How can I combine multiple DGL datasets?

I am working with a graph classification data set that is very large and trying to run the data set class to save it to memory runs out of RAM. I had the idea of saving the data set to the disk in different chunks and was wondering if there was a way to combine multiple DGL data set files into one large data set. If not, is there another solution to my problem?

You can do something as follows:

for subset in all_subsets:
    for data_point in subset:
        ...

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