Smooth, Sparse, and Stable: Finite-Time Exact Skeleton Recovery via Smoothed Proximal Gradients
About
Continuous optimization has significantly advanced causal discovery, yet existing methods (e.g., NOTEARS) generally guarantee only asymptotic convergence to a stationary point. This often yields dense weighted matrices that require arbitrary post-hoc thresholding to recover a DAG. This gap between continuous optimization and discrete graph structures remains a fundamental challenge. In this paper, we bridge this gap by proposing the Hybrid-Order Acyclicity Constraint (AHOC) and optimizing it via the Smoothed Proximal Gradient (SPG-AHOC). Leveraging the Manifold Identification Property of proximal algorithms, we provide a rigorous theoretical guarantee: the Finite-Time Oracle Property. We prove that under standard identifiability assumptions, SPG-AHOC recovers the exact DAG support (structure) in finite iterations, even when optimizing a smoothed approximation. This result eliminates structural ambiguity, as our algorithm returns graphs with exact zero entries without heuristic truncation. Empirically, SPG-AHOC achieves state-of-the-art accuracy and strongly corroborates the finite-time identification theory.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Causal Discovery | Sachs real-world data protein signaling network | SHD19 | 26 | |
| Skeleton Recovery | Sparse Erdős–Rényi Graphs (d=50, n=1000) e=d (synthetic) | SHD49 | 7 | |
| Skeleton Recovery | Sparse Erdős–Rényi Graphs (d=100, n=1000) e=d (synthetic) | SHD100 | 4 | |
| Skeleton Recovery | Synthetic Graphs (d=100, n=1000) | Time (s)14.1 | 3 | |
| Skeleton Recovery | Synthetic Graphs d=200, n=1000 | Time (s)25.3 | 3 | |
| Skeleton Recovery | Synthetic Graphs (d=500, n=1000) | Time (s)502.6 | 3 |