提出新算法,可精准快速恢复因果图结构,无需人工调参。
Smooth, Sparse, and Stable: Finite-Time Exact Skeleton Recovery via Smoothed Proximal Gradients
- 用光滑近端梯度优化新型无环约束,实现精确图结构恢复。
- 理论证明可在有限步内完全识别真实因果结构,不依赖启发式阈值。
- 适合需要高精度因果推断的研究者,尤其适用于小样本场景。
连续优化显著推动了因果发现的发展,但现有方法(如 NOTEARS)通常仅能保证收敛到平稳点,常产生稠密加权矩阵,需人为后处理阈值才能还原有向无环图(DAG)。这一连续优化与离散图结构间的鸿沟仍是根本性挑战。本文提出混合阶无环约束(AHOC),并通过光滑近端梯度(SPG-AHOC)进行优化。利用近端算法的流形识别性质,我们建立了严格的理论保证:在标准可识别性假设下,SPG-AHOC 可在有限迭代内精确恢复真实 DAG 支撑(结构),即使在优化平滑近似时亦成立。该结果消除了结构模糊性,算法输出的图具有精确零值,无需启发式截断。实验证明,SPG-AHOC 达到当前最优准确率,强有力支持了有限时间识别理论。
原文摘要 · Abstract (English)
Continuous optimization has significantly advanced causal discovery, yet existing methods (e.g., NOTEARS) generally guarantee only asymptotic convergence to a stationary point. This often yields dense weighted matrices that require arbitrary post-hoc thresholding to recover a DAG. This gap between continuous optimization and discrete graph structures remains a fundamental challenge. In this paper, we bridge this gap by proposing the Hybrid-Order Acyclicity Constraint (AHOC) and optimizing it via the Smoothed Proximal Gradient (SPG-AHOC). Leveraging the Manifold Identification Property of proximal algorithms, we provide a rigorous theoretical guarantee: the Finite-Time Oracle Property. We prove that under standard identifiability assumptions, SPG-AHOC recovers the exact DAG support (structure) in finite iterations, even when optimizing a smoothed approximation. This result eliminates structural ambiguity, as our algorithm returns graphs with exact zero entries without heuristic truncation. Empirically, SPG-AHOC achieves state-of-the-art accuracy and strongly corroborates the finite-time identification theory.
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