NO TEARS (gCastle)
Module name |
|
Package |
|
Version |
1.0.3 |
Language |
|
Docs |
|
Paper |
Zheng et al.[1] |
Graph type |
|
MCMC |
No |
Edge constraints |
No |
Data type |
C |
Data missingness |
|
Intervention type |
|
Docker |
Non-combinatorial Optimization via Trace Exponential and Augmented lagRangian for Structure learning
This score-based method recasts the combinatorial problem of estimating a DAG into a purely continuous non-convex optimization problem over real matrices with a smooth constraint to ensure acyclicity.
Example
Config file: gcastle.json
Command:
snakemake --cores all --use-apptainer --configfile config/gcastle.json
Fig. 50 shows the pattern graph’s FP/P vs. TP/P benchmark results for 12 gCastle algorithms (and comparison with BOSS (TETRAD) and Iterative MCMC (BiDAG)). The benchmark is based on 5 datasets corresponding to 5 realisations of a 20-variable random Gaussian SEM with Erdős-Rényi structure (expected degree 4, max parents 5). Each dataset contains 300 standardized samples. The SEM parameters are uniformly sampled from [0.25, 1].
Fig. 46 FP/P vs. TP/P for gCastle algorithms.
Example JSON
[
{
"id": "gcastle_notears",
"lambda1": 0.1,
"loss_type": "l2",
"max_iter": 100,
"h_tol": "1e-8",
"rho_max": "1e+16",
"w_threshold": [
0.05,
0.1,
0.25
],
"timeout": null
}
]