Contextual Directed Acyclic Graphs

• URL: http://arxiv.org/abs/2310.15627v2
• Date: Tue, 20 Feb 2024 07:22:29 GMT
• Title: Contextual Directed Acyclic Graphs
• Authors: Ryan Thompson, Edwin V. Bonilla, Robert Kohn
• Abstract summary: Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. This paper considers an alternative setting where the graph structure varies across individuals based on available "contextual" features. We tackle this contextual DAG problem via a neural network that maps the contextual features to a DAG, represented as a weighted adjacency matrix.
• Score: 9.617105933121108
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper considers an alternative setting where the graph structure varies across individuals based on available "contextual" features. We tackle this contextual DAG problem via a neural network that maps the contextual features to a DAG, represented as a weighted adjacency matrix. The neural network is equipped with a novel projection layer that ensures the output matrices are sparse and satisfy a recently developed characterization of acyclicity. We devise a scalable computational framework for learning contextual DAGs and provide a convergence guarantee and an analytical gradient for backpropagating through the projection layer. Our experiments suggest that the new approach can recover the true context-specific graph where existing approaches fail.

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