用改进的强化学习方法更稳定高效地发现变量间因果关系
Graph-attention-based Casual Discovery with Trust Region-navigated Clipping Policy Optimization
- 设计了基于信任域的裁剪策略优化算法,提升搜索稳定性
- 在合成与真实数据集上均显著优于REINFORCE和PPO等基线方法
- 提出新型图注意力编码器,无需先验邻域信息即可捕捉特征
在众多实证科学领域中,发现变量间的因果结构仍是一项关键任务。针对传统方法存在的无向边或潜变量假设违背问题,研究人员将强化学习(RL)引入因果发现,并采用REINFORCE算法搜索最优奖励的有向无环图。然而,REINFORCE易陷入局部收敛且训练不稳定;而信任区域策略优化计算成本高,近端策略优化(PPO)则因累积约束偏差不适于具有大量独立子动作的组合优化问题。本文提出一种信任域导航的裁剪策略优化方法,相比REINFORCE、PPO及我们提出的优先采样引导的REINFORCE实现,显著提升了策略优化的效率与稳健性。同时,为增强变量编码效率,提出一种无需先验邻域信息的改进图注意力编码器SDGAT,能更充分提取特征。实验表明,该方法在合成数据集和基准数据集上均取得更优结果与更强优化鲁棒性。
原文摘要 · Abstract (English)
In many domains of empirical sciences, discovering the causal structure within variables remains an indispensable task. Recently, to tackle with unoriented edges or latent assumptions violation suffered by conventional methods, researchers formulated a reinforcement learning (RL) procedure for causal discovery, and equipped REINFORCE algorithm to search for the best-rewarded directed acyclic graph. The two keys to the overall performance of the procedure are the robustness of RL methods and the efficient encoding of variables. However, on the one hand, REINFORCE is prone to local convergence and unstable performance during training. Neither trust region policy optimization, being computationally-expensive, nor proximal policy optimization (PPO), suffering from aggregate constraint deviation, is decent alternative for combinatory optimization problems with considerable individual subactions. We propose a trust region-navigated clipping policy optimization method for causal discovery that guarantees both better search efficiency and steadiness in policy optimization, in comparison with REINFORCE, PPO and our prioritized sampling-guided REINFORCE implementation. On the other hand, to boost the efficient encoding of variables, we propose a refined graph attention encoder called SDGAT that can grasp more feature information without priori neighbourhood information. With these improvements, the proposed method outperforms former RL method in both synthetic and benchmark datasets in terms of output results and optimization robustness.
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