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Analytic DAG Constraints for Differentiable DAG Learning

ICLR 2025 · Graph learning › Graph algorithms and clustering · approach: Neural combinatorial optimization on graphs

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Shows that analytic functions with positive power-series coefficients yield valid DAG constraints, closed under differentiation, addition and multiplication, and uses them (orders 1-4) in a path-following solver that beats DAGMA on linear and some nonlinear DAG learning benchmarks.

Problem

Continuous (differentiable) DAG learning suffers from gradient vanishing and numerical issues in existing acyclicity constraints (matrix exponential, log-det, polynomial), and their spectral-radius/scale handling is unclear, especially for normalized data.

Approach

Characterize a class of analytic functions with positive coefficients and finite radius of convergence that yield valid DAG constraints via tr f(B∘B)=c0 d; show this class is closed under differentiation, sum and product, so new constraints (e.g., f_inv=(s-x)^-1 powers, f_log) can be derived, with a cheap doubling-based evaluation of the power series.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
apply the analytic Order 4 DAG constraintcontinuous DAG learning · 1000-node ER1 Gaussian, normalizedSHD: 488.6± 24.29 -> 389.4 ± 16.70Helped
apply analytic Order 4 instead of DAGMAcontinuous DAG learning · ER2, ER3, and ER4 Gaussian graphs with 1000 nodesSHD: 94.80 ± 35.80 -> 52.40 ± 19.86; 339.60 ± 67.80 -> 165.80 ± 35.95; 878.50 ± 174.96 -> 626.30 ± 157.59Helped
use a higher-order DAG constraint (ablation)analytic DAG learning · ER graphs with known scaleSHDMixed
use Order 4 rather than Order 2 (ablation)analytic DAG learning · 1000-node SF2SHD: 22.50 ± 13.21 -> 58.10 ± 27.58Hurt
use Order 2 rather than Order 1 (ablation)analytic DAG learning · 1000-node SF2SHD: 41.20 ± 36.02 -> 22.50 ± 13.21Helped
replace the original DAG constraint with Order 1GraN-DAG · Nonlinear dataset, single precisionSHD: 15 -> 13Helped
replace the original DAG constraint with Order 1GraN-DAG · Nonlinear dataset, double precisionSHD: 13 -> 13No clear effect
add a restriction allowing edges only between highly correlated nodesanalytic DAG learning with unknown scale · 1000-node ER1 Gaussian, normalizedSHDHelped
use the analytic-function-based strategy to reset s rather than DAGMA's search strategyOrder 1 DAG constraint · linear SEM with known scaleSHDHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic ER and SF graphs (linear SEM, Gaussian/exponential/Gumbel noise) GraN-DAG nonlinear benchmark dataset

Benchmarks: synthetic ER2/3/4 and SF2/3/4 graphs with 500-2000 nodes 1000-node ER1 normalized data GraN-DAG dataset

Metrics: structural hamming distance true positive rate false detection rate running time

Baselines: DAGMA PC GES Exponential (NOTEARS) constraint GraN-DAG

Builds on: NOTEARS DAGMA GraN-DAG

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