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Uncertainty Modeling in Graph Neural Networks via Stochastic Differential Equations

ICLR 2025 · Probabilistic and scientific modeling › Differential equations and PDEs · approach: Physics-informed operator learning · 0 citations (OpenAlex)

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Proposes Latent Graph Neural SDEs (LGNSDE), a latent SDE framework with a GCN drift, Bayesian prior-posterior for epistemic uncertainty and Brownian noise for aleatoric uncertainty, evaluated on node classification, OOD detection, noise robustness, and active learning.

Problem

Traditional GNNs and GNODEs cannot reliably quantify uncertainty in node representations for graph-structured data.

Approach

Extends graph neural ODEs to graph neural SDEs with an OU prior SDE and a GCN-parameterized posterior SDE trained via variational inference (ELBO), with theoretical claims that output variance is bounded by latent variance and that perturbed solutions stay close in expectation.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use LGNSDE instead of GNODEGraph node classification · Cora, Citeseer, Computers, Photo, PubmedAUROC: Cora: 0.9664 ± 0.0051 -> 0.9659 ± 0.0038; Citeseer: 0.9146 ± 0.0063 -> 0.9111 ± 0.0072; Computers: 0.9569 ± 0.0067 -> 0.Mixed
Use maximum-entropy rather than random label acquisitionLGNSDE active learning · CoraAccuracy: 0.8641 to 0.8889Helped
Use maximum-entropy rather than random label acquisitionLGNSDE active learning · PubmedAccuracy: 0.8097 to 0.8208Helped
Replace the GCN drift backbone with GAT (ablation)LGNSDE · Cora OOD detectionAUROC: 0.7614 ± 0.0804 -> 0.8249 ± 0.0321Helped
Replace the GCN drift backbone with GAT (ablation)LGNSDE · Citeseer OOD detectionAUROC: 0.8258 ± 0.0418 -> 0.8003 ± 0.0488Hurt
Vary prior drift from -100.0 to 100.0 (ablation)LGNSDE · CoraAccuracy: -100.0: 81.29; -10.0: 82.21; -5.0: 80.52; -1.0: 82.17; -0.5: 83.66; 0.0: 82.74; 0.5: 82.58; 1.0: 82.41; 5.0: 80.48; 10.0Mixed
Vary prior diffusion from 0.1 to 10.0 (ablation)LGNSDE · CoraAccuracy: 0.1: 79.45; 0.2: 80.13; 0.5: 81.32; 0.8: 80.52; 1.0: 80.79; 1.5: 78.93; 2.0: 78.47; 5.0: 76.85; 7.0: 68.78; 10.0: 60.54Hurt

Surprising findings

Limitations

Experimental setup

Datasets: Cora CiteSeer PubMed Amazon Computers Amazon Photo

Benchmarks: Cora CiteSeer PubMed Amazon Computers Amazon Photo

Metrics: AUROC AURC accuracy entropy

Baselines: GNN GNODE BGCN GCN ensemble Graph GP

Builds on: Graph Neural ODE Latent SDE GCN Bayesian GCN Graph Gaussian Process

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