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Parameter Estimation in DAGs from Incomplete Data via Optimal Transport

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Likelihood-free and graphical model estimation · 1 citations (OpenAlex)

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Proposes OTP-DAG, which learns parameters of any directed graphical model with latent variables by minimizing a Wasserstein-based reconstruction objective with backward stochastic maps, avoiding likelihood maximization and posterior inference.

Problem

Parameter estimation in directed graphical models (DAGs) with latent variables from incomplete data, where the marginal likelihood and posterior are intractable without structural or model-class assumptions.

Approach

Recasts parameter learning as optimal transport between observed-data and model distributions; uses local backward stochastic maps from observed nodes to their parents, with a relaxed push-forward constraint penalized by a divergence (Wasserstein in practice), yielding a WAE-like objective that generalizes to any DAG without ELBO or posterior assumptions.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use OTP-DAG instead of VQ-VAEDiscrete representation learning · CIFAR10SSIM: 0.70 -> 0.80Helped
Use OTP-DAG instead of VQ-VAEDiscrete representation learning · MNISTPSNR: 33.37 -> 33.62Helped
Use OTP-DAG instead of VQ-VAEDiscrete representation learning · SVHNPSNR: 26.94 -> 32.56Helped
Use OTP-DAG instead of VQ-VAEDiscrete representation learning · CELEBAPSNR: 27.48 -> 29.77Helped
Use OTP-DAG instead of Batch EMLDA topic inference · 20 News GroupCoherence: 6.71 ± 0.16 -> 10.45 ± 0.56Helped
Use OTP-DAG instead of Batch EMLDA topic inference · BBC NewsCoherence: 8.67 ± 0.62 -> 9.12 ± 0.81Helped
Use OTP-DAG instead of Batch EMLDA topic inference · DBLPCoherence: 4.52 ± 0.53 -> 7.66 ± 0.44Helped
Use OTP-DAG instead of Prod LDALDA topic inference · 20 News GroupDiversity: 92.67 ± 4.51 -> 92.00 ± 2.65Hurt
Use OTP-DAG instead of SVILDA topic inference · BBC NewsDiversity: 92.33 ± 2.31 -> 87.67 ± 2.65Hurt
Use OTP-DAG instead of Prod LDALDA topic inference · DBLPDiversity: 98.67 ± 1.53 -> 97.33 ± 1.53Hurt
Use OTP-DAG instead of EMPoisson HMM parameter estimation · Poisson HMMmean absolute error λ1: 0.022 ± 0.042 -> 0.040 ± 0.129Hurt
Use OTP-DAG instead of EMPoisson HMM parameter estimation · Poisson HMMmean absolute error λ2: 0.088 ± 0.105 -> 0.079 ± 0.088Helped

Surprising findings

Limitations

Experimental setup

Datasets: 20 News Group BBC News DBLP CIFAR10 MNIST SVHN CelebA synthetic LDA data synthetic Poisson HMM data

Benchmarks: 20 News Group BBC News DBLP CIFAR10 MNIST SVHN CelebA

Metrics: KL divergence Hellinger distance Wasserstein distance coherence (NPMI) diversity mean absolute error runtime SSIM PSNR LPIPS

Baselines: Batch EM SVI ProdLDA VQ-VAE EM

Builds on: Wasserstein auto-encoders variational autoencoders vector quantized VAE Gumbel-softmax

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