Abstract:
We consider a non-convex optimization formulation for learning the weighted adjacency matrix of a directed acyclic graph (DAG) that uses acyclicity constraints that are functions of , for . State-of-the-art algorithms for this problem use gradient-based Karush-Kuhn-Tucker (KKT) optimality conditions which only yield useful search directions for . Therefore, constraints with have been ignored in the literature, and their empirical performance remains unknown. We introduce -th Order Taylor Series Expansion Based Local Search (-LS) which yields actionable descent directions for any . Our empirical experiments show that -LS obtains solutions of higher quality than -LS, -LS and -LS. -LSopt, an optimized version of -LS, obtains high quality solutions significantly faster than the state of the art which uses . Moreover, -LSopt does not need any graph-size specific hyperparameter tuning. We prove that -LSopt is guaranteed to converge to a Coordinate-Wise Local Stationary Point (Cst) for any . If the objective function is convex, -LSopt converges to a local minimum.
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