arXiv:2511.06164cs.LG2025-11ICML被引 4

提出无需依赖条件数的高斯有向图学习算法,显著降低高维场景下的样本需求。

Learning Gaussian DAG Models without Condition Number Bounds

  • 设计新算法,样本量与协方差矩阵条件数无关
  • 理论证明样本复杂度仅需 O(d log n),且接近最优
  • 适用于高维变量方差有界的场景,算法高效可运行

研究在等方差假设下学习高斯有向图模型拓扑结构的问题,图含 n 个节点,最大内度为 d。已有工作表明,在该条件下,O(d log n) 个样本已足够。然而,现有分析常忽略协方差矩阵条件数的影响——所有先前算法所需样本数均随条件数多项式增长。当条件数随 n 多项式增长时,这些方法在高维场景下不实用。本文提出一种新算法,可恢复底层图结构,并证明其样本需求独立于条件数。同时建立下界,几乎匹配上界(仅差 d 因子),从而近乎精确刻画问题的真实样本复杂度。此外,在变量方差有界的附加假设下,设计出多项式时间算法,样本复杂度额外多出对 d 的多项式依赖。通过合成数据集的模拟验证了理论预测。

原文摘要 · Abstract (English)

We study the problem of learning the topology of a directed Gaussian Graphical Model under the equal-variance assumption, where the graph has $n$ nodes and maximum in-degree $d$. Prior work has established that $O(d \log n)$ samples are sufficient for this task. However, an important factor that is often overlooked in these analyses is the dependence on the condition number of the covariance matrix of the model. Indeed, all algorithms from prior work require a number of samples that grows polynomially with this condition number. In many cases this is unsatisfactory, since the condition number could grow polynomially with $n$, rendering these prior approaches impractical in high-dimensional settings. In this work, we provide an algorithm that recovers the underlying graph and prove that the number of samples required is independent of the condition number. Furthermore, we establish lower bounds that nearly match the upper bound up to a $d$-factor, thus providing an almost tight characterization of the true sample complexity of the problem. Moreover, under a further assumption that all the variances of the variables are bounded, we design a polynomial-time algorithm that recovers the underlying graph, at the cost of an additional polynomial dependence of the sample complexity on $d$. We complement our theoretical findings with simulations on synthetic datasets that confirm our predictions.

图模型高斯网络样本效率统计学习

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