Multiplex networks are collections of networks with identical nodes but distinct layers of edges. They are genuine representations of a large variety of real systems whose elements interact in multiple fashions or flavors. However, multiplex networks are not always simple to observe in the real world; often, only partial information on the layer structure of the networks is available, whereas the remaining information is in the form of aggregated, single-layer networks. Recent works have proposed solutions to the problem of reconstructing the hidden multiplexity of single-layer networks using tools proper for network science. Here, we develop a machine-learning framework that takes advantage of graph embeddings, i.e., representations of networks in geometric space. We validate the framework in systematic experiments aimed at the reconstruction of synthetic and real-world multiplex networks, providing evidence that our proposed framework not only accomplishes its intended task, but often outperforms existing reconstruction techniques.