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Multiple methods of finding the vertices belonging to a planted dense subgraph in a random dense G(n, p) graph have been proposed, with an emphasis on planted cliques. Such methods can identify the planted subgraph in polynomial time, but are all limited to several subgraph structures. Here, we present PYGON, a graph neural network-based algorithm, which is insensitive to the structure of the planted subgraph. This is the first algorithm that uses learning tools for recovering dense subgraphs. We show that PYGON can recover cliques of sizes Θ (√ n), where n is the size of the background graph, comparable with the state of the art. We also show that the same algorithm can recover multiple other planted subgraphs of size Θ (√ n), in both directed and undirected graphs. We suggest a conjecture that no polynomial time PAC-learning algorithm can detect planted dense subgraphs with size smaller than O ( √ n), even if in principle one could find dense subgraphs of logarithmic size.