Estimating the structure of directed acyclic graphs (DAGs, also known as Bayesian networks) is a challenging problem since the search space of DAGs is combinatorial and scales superexponentially with the number of nodes. Existing approaches rely on various local heuristics for enforcing the acyclicity constraint and are not well-suited to general purpose optimization packages for their solution. In this paper, we introduce a fundamentally different strategy: We formulate the structure learning problem as a smooth, constrained optimization problem over real matrices that avoids this combinatorial constraint entirely. This is achieved by a novel characterization of acyclicity that is not only smooth but also exact. The resulting nonconvex, constrained program involves smooth functions whose gradients are easy to compute and only involve elementary matrix operations. By using existing black-box optimization routines, our method uses global search to find an optimal DAG and can be implemented in about 50 lines of Python and outperforms existing methods without imposing any structural constraints.

本文提出了一种基于优化问题的连续方法，来解决结构学习问题，避免了组合约束，并有效地提高算法效率。该方法在没有强加任何结构假设的情况下，优于其它现有方法。

无眼泪的DAGs：结构学习的连续优化