1. Bayesian Structure Learning with Generative Flow Networks
- Author
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Deleu, T., Góis, A., Emezue, C., Rankawat, M., Lacoste-Julien, S., Bauer, Stefan, Bengio, Y., Deleu, T., Góis, A., Emezue, C., Rankawat, M., Lacoste-Julien, S., Bauer, Stefan, and Bengio, Y.
- Abstract
In Bayesian structure learning, we are interested in inferring a distribution over the directed acyclic graph (DAG) structure of Bayesian networks, from data. Defining such a distribution is very challenging, due to the combinatorially large sample space, and approximations based on MCMC are often required. Recently, a novel class of probabilistic models, called Generative Flow Networks (GFlowNets), have been introduced as a general framework for generative modeling of discrete and composite objects, such as graphs. In this work, we propose to use a GFlowNet as an alternative to MCMC for approximating the posterior distribution over the structure of Bayesian networks, given a dataset of observations. Generating a sample DAG from this approximate distribution is viewed as a sequential decision problem, where the graph is constructed one edge at a time, based on learned transition probabilities. Through evaluation on both simulated and real data, we show that our approach, called DAG-GFlowNet, provides an accurate approximation of the posterior over DAGs, and it compares favorably against other methods based on MCMC or variational inference., QC 20230523
- Published
- 2022