Meta-structures are widely used to define which subset of neighbors to aggregate information in heterogeneous information networks (HINs). In this work, we investigate existing meta-structures, including meta-path and meta-graph, and observe that they are initially designed manually with fixed patterns and hence are insufficient to encode various rich semantic information on diverse HINs. Through reflection on their limitation, we define a new concept called meta-multigraph as a more expressive and flexible generalization of meta-graph, and propose a stable differentiable search method to automatically optimize the meta-multigraph for specific HINs and tasks. As the flexibility of meta-multigraphs may propagate redundant messages, we further introduce a complex-to-concise (C2C) meta-multigraph that propagates messages from complex to concise along the depth of meta-multigraph. Moreover, we observe that the differentiable search typically suffers from unstable search and a significant gap between the meta-structures in search and evaluation. To this end, we propose a progressive search algorithm by implicitly narrowing the search space to improve search stability and reduce inconsistency. Extensive experiments are conducted on six medium-scale benchmark datasets and one large-scale benchmark dataset over two representative tasks, i.e., node classification and recommendation. Empirical results demonstrate that our search methods can automatically find expressive meta-multigraphs and C2C meta-multigraphs, enabling our model to outperform state-of-the-art heterogeneous graph neural networks.
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