• Corpus ID: 242757315

Multi-task Learning of Order-Consistent Causal Graphs

@article{Chen2021MultitaskLO,
  title={Multi-task Learning of Order-Consistent Causal Graphs},
  author={Xinshi Chen and Haoran Sun and Caleb Ellington and Eric P. Xing and Le Song},
  journal={ArXiv},
  year={2021},
  volume={abs/2111.02545}
}
We consider the problem of discovering K related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a l 1 /l 2 regularized maximum likelihood estimator (MLE) for learning K linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the… 

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