Learning Directed Graphical Models with Optimal Transport

Vy Vo, Trung Le, Long Tung Vuong, He Zhao, Edwin V. Bonilla, Dinh Phung

Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)

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Keywords: Bayesian networks, probabilistic graphical models

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Abstract: Estimating the parameters of a probabilistic directed graphical model from incomplete data remains a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are intractable without further assumptions about structural dependencies or model classes. While existing learning methods are fundamentally based on likelihood maximization, here we offer a new view of the parameter learning problem through the lens of optimal transport. This perspective licenses a general framework that operates on any directed graphs without making unrealistic assumptions on the posterior over the latent variables or resorting to black-box variational approximations. We develop a theoretical framework and support it with extensive empirical evidence demonstrating the flexibility and versatility of our approach. Across experiments, we show that not only can our method recover the ground-truth parameters but it also performs comparably or better on downstream applications, notably the non-trivial task of discrete representation learning.

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Submission Number: 4720