Graph Neural Networks (GNNs) are powerful and flexible neural networks that use the naturally sparse connectivity information of the data. GNNs represent this connectivity as sparse matrices, which have lower arithmetic intensity and thus higher communication costs compared to dense matrices, making GNNs harder to scale to high concurrencies than convolutional or fully-connected neural networks. We introduce a family of parallel algorithms for training GNNs and show that they can asymptotically reduce communication compared to previous parallel GNN training methods. We implement these algorithms, which are based on 1D, 1. 5D, 2D, and 3D sparse-dense matrix multiplication, using torch.distributed on GPU-equipped clusters. Our algorithms optimize communication across the full GNN training pipeline. We train GNNs on over a hundred GPUs on multiple datasets, including a protein network with over a billion edges.