Utilizing long-range dependency, though extensively studied in homogeneous graphs, is rarely studied in large-scale heterogeneous information networks (HINs), whose main challenge is the high costs and the difficulty in utilizing effective information. To this end, we investigate the importance of different meta-paths and propose an automatic framework for utilizing long-range dependency in HINs, called Long-range Meta-path Search through Progressive Sampling (LMSPS). Specifically, to discover meta-paths for various datasets or tasks without prior, we develop a search space with all target-node-related meta-paths. With a progressive sampling algorithm, we dynamically shrink the search space with hop-independent time complexity, leading to a compact search space driven by the current HIN and task. Utilizing a sampling evaluation strategy as the guidance, we conduct a specialized and expressive meta-path selection. Extensive experiments on eight heterogeneous datasets demonstrate that LMSPS discovers effective long-range meta-paths and outperforms state-of-the-art models. Besides, it ranks top-1 on the leaderboards of ogbn-mag in Open Graph Benchmark.

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