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Subgraph representation learning is a technique for analyzing local structures (or shapes) within complex networks. Enabled by recent developments in scalable Graph Neural Networks (GNNs), this approach encodes relational information at a subgroup level (multiple connected nodes) rather than at a node level of abstraction. We posit that certain domain applications, such as anti-money laundering (AML), are inherently subgraph problems and mainstream graph techniques have been operating at a suboptimal level of abstraction. This is due in part to the scarcity of annotated datasets of real-world size and complexity, as well as the lack of software tools for managing subgraph GNN workflows at scale. To enable work in fundamental algorithms as well as domain applications in AML and beyond, we introduce Elliptic2, a large graph dataset containing 122K labeled subgraphs of Bitcoin clusters within a background graph consisting of 49M node clusters and 196M edge transactions. The dataset provides subgraphs known to be linked to illicit activity for learning the set of "shapes" that money laundering exhibits in cryptocurrency and accurately classifying new criminal activity. Along with the dataset we share our graph techniques, software tooling, promising early experimental results, and new domain insights already gleaned from this approach. Taken together, we find immediate practical value in this approach and the potential for a new standard in anti-money laundering and forensic analytics in cryptocurrencies and other financial networks., Comment: KDD MLF Workshop 2024. Dataset can be accessed at http://elliptic.co/elliptic2. Code can be accessed at https://github.com/MITIBMxGraph/Elliptic2

Training and inference with graph neural networks (GNNs) on massive graphs has been actively studied since the inception of GNNs, owing to the widespread use and success of GNNs in applications such as recommendation systems and financial forensics. This paper is concerned with minibatch training and inference with GNNs that employ node-wise sampling in distributed settings, where the necessary partitioning of vertex features across distributed storage causes feature communication to become a major bottleneck that hampers scalability. To significantly reduce the communication volume without compromising prediction accuracy, we propose a policy for caching data associated with frequently accessed vertices in remote partitions. The proposed policy is based on an analysis of vertex-wise inclusion probabilities (VIP) during multi-hop neighborhood sampling, which may expand the neighborhood far beyond the partition boundaries of the graph. VIP analysis not only enables the elimination of the communication bottleneck, but it also offers a means to organize in-memory data by prioritizing GPU storage for the most frequently accessed vertex features. We present SALIENT++, which extends the prior state-of-the-art SALIENT system to work with partitioned feature data and leverages the VIP-driven caching policy. SALIENT++ retains the local training efficiency and scalability of SALIENT by using a deep pipeline and drastically reducing communication volume while consuming only a fraction of the storage required by SALIENT. We provide experimental results with the Open Graph Benchmark data sets and demonstrate that training a 3-layer GraphSAGE model with SALIENT++ on 8 single-GPU machines is 7.1 faster than with SALIENT on 1 single-GPU machine, and 12.7 faster than with DistDGL on 8 single-GPU machines., Comment: MLSys 2023. Code is available at https://github.com/MITIBMxGraph/SALIENT_plusplus

Improving the training and inference performance of graph neural networks (GNNs) is faced with a challenge uncommon in general neural networks: creating mini-batches requires a lot of computation and data movement due to the exponential growth of multi-hop graph neighborhoods along network layers. Such a unique challenge gives rise to a diverse set of system design choices. We argue in favor of performing mini-batch training with neighborhood sampling in a distributed multi-GPU environment, under which we identify major performance bottlenecks hitherto under-explored by developers: mini-batch preparation and transfer. We present a sequence of improvements to mitigate these bottlenecks, including a performance-engineered neighborhood sampler, a shared-memory parallelization strategy, and the pipelining of batch transfer with GPU computation. We also conduct an empirical analysis that supports the use of sampling for inference, showing that test accuracies are not materially compromised. Such an observation unifies training and inference, simplifying model implementation. We report comprehensive experimental results with several benchmark data sets and GNN architectures, including a demonstration that, for the ogbn-papers100M data set, our system SALIENT achieves a speedup of 3x over a standard PyTorch-Geometric implementation with a single GPU and a further 8x parallel speedup with 16 GPUs. Therein, training a 3-layer GraphSAGE model with sampling fanout (15, 10, 5) takes 2.0 seconds per epoch and inference with fanout (20, 20, 20) takes 2.4 seconds, attaining test accuracy 64.58%., Comment: MLSys 2022. Code is available at https://github.com/MITIBMxGraph/SALIENT

This paper presents algorithms for the included-sums and excluded-sums problems used by scientific computing applications such as the fast multipole method. These problems are defined in terms of a $d$-dimensional array of $N$ elements and a binary associative operator~$\oplus$ on the elements. The included-sum problem requires that the elements within overlapping boxes cornered at each element within the array be reduced using $\oplus$. The excluded-sum problem reduces the elements outside each box. The weak versions of these problems assume that the operator $\oplus$ has an inverse $\ominus$, whereas the strong versions do not require this assumption. In addition to studying existing algorithms to solve these problems, we introduce three new algorithms. The bidirectional box-sum (BDBS) algorithm solves the strong included-sums problem in $\Theta(d N)$ time, asymptotically beating the classical summed-area table (SAT) algorithm, which runs in $\Theta(2^d N)$ and which only solves the weak version of the problem. Empirically, the BDBS algorithm outperforms the SAT algorithm in higher dimensions by up to $17.1\times$. The \defn{box-complement} algorithm can solve the strong excluded-sums problem in $\Theta(d N)$ time, asymptotically beating the state-of-the-art corners algorithm by Demaine et al., which runs in $\Omega(2^d N)$ time. In 3 dimensions the box-complement algorithm empirically outperforms the corners algorithm by about $1.4\times$ given similar amounts of space. The weak excluded-sums problem can be solved in $\Theta(d N)$ time by the bidirectional box-sum complement (BDBSC) algorithm, which is a trivial extension of the BDBS algorithm. Given an operator inverse $\ominus$, BDBSC can beat box-complement by up to a factor of $4$., Comment: 18 pages, short version to appear in ACDA 2021

Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of cryptocurrency has introduced an intriguing paradox: pseudonymity allows criminals to hide in plain sight, but open data gives more power to investigators and enables the crowdsourcing of forensic analysis. Meanwhile advances in learning algorithms show great promise for the AML toolkit. In this workshop tutorial, we motivate the opportunity to reconcile the cause of safety with that of financial inclusion. We contribute the Elliptic Data Set, a time series graph of over 200K Bitcoin transactions (nodes), 234K directed payment flows (edges), and 166 node features, including ones based on non-public data; to our knowledge, this is the largest labelled transaction data set publicly available in any cryptocurrency. We share results from a binary classification task predicting illicit transactions using variations of Logistic Regression (LR), Random Forest (RF), Multilayer Perceptrons (MLP), and Graph Convolutional Networks (GCN), with GCN being of special interest as an emergent new method for capturing relational information. The results show the superiority of Random Forest (RF), but also invite algorithmic work to combine the respective powers of RF and graph methods. Lastly, we consider visualization for analysis and explainability, which is difficult given the size and dynamism of real-world transaction graphs, and we offer a simple prototype capable of navigating the graph and observing model performance on illicit activity over time. With this tutorial and data set, we hope to a) invite feedback in support of our ongoing inquiry, and b) inspire others to work on this societally important challenge., Comment: 7 pages, Tutorial in the Anomaly Detection in Finance Workshop at the 25th SIGKDD Conference on Knowledge Discovery and Data Mining

Graph representation learning resurges as a trending research subject owing to the widespread use of deep learning for Euclidean data, which inspire various creative designs of neural networks in the non-Euclidean domain, particularly graphs. With the success of these graph neural networks (GNN) in the static setting, we approach further practical scenarios where the graph dynamically evolves. Existing approaches typically resort to node embeddings and use a recurrent neural network (RNN, broadly speaking) to regulate the embeddings and learn the temporal dynamics. These methods require the knowledge of a node in the full time span (including both training and testing) and are less applicable to the frequent change of the node set. In some extreme scenarios, the node sets at different time steps may completely differ. To resolve this challenge, we propose EvolveGCN, which adapts the graph convolutional network (GCN) model along the temporal dimension without resorting to node embeddings. The proposed approach captures the dynamism of the graph sequence through using an RNN to evolve the GCN parameters. Two architectures are considered for the parameter evolution. We evaluate the proposed approach on tasks including link prediction, edge classification, and node classification. The experimental results indicate a generally higher performance of EvolveGCN compared with related approaches. The code is available at \url{https://github.com/IBM/EvolveGCN}., Comment: AAAI 2020. The code is available at https://github.com/IBM/EvolveGCN

Organized crime inflicts human suffering on a genocidal scale: the Mexican drug cartels have murdered 150,000 people since 2006, upwards of 700,000 people per year are "exported" in a human trafficking industry enslaving an estimated 40 million people. These nefarious industries rely on sophisticated money laundering schemes to operate. Despite tremendous resources dedicated to anti-money laundering (AML) only a tiny fraction of illicit activity is prevented. The research community can help. In this brief paper, we map the structural and behavioral dynamics driving the technical challenge. We review AML methods, current and emergent. We provide a first look at scalable graph convolutional neural networks for forensic analysis of financial data, which is massive, dense, and dynamic. We report preliminary experimental results using a large synthetic graph (1M nodes, 9M edges) generated by a data simulator we created called AMLSim. We consider opportunities for high performance efficiency, in terms of computation and memory, and we share results from a simple graph compression experiment. Our results support our working hypothesis that graph deep learning for AML bears great promise in the fight against criminal financial activity., Comment: NeurIPS 2018 Workshop on Challenges and Opportunities for AI in Financial Services: the Impact of Fairness, Explainability, Accuracy, and Privacy, Montreal, Canada

This paper investigates a variant of the work-stealing algorithm that we call the localized work-stealing algorithm. The intuition behind this variant is that because of locality, processors can benefit from working on their own work. Consequently, when a processor is free, it makes a steal attempt to get back its own work. We call this type of steal a steal-back. We show that the expected running time of the algorithm is $T_1/P+O(T_\infty P)$, and that under the "even distribution of free agents assumption", the expected running time of the algorithm is $T_1/P+O(T_\infty\lg P)$. In addition, we obtain another running-time bound based on ratios between the sizes of serial tasks in the computation. If $M$ denotes the maximum ratio between the largest and the smallest serial tasks of a processor after removing a total of $O(P)$ serial tasks across all processors from consideration, then the expected running time of the algorithm is $T_1/P+O(T_\infty M)$., Comment: 13 pages, 1 figure

Inspired by applications in parallel computing, we analyze the setting of work stealing in multithreaded computations. We obtain tight upper bounds on the number of steals when the computation can be modeled by rooted trees. In particular, we show that if the computation with $n$ processors starts with one processor having a complete $k$-ary tree of height $h$ (and the remaining $n-1$ processors having nothing), the maximum possible number of steals is $\sum_{i=1}^n(k-1)^i\binom{h}{i}$., Comment: 18 pages, 5 figures