arXiv:2410.18396cs.LGstat.ML2024-10

提出新方法解决结构学习中ℓ1正则的固有矛盾问题

Revisiting Differentiable Structure Learning: Inconsistency of $\ell_1$ Penalty and Beyond

  • 用ℓ0正则+硬无环约束替代传统ℓ1正则
  • 在标准与非标准数据下均提升结构学习效果
  • 适合研究因果发现和可微图学习的学者

近期可微结构学习将有向无环图学习这一组合问题转化为连续优化问题。本文聚焦于真实结构可被识别至马尔可夫等价类的情形,尤其在线性高斯模型中。尽管Ng等人(2024)已指出该设置下的非凸性问题,我们进一步揭示:即使找到全局最优解,使用ℓ1惩罚似然仍是根本不一致的。为此,我们提出一种基于ℓ0惩罚似然与硬无环约束的混合可微结构学习方法,其中ℓ0惩罚可通过Gumbel-Softmax等技术近似。首先估计隐含的道德图,用于限制优化搜索空间,缓解非凸性问题。实验表明,该方法在数据标准化前后均显著提升性能,为可微结构学习在马尔可夫等价类学习中的未来发展提供了更可靠的路径。

原文摘要 · Abstract (English)

Recent advances in differentiable structure learning have framed the combinatorial problem of learning directed acyclic graphs as a continuous optimization problem. Various aspects, including data standardization, have been studied to identify factors that influence the empirical performance of these methods. In this work, we investigate critical limitations in differentiable structure learning methods, focusing on settings where the true structure can be identified up to Markov equivalence classes, particularly in the linear Gaussian case. While Ng et al. (2024) highlighted potential non-convexity issues in this setting, we demonstrate and explain why the use of $\ell_1$-penalized likelihood in such cases is fundamentally inconsistent, even if the global optimum of the optimization problem can be found. To resolve this limitation, we develop a hybrid differentiable structure learning method based on $\ell_0$-penalized likelihood with hard acyclicity constraint, where the $\ell_0$ penalty can be approximated by different techniques including Gumbel-Softmax. Specifically, we first estimate the underlying moral graph, and use it to restrict the search space of the optimization problem, which helps alleviate the non-convexity issue. Experimental results show that the proposed method enhances empirical performance both before and after data standardization, providing a more reliable path for future advancements in differentiable structure learning, especially for learning Markov equivalence classes.

结构学习可微优化因果发现ℓ0正则

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