Efficient Learning of Linear Graph Neural Networks via Node Subsampling

Graph Neural Networks (GNNs) are a powerful class of machine learning models with applications in recommender systems, drug discovery, social network analysis, and computer vision. One challenge with their implementation is that GNNs often take large-scale graphs as inputs, which imposes significant computational/storage costs in the training and testing phases. In particular, the message passing operations of a GNN require multiplication of the graph adjacency matrix $A \in \mathbb{R}^{n \times n}$ and the data matrix $X \in \mathbb{R}^{n \times d}$, and the $O(n^2 d)$ time complexity can be prohibitive for large $n$. Thus, a natural question is whether it is possible to perform the GNN operations in (quasi-)linear time by avoiding the full computation of $A X$. To study this question, we consider the setting of a regression task on a two-layer Linear Graph Convolutional Network (GCN). We develop an efficient training algorithm based on (1) performing node subsampling, (2) estimating the leverage scores of $A X$ based on the subsampled graph, and (3) performing leverage score sampling on $A X$. We show that our proposed scheme learns the regression model observing only $O(nd\epsilon^{-2}\log n)$ entries of $A$ in time $O(nd^2 \epsilon^{-2}\log n)$, with the guarantee that the learned weights deviate by at most $\epsilon$ under the $\ell_2$ norm from the model learned using the entire adjacency matrix $A$. We present empirical results for regression problems on real-world graphs and show that our algorithm significantly outperforms other baseline sampling strategies that exploit the same number of observations.