[doc] add tutorial for train with sparse (#6754)

docs/source/guide/minibatch-gpu-sampling.rst

 .. _guide-minibatch-gpu-sampling:
 
-6.7 Using GPU for Neighborhood Sampling
+6.8 Using GPU for Neighborhood Sampling
 ---------------------------------------
 
 .. note::

docs/source/guide/minibatch-inference.rst

 .. _guide-minibatch-inference:
 
-6.6 Exact Offline Inference on Large Graphs
+6.7 Exact Offline Inference on Large Graphs
 ------------------------------------------------------
 
 :ref:`(中文版) <guide_cn-minibatch-inference>`

docs/source/guide/minibatch-nn.rst

 .. _guide-minibatch-custom-gnn-module:
 
-6.5 Implementing Custom GNN Module for Mini-batch Training
+6.6 Implementing Custom GNN Module for Mini-batch Training
 -------------------------------------------------------------
 
 :ref:`(中文版) <guide_cn-minibatch-custom-gnn-module>`

docs/source/guide/minibatch-parallelism.rst

 .. _guide-minibatch-parallelism:
 
-6.8 Data Loading Parallelism
+6.9 Data Loading Parallelism
 -----------------------
 
 In minibatch training of GNNs, we usually need to cover several stages to

docs/source/guide/minibatch-sparse.rst

+.. _guide-minibatch-sparse:
+
+6.5 Training GNN with DGL sparse
+---------------------------------
+
+This tutorial demonstrates how to use dgl sparse library to sample on graph and
+train model. It trains and tests a GraphSAGE model using the sparse sample and
+compact operators to sample submatrix from the whole matrix.
+
+Training GNN with DGL sparse is quite similar to
+:ref:`guide-minibatch-node-classification-sampler`. The major difference is
+the customized sampler and matrix that represents graph.
+
+We have cutomized one sampler in
+:ref:`guide-minibatch-customizing-neighborhood-sampler`. In this tutorial, we
+will customize another sampler with DGL sparse library as shown below.
+
+.. code:: python
+
+    @functional_datapipe("sample_sparse_neighbor")
+    class SparseNeighborSampler(SubgraphSampler):
+        def __init__(self, datapipe, matrix, fanouts):
+            super().__init__(datapipe)
+            self.matrix = matrix
+            # Convert fanouts to a list of tensors.
+            self.fanouts = []
+            for fanout in fanouts:
+                if not isinstance(fanout, torch.Tensor):
+                    fanout = torch.LongTensor([int(fanout)])
+                self.fanouts.insert(0, fanout)
+
+        def _sample_subgraphs(self, seeds):
+            sampled_matrices = []
+            src = seeds
+
+            #####################################################################
+            # (HIGHLIGHT) Using the sparse sample operator to preform random
+            # sampling on the neighboring nodes of the seeds nodes. The sparse
+            # compact operator is then employed to compact and relabel the sampled
+            # matrix, resulting in the sampled matrix and the relabel index.
+            #####################################################################
+            for fanout in self.fanouts:
+                # Sample neighbors.
+                sampled_matrix = self.matrix.sample(1, fanout, ids=src).coalesce()
+                # Compact the sampled matrix.
+                compacted_mat, row_ids = sampled_matrix.compact(0)
+                sampled_matrices.insert(0, compacted_mat)
+                src = row_ids
+
+            return src, sampled_matrices
+
+Another major difference is the matrix that represents graph. Previously we use
+:class:`~dgl.graphbolt.FusedCSCSamplingGraph` for sampling. In this tutorial,
+we use :class:`~dgl.sparse.SparseMatrix` to represent graph.
+
+.. code:: python
+
+    dataset = gb.BuiltinDataset("ogbn-products").load()
+    g = dataset.graph
+    # Create sparse.
+    N = g.num_nodes
+    A = dglsp.from_csc(g.csc_indptr, g.indices, shape=(N, N))
+
+
+The remaining code is almost same as node classification tutorial.
+
+To use this sampler with :class:`~dgl.graphbolt.DataLoader`:
+
+.. code:: python
+
+    datapipe = gb.ItemSampler(ids, batch_size=1024)
+    # Customize graphbolt sampler by sparse.
+    datapipe = datapipe.sample_sparse_neighbor(A, fanouts)
+    # Use grapbolt to fetch features.
+    datapipe = datapipe.fetch_feature(features, node_feature_keys=["feat"])
+    datapipe = datapipe.copy_to(device)
+    dataloader = gb.DataLoader(datapipe)
+
+Model definition is shown below:
+
+.. code:: python
+
+    class SAGEConv(nn.Module):
+        r"""GraphSAGE layer from `Inductive Representation Learning on
+        Large Graphs <https://arxiv.org/pdf/1706.02216.pdf>`__
+        """
+
+        def __init__(
+            self,
+            in_feats,
+            out_feats,
+        ):
+            super(SAGEConv, self).__init__()
+            self._in_src_feats, self._in_dst_feats = in_feats, in_feats
+            self._out_feats = out_feats
+
+            self.fc_neigh = nn.Linear(self._in_src_feats, out_feats, bias=False)
+            self.fc_self = nn.Linear(self._in_dst_feats, out_feats, bias=True)
+            self.reset_parameters()
+
+        def reset_parameters(self):
+            gain = nn.init.calculate_gain("relu")
+            nn.init.xavier_uniform_(self.fc_self.weight, gain=gain)
+            nn.init.xavier_uniform_(self.fc_neigh.weight, gain=gain)
+
+        def forward(self, A, feat):
+            feat_src = feat
+            feat_dst = feat[: A.shape[1]]
+
+            # Aggregator type: mean.
+            srcdata = self.fc_neigh(feat_src)
+            # Divided by degree.
+            D_hat = dglsp.diag(A.sum(0)) ** -1
+            A_div = A @ D_hat
+            # Conv neighbors.
+            dstdata = A_div.T @ srcdata
+
+            rst = self.fc_self(feat_dst) + dstdata
+            return rst
+
+
+    class SAGE(nn.Module):
+        def __init__(self, in_size, hid_size, out_size):
+            super().__init__()
+            self.layers = nn.ModuleList()
+            # Three-layer GraphSAGE-gcn.
+            self.layers.append(SAGEConv(in_size, hid_size))
+            self.layers.append(SAGEConv(hid_size, hid_size))
+            self.layers.append(SAGEConv(hid_size, out_size))
+            self.dropout = nn.Dropout(0.5)
+            self.hid_size = hid_size
+            self.out_size = out_size
+
+        def forward(self, sampled_matrices, x):
+            hidden_x = x
+            for layer_idx, (layer, sampled_matrix) in enumerate(
+                zip(self.layers, sampled_matrices)
+            ):
+                hidden_x = layer(sampled_matrix, hidden_x)
+                if layer_idx != len(self.layers) - 1:
+                    hidden_x = F.relu(hidden_x)
+                    hidden_x = self.dropout(hidden_x)
+            return hidden_x
+
+
+Launch training:
+
+.. code:: python
+
+    features = dataset.feature
+    # Create GraphSAGE model.
+    in_size = features.size("node", None, "feat")[0]
+    num_classes = dataset.tasks[0].metadata["num_classes"]
+    out_size = num_classes
+    model = SAGE(in_size, 256, out_size).to(device)
+
+    optimizer = torch.optim.Adam(model.parameters(), lr=1e-3, weight_decay=5e-4)
+
+    for epoch in range(10):
+        model.train()
+        total_loss = 0
+        for it, data in enumerate(dataloader):
+            node_feature = data.node_features["feat"].float()
+            blocks = data.sampled_subgraphs
+            y = data.labels
+            y_hat = model(blocks, node_feature)
+            loss = F.cross_entropy(y_hat, y)
+            optimizer.zero_grad()
+            loss.backward()
+            optimizer.step()
+            total_loss += loss.item()
+
+For more details, please refer to the `full example
+<https://github.com/dmlc/dgl/blob/master/examples/sampling/graphbolt/sparse/graphsage.py>`__.

docs/source/guide/minibatch.rst

@@ -55,6 +55,7 @@ mini-batch training and understand how evaluation and inference can be
 conducted in mini-batches.
 
 * :ref:`guide-minibatch-customizing-neighborhood-sampler`
+* :ref:`guide-minibatch-sparse`
 * :ref:`guide-minibatch-custom-gnn-module`
 * :ref:`guide-minibatch-inference`
 
@@ -62,6 +63,7 @@ The following are performance tips for implementing and using neighborhood
 sampling:
 
 * :ref:`guide-minibatch-gpu-sampling`
+* :ref:`guide-minibatch-parallelism`
 
 .. toctree::
     :maxdepth: 1
@@ -72,6 +74,7 @@ sampling:
     minibatch-edge
     minibatch-link
     minibatch-custom-sampler
+    minibatch-sparse
     minibatch-nn
     minibatch-inference
     minibatch-gpu-sampling