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Differentiable DAG Sampling

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arxiv 2203.08509 v1 pith:7TK7EJ64 submitted 2022-03-16 cs.LG stat.ML

classification cs.LGstat.ML
keywords differentiablevi-dp-dagdp-daglearningsamplingdataedgeslinear
verification ladder T0 review T1 audit T2 compute T3 formal
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We propose a new differentiable probabilistic model over DAGs (DP-DAG). DP-DAG allows fast and differentiable DAG sampling suited to continuous optimization. To this end, DP-DAG samples a DAG by successively (1) sampling a linear ordering of the node and (2) sampling edges consistent with the sampled linear ordering. We further propose VI-DP-DAG, a new method for DAG learning from observational data which combines DP-DAG with variational inference. Hence,VI-DP-DAG approximates the posterior probability over DAG edges given the observed data. VI-DP-DAG is guaranteed to output a valid DAG at any time during training and does not require any complex augmented Lagrangian optimization scheme in contrast to existing differentiable DAG learning approaches. In our extensive experiments, we compare VI-DP-DAG to other differentiable DAG learning baselines on synthetic and real datasets. VI-DP-DAG significantly improves DAG structure and causal mechanism learning while training faster than competitors.

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Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

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    stat.ML 2025-10 conditional novelty 7.0 of 10

    MetaCaDI is a Bayesian meta-learning method that jointly recovers a shared causal graph and unknown intervention targets from few-shot interventional datasets.

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