The combinatorial problem of learning directed acyclic graphs (DAGs) from data was recently framed as a purely continuous optimization problem by leveraging a differentiable acyclicity characterization of DAGs based on the trace of a matrix exponential function. Existing acyclicity characterizations are based on the idea that powers of an adjacency matrix contain information about walks and cycles. In this work, we propose a new acyclicity characterization based on the log-determinant (log-det) function, which leverages the nilpotency property of DAGs. To deal with the inherent asymmetries of a DAG, we relate the domain of our log-det characterization to the set of $\textit{M-matrices}$, which is a key difference to the classical log-det function defined over the cone of positive definite matrices. Similar to acyclicity functions previously proposed, our characterization is also exact and differentiable. However, when compared to existing characterizations, our log-det function: (1) Is better at detecting large cycles; (2) Has better-behaved gradients; and (3) Its runtime is in practice about an order of magnitude faster. From the optimization side, we drop the typically used augmented Lagrangian scheme and propose DAGMA ($\textit{DAGs via M-matrices for Acyclicity}$), a method that resembles the central path for barrier methods. Each point in the central path of DAGMA is a solution to an unconstrained problem regularized by our log-det function, then we show that at the limit of the central path the solution is guaranteed to be a DAG. Finally, we provide extensive experiments for $\textit{linear}$ and $\textit{nonlinear}$ SEMs and show that our approach can reach large speed-ups and smaller structural Hamming distances against state-of-the-art methods. Code implementing the proposed method is open-source and publicly available at https://github.com/kevinsbello/dagma.
翻译:从数据中学习导向周期图(DAGs)的组合问题{最近被设计成纯粹的连续优化问题,它利用基于矩阵指数函数的跟踪,对 DAG 进行不同且可变的周期性描述。现有的周期性描述是基于一个想法,即对称矩阵的功率包含关于行走和周期的信息。在这项工作中,我们提议基于日志-确定(log-deit)函数的新的周期性描述,它利用了 DAG 的无效性属性。要处理DAG 内在的离轨性偏差性,我们根据矩阵指数指数指数的轨迹,我们把对DAAG的日志-评估域域与 $textmall 指数的数据集联系起来。对于正态矩阵的经典日志偏差功能来说, 与先前提议的周期性函数相似, 我们的描述也非常精确和不同。 然而,与现有的状态相比,我们的日志-偏差功能是:(1) 更好地检测大周期的离值路径;(2) 更精确的计算方法是用来显示正态的平流法。