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Poster

β-th order Acyclicity Derivatives for DAG Learning

Haowei Chen · Adam Elmachtoub


Abstract: We consider a non-convex optimization formulation for learning the weighted adjacency matrix W of a directed acyclic graph (DAG) that uses acyclicity constraints that are functions of |Wij|β, for βN. State-of-the-art algorithms for this problem use gradient-based Karush-Kuhn-Tucker (KKT) optimality conditions which only yield useful search directions for β=1. Therefore, constraints with β2 have been ignored in the literature, and their empirical performance remains unknown. We introduce β-th Order Taylor Series Expansion Based Local Search (β-LS) which yields actionable descent directions for any βN. Our empirical experiments show that 2-LS obtains solutions of higher quality than 1-LS, 3-LS and 4-LS. 2-LSopt, an optimized version of 2-LS, obtains high quality solutions significantly faster than the state of the art which uses β=1. Moreover, 2-LSopt does not need any graph-size specific hyperparameter tuning. We prove that β-LSopt is guaranteed to converge to a Coordinate-Wise Local Stationary Point (Cst) for any βN. If the objective function is convex, β-LSopt converges to a local minimum.

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