Recently, significant attention has been given to the idea of viewing relational databases as heterogeneous graphs, enabling the application of graph neural network (GNN) technology for predictive tasks. However, existing GNN methods struggle with the complexity of the heterogeneous graphs induced by databases with numerous tables and relations. Traditional approaches either consider all possible relational meta-paths, thus failing to scale with the number of relations, or rely on domain experts to identify relevant meta-paths. A recent solution does manage to learn informative meta-paths without expert supervision, but assumes that a node's class depends solely on the existence of a meta-path occurrence. In this work, we present a self-explainable heterogeneous GNN for relational data, that supports models in which class membership depends on aggregate information obtained from multiple occurrences of a meta-path. Experimental results show that in the context of relational databases, our approach effectively identifies informative meta-paths that faithfully capture the model's reasoning mechanisms. It significantly outperforms existing methods in both synthetic and real-world scenarios.

Existing multi-relational graph neural networks use one of two strategies for identifying informative relations: either they reduce this problem to low-level weight learning, or they rely on handcrafted chains of relational dependencies, called meta-paths. However, the former approach faces challenges in the presence of many relations (e.g., knowledge graphs), while the latter requires substantial domain expertise to identify relevant meta-paths. In this work we propose a novel approach to learn meta-paths and meta-path GNNs that are highly accurate based on a small number of informative meta-paths. Key element of our approach is a scoring function for measuring the potential informativeness of a relation in the incremental construction of the meta-path. Our experimental evaluation shows that the approach manages to correctly identify relevant meta-paths even with a large number of relations, and substantially outperforms existing multi-relational GNNs on synthetic and real-world experiments.