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Abstract:
Bayesian structure learning allows inferring Bayesian network structure from data while reasoning about the epistemic uncertainty – a key element towards enabling active causal discovery and designing interventions in real world systems. In this work, we propose a general, fully differentiable framework for Bayesian structure learning (DiBS) that operates in the continuous space of a latent probabilistic graph representation. Contrary to existing work, DiBS is agnostic to the form of the local conditional distributions and allows for joint posterior inference of both the graph structure and the conditional distribution parameters. This makes our formulation directly applicable to posterior inference of nonstandard Bayesian network models, e.g., with nonlinear dependencies encoded by neural networks. Using DiBS, we devise an efficient, general purpose variational inference method for approximating distributions over structural models. In evaluations on simulated and real-world data, our method significantly outperforms related approaches to joint posterior inference.
Reference:
DiBS: Differentiable Bayesian Structure Learning L. Lorch, J. Rothfuss, B. Schölkopf, A. KrauseIn Advances in Neural Information Processing Systems, volume 34, 2021
Bibtex Entry:
@article{lorch21dibs,
	author = {Lars Lorch and Jonas Rothfuss and Bernhard Sch{\"o}lkopf and Andreas Krause},
	blog = {https://las.inf.ethz.ch/6334-2},
	month = {December},
	journal={Advances in Neural Information Processing Systems},
    volume={34},
    pages={24111--24123},
	title = {DiBS: Differentiable Bayesian Structure Learning},
	year = {2021}}