Learning the structure of a causal graphical model using both observational and interventional data is a fundamental problem in many scientific fields. A promising direction is continuous optimization for score-based methods, which efficiently learn the causal graph in a data-driven manner. However, to date, those methods require constrained optimization to enforce acyclicity or lack convergence guarantees. In this paper, we present ENCO, an efficient structure learning method for directed, acyclic causal graphs leveraging observational and interventional data. ENCO formulates the graph search as an optimization of independent edge likelihoods, with the edge orientation being modeled as a separate parameter. Consequently, we can provide convergence guarantees of ENCO under mild conditions without constraining the score function with respect to acyclicity. In experiments, we show that ENCO can efficiently recover graphs with hundreds of nodes, an order of magnitude larger than what was previously possible, while handling deterministic variables and latent confounders.
翻译:在许多科学领域,使用观测和干预数据学习因果图形模型的结构是一个根本问题。一个有希望的方向是持续优化基于分数的方法,这些方法以数据驱动的方式有效地学习因果图表。然而,迄今为止,这些方法需要限制优化,以强制实施周期性或缺乏趋同保证。在本文中,我们介绍了ENCO,这是使用观察和干预数据的定向、周期性因果图形的有效结构学习方法。ENCO将图形搜索作为独立边缘可能性的优化,而边缘方向则作为单独的参数。因此,我们可以在温和条件下为ENCO提供趋同保证,而不会限制对周期性的评分功能。在实验中,我们表明ENCO能够有效地用数百个节点(比以前更大的一个数量级)恢复图形,同时处理确定性变量和潜在的粘结者。