METHOD AND SYSTEM FOR LINK PREDICTION IN LARGE MULTIPLEX NETWORKS

A method and a system for using a graph neural network framework to implement a link prediction in a multiplex network environment is provided. The method includes: identifying a plurality of layers of a multiplex network, each respective layer including a respective plurality of nodes; for each node included in at least a first layer, providing, by a structural node label and determining a common embedding across all of the plurality of layers and an individual embedding for each individual layer; using a k-nearest approach to select a subset of the plurality of layers for performing link prediction with respect to each layer based on the determined embeddings; and performing a link prediction by determining a respective feed-forward network with respect to each layer included in the selected subset.