Regularization Paths for Continuous DAG Learning
Abstract
Continuous DAG learning formulates combinatorial structure learning as differentiable optimization over weighted adjacency matrices. In these methods, the estimated adjacency matrix depends critically on a sparsity-controlling regularization parameter, whose magnitude governs the recovered graph skeleton. While extensive empirical evidence underscores the centrality of this parameter, existing practice relies on solving a sequence of independent optimization problems over a grid of tuning parameters, which is computationally wasteful, statistically unstable, and provides only a fragmented view of how the adjacency matrix evolves. In this work, we study the regularization path of stationary solutions in continuous DAG learning and propose DAG-flow, an exact path-following framework that compactly encodes the entire family of estimators. We show that for prominent formulations including NOTEARS, GOLEM, and DAGMA, stationary solutions evolve according to a piecewise-smooth matrix-valued dynamical system once the active support is fixed. Our analysis derives the explicit systems governing these branches, identifies the events at which the path changes regime, and clarifies how nonsmooth sparsity and nonconvex acyclicity interact along the path. Unlike grid-based search, DAG-flow exposes the geometry of model variation across regularization levels, which enables the construction of structured candidate graph sets and provides direct insight into edge-level stability. Across synthetic and real benchmarks, our DAG-flow outperforms grid-search baselines at a fraction of the compute and consistently improves structural stability.