Poster

Global Optimality in Bivariate Gradient-based DAG Learning

Chang Deng · Kevin Bello · Pradeep Ravikumar · Bryon Aragam

Great Hall & Hall B1+B2 (level 1) #819
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Tue 12 Dec 3:15 p.m. PST — 5:15 p.m. PST

Abstract:

Recently, a new class of non-convex optimization problems motivated by the statistical problem of learning an acyclic directed graphical model from data has attracted significant interest. While existing work uses standard first-order optimization schemes to solve this problem, proving the global optimality of such approaches has proven elusive. The difficulty lies in the fact that unlike other non-convex problems in the literature, this problem is not "benign", and possesses multiple spurious solutions that standard approaches can easily get trapped in. In this paper, we prove that a simple path-following optimization scheme globally converges to the global minimum of the population loss in the bivariate setting.

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