ODSL Forum: Bertrand Charpentier, Differentiable DAG Sampling

Friday May 6, 2022, 2:00 PM → 3:00 PM Europe/Berlin

Presenter: Bertrand Charpentier, Data Analytics and Machine Learning Group, TUM
Title: Differentiable DAG Sampling

Abstract:

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. 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.

Reference:

https://arxiv.org/abs/2203.08509

 

 

As usual, the format will be a short presentation followed by plenty of discussion.

Please let all interested know about the Journal Club (get them to send their Email address).  We are looking forward to lively discussions.