Papers › Causal Discovery via Bayesian Optimization

Causal Discovery via Bayesian Optimization

25 Jan 2025arXiv:2501.14997archive 2025-07-28

Bao Duong, Sunil Gupta, Thin Nguyen

Existing score-based methods for directed acyclic graph (DAG) learning from observational data struggle to recover the causal graph accurately and sample-efficiently. To overcome this, in this study, we propose DrBO (DAG recovery via Bayesian Optimization)-a novel DAG learning framework leveraging Bayesian optimization (BO) to find high-scoring DAGs. We show that, by sophisticatedly choosing the promising DAGs to explore, we can find higher-scoring ones much more efficiently. To address the scalability issues of conventional BO in DAG learning, we replace Gaussian Processes commonly employed in BO with dropout neural networks, trained in a continual manner, which allows for (i) flexibly modeling the DAG scores without overfitting, (ii) incorporation of uncertainty into the estimated scores, and (iii) scaling with the number of evaluations. As a result, DrBO is computationally efficient and can find the accurate DAG in fewer trials and less time than existing state-of-the-art methods. This is demonstrated through an extensive set of empirical evaluations on many challenging settings with both synthetic and real data. Our implementation is available at https://github.com/baosws/DrBO.

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baosws/drbo officialmentioned in papermentioned on GitHubjaxApache-2.0 report

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3ran · honoured contract
4ran · our draft was wrong
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3unverified

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BaseDagOptim baosws/drbo/drbo/drbo.py official repository ran Apache-2.0 (permissive) · 2069b3643b7b04b6 · report
DAGLowRank baosws/drbo/drbo/drbo.py official repository ran Apache-2.0 (permissive) · 3eac5e3dba12300f · report
Logger baosws/drbo/drbo/drbo.py official repository ran Apache-2.0 (permissive) · 6c20b8e69aa7ebba · report
MultiSingleNodeMLP baosws/drbo/drbo/drbo.py official repository ran · metamorphic tier: deterministic fingerprinted Apache-2.0 (permissive) · e4525bd45ca23482 · report
Scorer baosws/drbo/drbo/drbo.py official repository ran fingerprinted Apache-2.0 (permissive) · ce7f72fa60725194 · report
SingleNodeMLP baosws/drbo/drbo/drbo.py official repository ran · our draft was wrong Apache-2.0 (permissive) · 8631372412b39f38 · report
from_unit_cube baosws/drbo/drbo/drbo.py official repository ran · honoured contract fingerprinted Apache-2.0 (permissive) · 7f54d13b09d03e90 · report
latin_hypercube baosws/drbo/drbo/drbo.py official repository ran · honoured contract fingerprinted Apache-2.0 (permissive) · c846fc2e563e1c26 · report
to_unit_cube baosws/drbo/drbo/drbo.py official repository ran · honoured contract fingerprinted Apache-2.0 (permissive) · 8e72d61d7ebc713f · report
DagOptimBO baosws/drbo/drbo/drbo.py official repository unverified Apache-2.0 (permissive) · 015f680429c03717 · report
DrBO baosws/drbo/drbo/drbo.py official repository unverified Apache-2.0 (permissive) · 873096d79f18a510 · report
Dropout_Local_BIC baosws/drbo/drbo/drbo.py official repository unverified Apache-2.0 (permissive) · 0c6f285faaba8b51 · report
LBFGSBScipy xunzheng/notears/notears/nonlinear.py found in paper text by Syntology ran · metamorphic tier: deterministic Apache-2.0 (permissive) · 8e2af5b396540fc3 · report
dual_ascent_step xunzheng/notears/notears/nonlinear.py found in paper text by Syntology ran · our draft was wrong Apache-2.0 (permissive) · 9234dffd2462bf61 · report
notears_nonlinear xunzheng/notears/notears/nonlinear.py found in paper text by Syntology ran · our draft was wrong Apache-2.0 (permissive) · 46e7be5ece660a7c · report
squared_loss identical code first harvested elsewhere ran · our draft was wrong fingerprinted licence of this copy not recorded · c60cc034e8957e26 · report

Tasks

Bayesian OptimizationCausal DiscoveryGaussian Processes

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