• Corpus ID: 226254168

# A Bregman Method for Structure Learning on Sparse Directed Acyclic Graphs

@article{Romain2020ABM,
title={A Bregman Method for Structure Learning on Sparse Directed Acyclic Graphs},
author={Manon Romain and Alexandre d'Aspremont},
journal={ArXiv},
year={2020},
volume={abs/2011.02764}
}
• Published 5 November 2020
• Computer Science
• ArXiv
We develop a Bregman proximal gradient method for structure learning on linear structural causal models. While the problem is non-convex, has high curvature and is in fact NP-hard, Bregman gradient methods allow us to neutralize at least part of the impact of curvature by measuring smoothness against a highly nonlinear kernel. This allows the method to make longer steps and significantly improves convergence. Each iteration requires solving a Bregman proximal step which is convex and…
2 Citations

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