/DGraphFin_baseline

This is a repository contaning baseline code for DGraphFin Dataset

Primary LanguagePython

This repo provides a collection of baselines for DGraphFin dataset. Please download the dataset from the DGraph web and place it under the folder './dataset/DGraphFin/raw'.

Environments

Implementing environment:

  • numpy = 1.21.2

  • pytorch = 1.6.0

  • torch_geometric = 1.7.2

  • torch_scatter = 2.0.8

  • torch_sparse = 0.6.9

  • GPU: Tesla V100 32G

Training

  • MLP
python gnn.py --model mlp --dataset DGraphFin --epochs 200 --runs 10 --device 0
  • GCN
python gnn.py --model gcn --dataset DGraphFin --epochs 200 --runs 10 --device 0
  • GraphSAGE
python gnn.py --model sage --dataset DGraphFin --epochs 200 --runs 10 --device 0
  • GraphSAGE (NeighborSampler)
python gnn_mini_batch.py --model sage_neighsampler --dataset DGraphFin --epochs 200 --runs 10 --device 0
  • GAT (NeighborSampler)
python gnn_mini_batch.py --model gat_neighsampler --dataset DGraphFin --epochs 200 --runs 10 --device 0
  • GATv2 (NeighborSampler)
python gnn_mini_batch.py --model gatv2_neighsampler --dataset DGraphFin --epochs 200 --runs 10 --device 0

Results:

Performance on DGraphFin(10 runs):

Methods Train AUC Valid AUC Test AUC
MLP 0.7221 ± 0.0014 0.7135 ± 0.0010 0.7192 ± 0.0009
GCN 0.7108 ± 0.0027 0.7078 ± 0.0027 0.7078 ± 0.0023
GraphSAGE 0.7682 ± 0.0014 0.7548 ± 0.0013 0.7621 ± 0.0017
GraphSAGE (NeighborSampler) 0.7845 ± 0.0013 0.7674 ± 0.0005 0.7761 ± 0.0018
GAT (NeighborSampler) 0.7396 ± 0.0018 0.7233 ± 0.0012 0.7333 ± 0.0024
GATv2 (NeighborSampler) 0.7698 ± 0.0083 0.7526 ± 0.0089 0.7624 ± 0.0081