arXiv subjects

Matthias Fey

Publications and source records attributed to Matthias Fey.

At least 19 recordsLinked to original sources

arXiv2026

KumoRFM-2: Scaling Foundation Models for Relational Learning

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.

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arXiv2026

Predictive Query Language: A Domain-Specific Language for Predictive Modeling on Relational Databases

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), an 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 of 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.

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arXiv2025

TGM: a Modular and Efficient Library for Machine Learning on Temporal Graphs

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

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arXiv2025

PyG 2.0: Scalable Learning on Real World Graphs

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.

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arXiv2025

Relational Graph Transformer

Relational Deep Learning (RDL) is a promising approach for building state-of-the-art predictive models on multi-table relational data by representing it as a heterogeneous temporal graph. However, commonly used Graph Neural Network models suffer from fundamental limitations in capturing complex structural patterns and long-range dependencies that are inherent in relational data. While Graph Transformers have emerged as powerful alternatives to GNNs on general graphs, applying them to relational entity graphs presents unique challenges: (i) Traditional positional encodings fail to generalize to massive, heterogeneous graphs; (ii) existing architectures cannot model the temporal dynamics and schema constraints of relational data; (iii) existing tokenization schemes lose critical structural information. Here we introduce the Relational Graph Transformer (RelGT), the first graph transformer architecture designed specifically for relational tables. RelGT employs a novel multi-element tokenization strategy that decomposes each node into five components (features, type, hop distance, time, and local structure), enabling efficient encoding of heterogeneity, temporality, and topology without expensive precomputation. Our architecture combines local attention over sampled subgraphs with global attention to learnable centroids, incorporating both local and database-wide representations. Across 21 tasks from the RelBench benchmark, RelGT consistently matches or outperforms GNN baselines by up to 18%, establishing Graph Transformers as a powerful architecture for Relational Deep Learning.

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arXiv2024

ContextGNN: Beyond Two-Tower Recommendation Systems

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.

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arXiv2024

RelBench: A Benchmark for Deep Learning on Relational Databases

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.

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arXiv2024

PyTorch Frame: A Modular Framework for Multi-Modal Tabular Learning

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.

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arXiv2024

From Similarity to Superiority: Channel Clustering for Time Series Forecasting

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.

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arXiv2023

Relational Deep Learning: Graph Representation Learning on Relational Databases

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.

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arXiv2023

Temporal Graph Benchmark for Machine Learning on Temporal Graphs

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/.

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arXiv2021

Weisfeiler and Leman go Machine Learning: The Story so far

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.

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arXiv2021

Weisfeiler and Leman Go Neural: Higher-order Graph Neural Networks

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.

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arXiv2021

The Power of the Weisfeiler-Leman Algorithm for Machine Learning with Graphs

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.

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arXiv2021

OGB-LSC: A Large-Scale Challenge for Machine Learning on Graphs

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/ .

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arXiv2021

GNNAutoScale: Scalable and Expressive Graph Neural Networks via Historical Embeddings

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.

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arXiv2021

Open Graph Benchmark: Datasets for Machine Learning on Graphs

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 .

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arXiv2020

Hierarchical Inter-Message Passing for Learning on Molecular Graphs

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.

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