Sample Complexity Bounds for Score-Matching: Causal Discovery and
Generative Modeling
- URL: http://arxiv.org/abs/2310.18123v1
- Date: Fri, 27 Oct 2023 13:09:56 GMT
- Title: Sample Complexity Bounds for Score-Matching: Causal Discovery and
Generative Modeling
- Authors: Zhenyu Zhu, Francesco Locatello, Volkan Cevher
- Abstract summary: We demonstrate that accurate estimation of the score function is achievable by training a standard deep ReLU neural network.
We establish bounds on the error rate of recovering causal relationships using the score-matching-based causal discovery method.
- Score: 82.36856860383291
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This paper provides statistical sample complexity bounds for score-matching
and its applications in causal discovery. We demonstrate that accurate
estimation of the score function is achievable by training a standard deep ReLU
neural network using stochastic gradient descent. We establish bounds on the
error rate of recovering causal relationships using the score-matching-based
causal discovery method of Rolland et al. [2022], assuming a sufficiently good
estimation of the score function. Finally, we analyze the upper bound of
score-matching estimation within the score-based generative modeling, which has
been applied for causal discovery but is also of independent interest within
the domain of generative models.
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