Deep Random Walk (DeepWalk) can learn a latent space representation for describing the topological structure of a network. However, for relational network classification, DeepWalk can be suboptimal as it lacks a mechanism to optimize the objective of the target task. In this paper, we present Discriminative Deep Random Walk (DDRW), a novel method for relational network classification. By solving a joint optimization problem, DDRW can learn the latent space representations that well capture the topological structure and meanwhile are discriminative for the network classification task. Our experimental results on several real social networks demonstrate that DDRW significantly outperforms DeepWalk on multilabel network classification tasks, while retaining the topological structure in the latent space. DDRW is stable and consistently outperforms the baseline methods by various percentages of labeled data. DDRW is also an online method that is scalable and can be naturally parallelized.

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