arXiv:2410.23862cs.LGmath.OC2024-10被引 4

提出新方法高效学习大规模有向无环图结构

$ψ$DAG: Projected Stochastic Approximation Iteration for DAG Structure Learning

  • 用随机逼近与投影技术优化图结构,降低计算复杂度
  • 在多个数据集上实现更快收敛和更高精度,支持大规模问题
  • 适合需要高效建模因果关系的科研与工业场景

有向无环图(DAG)结构学习面临组合爆炸难题,其可能图结构数量随节点数呈指数增长。近期方法将该问题转化为连续优化,通过可微分环路约束(如矩阵指数)实现梯度优化。然而,现有方法仍受高度非凸的约束和每轮高计算成本影响。本文提出ψDAG框架,结合随机逼近与基于SGD的优化,设计专用投影方法高效强制满足DAG约束,确保算法收敛至可行局部最优。该方法具有低迭代复杂度,适用于大规模问题。实验表明,该框架在多种设置下均具更优性能与可扩展性。

原文摘要 · Abstract (English)

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined this problem as a continuous optimization task by incorporating differentiable acyclicity constraints. These methods commonly rely on algebraic characterizations of DAGs, such as matrix exponentials, to enable the use of gradient-based optimization techniques. Despite these innovations, existing methods often face optimization difficulties due to the highly non-convex nature of DAG constraints and the per-iteration computational complexity. In this work, we present a novel framework for learning DAGs, employing a Stochastic Approximation approach integrated with Stochastic Gradient Descent (SGD)-based optimization techniques. Our framework introduces new projection methods tailored to efficiently enforce DAG constraints, ensuring that the algorithm converges to a feasible local minimum. With its low iteration complexity, the proposed method is well-suited for handling large-scale problems with improved computational efficiency. We demonstrate the effectiveness and scalability of our framework through comprehensive experimental evaluations, which confirm its superior performance across various settings.

图学习优化方法因果推断

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