Evaluating Robustness and Uncertainty of Graph Models Under Structural Distributional Shifts

P. 75567–75594.

Bazhenov G., Kuznedelev D., Malinin A., Babenko A., Prokhorenkova L.

In reliable decision-making systems based on machine learning, models have to be robust to distributional shifts or provide the uncertainty of their predictions. In node-level problems of graph learning, distributional shifts can be especially complex since the samples are interdependent. To evaluate the performance of graph models, it is important to test them on diverse and meaningful distributional shifts. However, most graph benchmarks considering distributional shifts for node-level problems focus mainly on node features, while structural properties are also essential for graph problems. In this work, we propose a general approach for inducing diverse distributional shifts based on graph structure. We use this approach to create data splits according to several structural node properties: popularity, locality, and density. In our experiments, we thoroughly evaluate the proposed distributional shifts and show that they can be quite challenging for existing graph models. We also reveal that simple models often outperform more sophisticated methods on the considered structural shifts. Finally, our experiments provide evidence that there is a trade-off between the quality of learned representations for the base classification task under structural distributional shift and the ability to separate the nodes from different distributions using these representations.

Keywords: robustness, graph neural networks, graph machine learning, benchmark, uncertainty estimation

In book

Advances in Neural Information Processing Systems 36 (NeurIPS 2023)

Curran Associates, Inc., 2023.