0.60 93.67±0.46 87.45±3.33 93.25±0.40 93.88±0.21 97.20±0.64
85.90±1.74 86.48±2.60 84.11±1.27 69.21±3.14 51.90±2.57 81.80±2.18 89.54±2.04
[18], node2vec (N2V) [20], LINE
Power 50.63±1.10 66.57±2.05 76.22±0.92 55.63±1.47 91.78±0.61 71.20±1.65 84.18±1.82 [21], spectral clustering (SPC),
Router 78.03±1.63 85.65±1.93 65.46±0.86 67.15±2.10 68.79±2.42 61.51±1.22 95.68±1.22
E.coli 93.76±0.56 93.82±0.41 90.82±1.49 82.38±2.19 94.92±0.32 90.81±0.63 97.22±0.28 and variational graph auto-encoder
(VGAE) [36]. Among them, VGAE
uses a GNN too. Please note the difference between VGAE and SEAL: VGAE uses a node-level
GNN to learn node embeddings that best reconstruct the network, while SEAL uses a graph-level
GNN to classify enclosing subgraphs. Therefore, VGAE still belongs to latent feature methods. For
SEAL, we additionally include the 128-dimensional node2vec embeddings in the node information
matrix X. Since the datasets do not have node attributes, explicit features are not included.
Table 2 shows the results. As we can see, SEAL shows significant improvement over latent feature
methods. One reason is that SEAL learns from both graph structures and latent features simulta-
neously, thus augmenting those methods that only use latent features. We observe that SEAL with
node2vec embeddings outperforms pure node2vec by large margins. This implies that network
embeddings alone may not be able to capture the most useful link prediction information located
in the local structures. It is also interesting that compared to SEAL without node2vec embeddings
(Table 1), joint learning does not always improve the performance. More experiments and discussion
are included in Appendix F.
6 Conclusions
Learning link prediction heuristics automatically is a new field. In this paper, we presented theoretical
justifications for learning from local enclosing subgraphs. In particular, we proposed a γ-decaying
theory to unify a wide range of high-order heuristics and prove their approximability from local
subgraphs. Motivated by the theory, we proposed a novel link prediction framework, SEAL, to
simultaneously learn from local enclosing subgraphs, embeddings and attributes based on graph
neural networks. Experimentally we showed that SEAL achieved unprecedentedly strong performance
by comparing to various heuristics, latent feature methods, and network embedding algorithms. We
hope SEAL can not only inspire link prediction research, but also open up new directions for other
relational machine learning problems such as knowledge graph completion and recommender systems.
8
Acknowledgments
The work is supported in part by the III-1526012 and SCH-1622678 grants from the National Science
Foundation and grant 1R21HS024581 from the National Institute of Health.
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11
Appendices
In this section, we discuss more about the difference among the three types commonly used features
for link prediction: graph structure features, latent features, and explicit features.
Graph structure features locate inside the observed node and edge structures of the network, which
can be directly observed and computed. Link prediction heuristics belong to graph structure features.
We show eight popular heuristics in Table 3. In addition to link prediction heuristics, node centrality
scores (degree, closeness, betweenness, PageRank, eigenvector, hubs etc.), graphlets, network motifs
etc. all belong to graph structure features. Although effective in many domains, these predefined
graph structure features are handcrafted – they only capture a small set of structure patterns, lacking
the ability to express general structure patterns underlying different networks. Considering deep
neural networks’ success in feature learning, a natural question to ask is whether we can automatically
learn such features, no longer relying on predefined ones.
Graph structure features are inductive, meaning that these features are not associated with a particular
node or network. For example, the common neighbor heuristic between any pair of nodes x and y
is consistently calculated by counting the number of their common one-hop neighbors, invariant to
where x and y are located. Thus, graph structure features are transferrable to new nodes and new
networks. This is in contrast to latent features, which are often transductive – the changing of network
structure will require a complete retraining to get the latent features again.
Table 3: Popular heuristics for link prediction, see [1] for details.
Name Formula Order
Notes: Γ(x) denotes the neighbor set of vertex x. β < 1 is a damping factor. |walkshli (x, y)| counts the
number of length-l walks between x and y. [πx ]y is the stationary distribution probability of y under the random
walk from x with restart, see [9]. SimRank score is a recursive definition. We exclude those heuristics which are
simple variants of the above or are proven to be meaningless for large graphs (e.g., commute time [37]).
Latent features are latent properties or representations of nodes, often obtained by factorizing
a specific matrix derived from a network, such as the adjacency matrix or the Laplacian matrix.
Through factorization, a low-dimensional embedding is learned for each node. Latent features focus
more on global properties and long range effects, because the network’s matrix is treated as a whole
during factorization. Latent features cannot capture structural similarities between nodes [38], and
usually need an extremely large dimension to express some simple heuristics [23]. Latent features
are also transductive. They cannot be transferred to new nodes or new networks. They are also less
interpretable than graph structure features.
Network embedding methods [19, 21, 20, 39, 40, 41] have gained great popularity recently. They
learn low-dimensional representations for nodes too. Recently, it is shown that network em-
bedding methods (including DeepWalk [19], LINE [21], and node2vec [20]) implicitly factorize
some matrix representation of a network [22]. For example, DeepWalk approximately factorizes
PT
log(vol(G)( T1 r=1 (D−1 A)r )D−1 ) − log(b), where A is the adjacency matrix of the network G,
D is the diagonal degree matrix, T is skip-gram’s window size, and b is the number of negative
12
1 2 3 4 5 … 7
1 2 3 4 6 8 11 7 2 2
6
2 5 7 9 12 15
3 10 13 16 20 4 Distance to 𝑥 6 1 ? 1
4 17 21 25
5 Distance to 𝑦 2 7
5 26 ...
… ... 21 Node label 5 5
samples. For LINE and node2vec, there also exist such matrices. Since network embedding methods
also factorize matrix representations of networks, we may regard them as learning more expressive
latent features through factorizing some more informative matrices.
Explicit features are often given by continuous or discrete node attribute vectors. In principle, any
side information about the network other than its structure can be seen as explicit features. For
example, in citation networks, word distributions are explicit features of document nodes. In social
networks, a user’s profile information is also explicit feature (however, their friendship information
belongs to graph structure features).
These three types of features are largely orthogonal to each other. Many papers have considered using
them together for link prediction [42, 43, 23, 24] to improve the performance of single-feature-based
methods.
13
input to machine learning models. To rank nodes with least ties, the node labels should be as fine as
possible in WLNM. In comparison, the node labels in SEAL need not be very fine, as their purpose is
for indicating nodes’ different roles within the enclosing subgraph, not for ranking nodes. In addition,
node labels in SEAL are encoded into node information matrices and input to machine learning
models.
C Dataset details
USAir [44] is a network of US Air lines with 332 nodes and 2,126 edges. The average node degree is
12.81. NS [45] is a collaboration network of researchers in network science with 1,589 nodes and
2,742 edges. The average node degree is 3.45. PB [46] is a network of US political blogs with 1,222
nodes and 16,714 edges. The average node degree is 27.36. Yeast [47] is a protein-protein interaction
network in yeast with 2,375 nodes and 11,693 edges. The average node degree is 9.85. C.ele [48] is a
neural network of C. elegans with 297 nodes and 2,148 edges. The average node degree is 14.46.
Power [48] is an electrical grid of western US with 4,941 nodes and 6,594 edges. The average node
degree is 2.67. Router [49] is a router-level Internet with 5,022 nodes and 6,258 edges. The average
node degree is 2.49. E.coli [50] is a pairwise reaction network of metabolites in E. coli with 1,805
nodes and 14,660 edges. The average node degree is 12.55.
Hyperparameters of heuristic and latent feature methods Most hyperparameters are inherited
from the original paper of each method. For Katz, we set the damping factor β to 0.001. For
PageRank, we set the damping factor α to 0.85. For SimRank, we set γ to 0.8. For stochastic
block model (SBM), we use the implementation of [51] using a latent group number 12. For matrix
factorization (MF), we use the libFM [52] software with the default parameters. For node2vec,
LINE, and spectral clustering, we first generate 128-dimensional embeddings from the observed
networks with default parameters of each software. Then, we use the Hadamard product of two nodes’
embeddings as a link’s embedding as suggested in [20], and train a logistic regression model with
Liblinear [53] using automatic hyperparameter selection. For VGAE, we use its default setting.
WLNM Weisfeiler-Lehman Neural Machine (WLNM) [12] is a recent link prediction method that
learns general graph structure features. It achieves state-of-the-art performance on various networks,
outperforming all handcrafted heuristics. WLNM has three steps: enclosing subgraph extraction,
subgraph pattern encoding, and neural network training. In the enclosing subgraph extraction step: for
each node pair (x, y), WLNM iteratively extracts x and y’s one-hop neighbors, two-hop neighbors,
and so on, until the enclosing subgraph has more than K vertices, where K is a user-defined integer.
In the subgraph pattern encoding step, WLNM uses the Weisfeiler-Lehman algorithm to define
an order for nodes within each enclosing subgraph, so that the neural network can read different
subgraphs’ nodes in a consistent order and learn meaningful patterns. To unify the sizes of the
enclosing subgraphs, after getting the vertex order, the last few vertices are deleted so that all the
truncated enclosing subgraphs have the same size K. These truncated enclosing subgraphs are
reordered and their fixed-size adjacency matrices are fed into the fully-connected neural network to
train a link prediction model. Due to the truncation, WLNM cannot consistently learn from each
link’s full h-hop neighborhood. The loss of structural information limits WLNM’s performance and
restrict it from learning complete h-order graph structure features. Following [12], we use K = 10
(the best performing K) in our experiments.
WLK Weisfeiler-Lehman graph kernel (WLK) [34] is a state-of-the-art graph kernel. Graph kernels
make kernel machines feasible for graph classification by defining some positive semidefinite graph
similarity scores. Most graph kernels measure graph similarity by decomposing graphs into small
14
Input graph Graph convolution layers SortPooling 1-D convolution Dense layers
Pooling
C
A A A C C C C
Concatenate C
B C D B C D B C D E E E E
A E
D D D E
B C D
Sort D
E F E F B B B D
A E F D
A A A
B C D B
B
E F F F F B
A
A
E F A
substructures and adding up the pair-wise similarities between these components. Common types of
substructures include walks [54, 55], subgraphs [56, 57], paths [58], and subtrees [34, 59]. WLK is
based on counting common rooted subtrees between two graphs. In our experiments, we train a SVM
on the WL kernel matrix. We feed the same enclosing subgraphs as in SEAL to WLK. We search the
subtree depth from {0, 1, 2, 3, 4, 5} on 10% validation links. WLK does not support continuous node
information, but supports integer node labels. Thus, we feed the same structural node labels from
(10) to WLK too.
We compare the characteristics of different link prediction methods in Table 4.
In the experiments, we use Deep Graph Convolutional Neural Network (DGCNN) [17] as the
default GNN engine of SEAL. DGCNN is a recent GNN architecture for graph classification. It has
consistently good performance on various benchmark datasets with a single network architecture
(avoid hyperparameter tweaking). DGCNN is equipped with propagation-based graph convolution
layers and a novel graph aggregation layer, called SortPooling. We illustrate the overall architecture
of DGCNN in Figure 3. Given the adjacency matrix A ∈ {1, 0}n×n and the node information matrix
X ∈ Rn×c of an enclosing subgraph, DGCNN uses the following graph convolution layer:
Z = f (D̃−1 ÃXW ), (11)
0
where à = A + I, D̃ is a diagonal degree matrix with D̃i,i = j Ãi,j , W ∈ Rc×c is a matrix
P
of trainable graph convolution parameters, f is an element-wise nonlinear activation function, and
0
Z ∈ Rn×c are the new node states. The mechanism behind (11) is that the initial node states X are
first applied a linear transformation by multiplying W , and then propagated to neighboring nodes
through the propagation matrix D̃−1 Ã. After graph convolution, the ith row of Z becomes:
1 X
Zi = f [Xi W + Xj W ] , (12)
|Γ(i)| + 1
j∈Γ(i)
which summarizes the node information as well as the first-order structure pattern from i’s neighbors.
DGCNN stacks multiple graph convolution layers (11) and concatenates each layer’s node states as
the final node states, in order to extract multi-hop node features.
A graph aggregation layer constructs a graph-level feature vector from individual nodes’ final states,
which is used for graph classification. The most widely used aggregation operation is summing, i.e.,
nodes’ final states after graph convolutions are summed up as the graph’s representation. However, the
averaging effect of summing might lose much individual nodes’ information as well as the topological
information of the graph. DGCNN uses a novel SortPooling layer, which sorts the final node states
according to the last graph convolution layer’s output to achieve an isomorphism invariant node
ordering [17]. A max-k pooling operation is then used to unify the sizes of the sorted representations
of different graphs, which enables training a traditional 1-D CNN on the node sequence.
We use the default setting of DGCNN, i.e., four graph convolution layers as in (11) with 32,32,32,1
channels, a SortPooling layer (with k such that 60% graphs have nodes less than k), two 1-D
convolution layers (16 and 32 output channels) and a dense layer (128 neurons), see [17]. We train
DGCNN on enclosing subgraphs for 50 epochs, and select the model with the smallest loss on the
10% validation data to predict the testing links.
15
Note that, in any positive training link’s enclosing subgraph, we should always remove the edge
between the two target nodes before feeding it into a graph classification model. This is because this
edge will contain the link existence information, which is not available in any testing link’s enclosing
subgraph.
F Additional results
In this section, we show the additional experimental results. We first use 90% observed links as
training links and 10% as testing links following the main paper’s experiments. The average precision
(AP) comparison results with heuristic methods are shown in Table 5. The AP comparison results
with latent feature methods are shown in Table 6. We can see that our proposed SEAL shows great
performance improvement over all baselines in both AUC and AP.
Table 6: Comparison with latent feature methods (AP), 90% training links.
Data MF SBM N2V LINE SPC VGAE SEAL
USAir 94.36±0.79 95.08±1.10 89.71±2.97 79.70±11.76 78.07±2.92 89.27±1.29 97.13±0.80
NS 78.41±3.85 92.13±2.36 94.28±0.91 85.17±1.65 90.83±2.16 95.83±1.04 98.12±0.77
PB 93.56±0.71 93.35±0.52 84.79±1.03 78.82±2.71 86.57±0.61 90.38±0.72 94.55±0.43
Yeast 92.01±0.47 92.73±0.44 94.90±0.38 90.55±2.39 94.63±0.56 95.19±0.36 97.95±0.35
C.ele 83.63±2.09 84.66±2.95 83.12±1.90 67.51±2.72 62.07±2.40 78.32±3.49 88.81±2.32
Power 53.50±1.22 65.48±1.85 81.49±0.86 56.66±1.43 91.00±0.58 75.91±1.56 86.69±1.50
Router 82.59±1.38 84.67±1.89 68.66±1.49 71.92±1.53 73.53±1.47 70.36±0.85 95.66±1.23
E.coli 95.59±0.31 95.30±0.27 90.87±1.48 86.45±1.82 96.08±0.37 92.77±0.65 97.83±0.20
To evaluate SEAL’s scalability, we show its single-GPU inference time performance in Table 7. As
we can see, SEAL has good scalability. For networks with over 1E7 potential links, SEAL took less
than an hour to make all the predictions. One possible way to further scale SEAL to social networks
with millions of users is to first use some simple heuristics such as common neighbors to filter out
most unlikely links and then use SEAL to make further recommendations. Another way is to restrict
the candidate friend recommendations to be those who are at most 2 or 3 hops away from the target
user, which will vastly reduce the number of candidate links to infer for each user and thus further
increase the scalability.
Next, we redo the comparisons under 50%–50% train/test split. We randomly remove 50% existing
links as positive testing links and use the remaining 50% existing links as positive training links. The
same number of negative training and testing links are sampled from the nonexistent links as well.
The AUC results are shown in Table 8 and 9. The AP results are shown in Table 10 and 11.
The results are consistent with the 90%–10% split setting. As we can see, SEAL is still the best among
all methods in general. The performance gains over heuristic methods are even larger compared
to the 90%-10% split. This indicates that SEAL is able to learn good heuristics even when the
network is very incomplete. SEAL also shows more clear advantages over WLNM. On the other
hand, we observe that VGAE becomes a strong baseline when network is sparser by achieving the
best AUC results on 3 out of 8 datasets. It is thus interesting to study whether replacing the node2vec
embeddings in SEAL with the VGAE embeddings can further improve the performance. We leave it
to future work.
16
Table 8: Comparison with heuristic methods (AUC), 50% training links.
Data CN Jaccard PA AA RA Katz PR SR ENS WLK WLNM SEAL
USAir 87.93±0.43 84.82±0.52 87.59±0.50 88.61±0.40 88.73±0.39 88.91±0.51 90.57±0.62 81.09±0.59 87.71±0.50 91.93±0.71 91.42±0.95 93.23±1.46
NS 77.13±0.75 77.12±0.75 65.87±0.83 77.13±0.75 77.13±0.75 82.30±0.93 82.32±0.94 81.60±0.87 87.19±1.04 87.27±1.71 87.61±1.63 90.88±1.18
PB 86.74±0.17 83.40±0.24 89.52±0.19 87.06±0.17 87.01±0.18 91.25±0.22 92.23±0.21 81.82±0.43 89.54±0.19 92.54±0.33 90.93±0.23 93.75±0.18
Yeast 82.59±0.28 82.52±0.28 81.61±0.39 82.63±0.27 82.62±0.27 88.87±0.28 89.35±0.29 88.50±0.26 81.84±0.38 91.15±0.35 92.22±0.32 93.90±0.54
C.ele 72.29±0.82 69.75±0.86 73.81±0.97 73.37±0.80 73.42±0.82 79.99±0.59 84.95±0.58 76.05±0.80 74.11±0.96 83.29±0.89 75.72±1.33 81.16±1.52
Power 53.38±0.22 53.38±0.22 46.79±0.69 53.38±0.22 53.38±0.22 57.34±0.51 57.34±0.52 56.16±0.45 62.70±0.95 63.44±1.29 64.09±0.76 65.84±1.10
Router 52.93±0.28 52.93±0.28 55.06±0.44 52.94±0.28 52.94±0.28 54.39±0.38 54.44±0.38 54.38±0.42 55.06±0.44 71.25±4.37 86.10±0.52 86.64±1.58
E.coli 86.55±0.57 81.70±0.42 90.80±0.40 87.66±0.56 87.81±0.56 89.81±0.46 92.96±0.43 73.70±0.53 90.88±0.40 92.38±0.46 92.81±0.30 94.18±0.41
Table 9: Comparison with latent feature methods (AUC), 50% training links.
Data MF SBM N2V LINE SPC VGAE SEAL
USAir 91.28±0.71 91.68±0.66 84.63±1.58 72.51±12.19 65.42±3.41 90.09±0.94 93.36±0.67
NS 62.95±1.03 81.91±1.55 80.29±1.20 65.96±1.60 79.63±1.34 93.38±1.07 87.73±1.08
PB 93.27±0.16 92.96±0.20 79.29±0.67 75.53±1.78 78.06±1.00 90.57±0.69 93.79±0.25
Yeast 84.99±0.49 88.32±0.38 90.18±0.17 79.44±7.90 89.73±0.28 93.51±0.41 93.30±0.51
C.ele 78.49±1.73 81.83±1.44 75.53±1.23 59.46±7.08 47.30±0.91 81.51±1.69 82.33±2.31
Power 50.53±0.60 57.53±0.76 55.40±0.84 53.44±1.83 56.51±0.94 70.34±0.84 61.88±1.31
Router 77.49±0.64 74.66±1.52 62.45±0.81 62.43±3.10 53.87±1.33 62.91±0.95 85.08±1.53
E.coli 91.75±0.33 90.60±0.58 84.73±0.81 74.50±11.10 92.00±0.50 91.27±0.42 94.17±0.36
Table 10: Comparison with heuristic methods (AP), 50% training links.
Data CN Jaccard PA AA RA Katz PR SR ENS WLK WLNM SEAL
USAir 87.60±0.45 80.35±1.26 90.29±0.45 89.39±0.39 89.54±0.36 91.29±0.36 91.93±0.50 73.04±0.84 90.47±0.45 93.34±0.51 92.54±0.81 94.11±1.08
NS 77.11±0.74 77.10±0.75 68.56±0.71 77.14±0.74 77.14±0.75 82.69±0.88 82.73±0.90 81.86±0.88 86.77±0.88 89.97±1.02 90.10±1.11 92.21±0.97
PB 85.90±0.16 78.59±0.43 88.83±0.25 87.24±0.18 87.05±0.21 91.54±0.16 91.92±0.25 70.78±0.69 88.87±0.25 92.34±0.34 91.01±0.20 93.42±0.19
Yeast 82.55±0.27 82.16±0.39 84.45±0.34 82.68±0.27 82.66±0.27 92.22±0.21 92.54±0.23 90.98±0.30 84.77±0.34 93.55±0.46 93.93±0.20 95.32±0.38
C.ele 69.82±0.74 64.04±1.02 74.20±0.65 73.40±0.77 73.33±0.96 79.94±0.79 84.15±0.86 68.45±1.17 74.62±0.64 83.20±0.90 76.12±1.08 81.01±1.51
Power 53.37±0.22 53.35±0.24 51.44±0.59 53.37±0.23 53.37±0.23 57.63±0.52 57.61±0.56 56.19±0.49 61.81±0.71 63.97±1.81 66.43±0.85 68.14±1.02
Router 52.91±0.27 52.71±0.23 65.20±0.42 52.94±0.27 52.93±0.27 60.87±0.26 61.01±0.30 58.27±0.51 65.38±0.42 75.49±3.43 86.12±0.68 87.79±1.71
E.coli 86.42±0.54 78.71±0.40 93.25±0.26 89.01±0.49 89.21±0.48 91.93±0.35 94.68±0.28 63.05±0.48 93.35±0.27 94.51±0.32 94.47±0.21 95.58±0.28
Table 11: Comparison with latent feature methods (AP), 50% training links.
Data MF SBM N2V LINE SPC VGAE SEAL
USAir 92.33±0.90 92.79±0.44 82.51±2.08 71.75±11.85 70.18±2.16 89.86±1.23 94.15±0.54
NS 66.62±0.89 84.14±1.18 86.01±0.87 71.53±0.97 81.16±1.26 95.31±0.80 90.42±0.79
PB 92.53±0.33 92.64±0.17 77.21±0.97 78.72±1.24 81.30±0.84 90.57±0.79 93.40±0.33
Yeast 87.28±0.57 90.65±0.24 92.45±0.23 83.06±9.70 92.07±0.27 94.71±0.25 94.83±0.38
C.ele 77.82±1.59 80.52±0.92 72.91±1.74 60.71±6.26 55.31±0.93 79.54±1.60 81.99±2.18
Power 52.45±0.63 57.23±0.85 60.83±0.68 55.11±3.49 59.10±1.06 74.86±0.43 65.28±1.25
Router 81.25±0.56 77.77±1.13 66.77±0.57 64.87±6.76 59.13±3.22 71.25±0.66 86.70±1.59
E.coli 94.04±0.36 93.17±0.35 85.41±0.94 75.98±14.45 94.14±0.29 93.41±0.32 95.67±0.24
We further conduct experiments with the setting of the node2vec paper [20] on five networks: arXiv
(18,722 nodes and 198,110 edges) [60], Facebook (4,039 nodes and 88,234 edges) [60], BlogCatalog
(10,312 nodes, 333,983 edges and 39 attributes) [61], Wikipedia (4,777 nodes, 184,812 edges and 40
attributes) [62], and Protein-Protein Interactions (PPI) (3,890 nodes, 76,584 edges and 50 attributes)
[63]. For each network, 50% of random links are removed and used as testing data, while keeping
the remaining network connected. For Facebook and arXiv, all remained links are used as positive
training data. For PPI, BlogCatalog and Wikipedia, we sample 10,000 remained links as positive
training data. We compare SEAL (h = 1, 10 training epochs) with node2vec, LINE, SPC, VGAE,
and WLNM (K = 10). For node2vec, we use the parameters provided in [20] if available. For SEAL
and VGAE, the node attributes are used since only these two methods support explicit features.
Table 12 shows the results. As we can see, SEAL consistently outperforms all embedding methods.
Especially on the last three networks, SEAL (with node2vec embeddings) outperforms pure node2vec
by large margins. These results indicate that in many cases, embedding methods alone cannot capture
the most useful link prediction information, while effectively combining the power of different types
of features results in much better performance. SEAL also consistently outperforms WLNM.
Table 12: Comparison with network embedding methods (AUC and standard deviation, OOM: out of memory).
N2V LINE SPC VGAE WLNM SEAL
arXiv 96.18±0.40 84.64±0.03 87.00±0.14 OOM 99.19±0.03 99.40±0.14
Facebook 99.05±0.07 89.63±0.06 98.59±0.11 98.21±0.22 99.24±0.03 99.40±0.08
BlogCatalog 85.97±1.56 90.92±2.05 96.74±0.31 OOM 96.55±0.08 98.10±0.60
Wikipedia 76.59±2.06 74.44±0.66 99.54±0.04 89.74±0.18 99.05±0.03 99.63±0.05
PPI 70.31±0.79 72.82±1.53 92.27±0.22 85.86±0.43 88.79±0.38 93.52±0.37
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