muxGNN: Multiplex Graph Neural Network for Heterogeneous Graphs.

Graph neural networks (GNNs) have become effective learning techniques for many downstream network mining tasks including node and graph classification, link prediction, and network reconstruction. However, most GNN methods have been developed for homogeneous networks with only a single type of node and edge. In this work we present muxGNN, a multiplex graph neural network for heterogeneous graphs. To model heterogeneity, we represent graphs as multiplex networks consisting of a set of relation layer graphs and a coupling graph that links node instantiations across multiple relations. We parameterize relation-specific representations of nodes and design a novel coupling attention mechanism that models the importance of multi-relational contexts for different types of nodes and edges in heterogeneous graphs. We further develop two complementary coupling structures: node invariant coupling suitable for node- and graph-level tasks, and node equivariant coupling suitable for link-level tasks. Extensive experiments conducted on six real-world datasets for link prediction in both transductive and inductive contexts and graph classification demonstrate the superior performance of muxGNN over state-of-the-art heterogeneous GNNs. In addition, we show that muxGNN's coupling attention discovers interpretable connections between different relations in heterogeneous networks.