Add GranDAG algorithm

doc/api.rst

@@ -54,6 +54,16 @@ Constraint-based structure learning
    PsiFCI
 
 
+Continuous optimization-based structure learning
+===================================
+
+.. currentmodule:: dodiscover.continuous
+.. autosummary::
+   :toctree: generated/
+
+   GranDAG
+
+
 Order-based structure learning
 ===================================
 

doc/references.bib

@@ -55,6 +55,14 @@ @article{Kocaoglu2019characterization
   year    = {2019}
 }
 
+@inproceedings{Lachapelle2020,
+  author     = {S{\'{e}}bastien Lachapelle and Philippe Brouillard and Tristan Deleu and Simon Lacoste{-}Julien},
+  title      = {Gradient-Based Neural {DAG} Learning},
+  booktitle  = {8th International Conference on Learning Representations},
+  year       = {2020},
+  url        = {https://openreview.net/forum?id=rklbKA4YDS},
+}
+
 @article{Li2017,
   author  = {Li, Yingzhen and Turner, Richard},
   journal = {International Conference on Learning Representations (ICLR)},
@@ -123,6 +131,16 @@ @article{uhler2013geometry
   publisher = {JSTOR}
 }
 
+@inproceedings{glorot2010,
+  title     = {Understanding the Difficulty of Training Deep Feedforward Neural Networks},
+  author    = {Glorot, Xavier and Bengio, Yoshua},
+  booktitle = {Proceedings of the {{Thirteenth International Conference}} on {{Artificial Intelligence}} and {{Statistics}}},
+  pages = {249--256},
+  year = {2010},
+  month = mar,
+  publisher = {{JMLR Workshop and Conference Proceedings}},
+}
+
 @article{Zhang2008,
   title    = {On the completeness of orientation rules for causal discovery in the presence of latent confounders and selection bias},
   journal  = {Artificial Intelligence},
@@ -148,6 +166,15 @@ @article{zhang2008ancestralgraphs
   url     = {http://jmlr.org/papers/v9/zhang08a.html}
 }
 
+@inproceedings{zheng2018,
+  title     = {DAGs with {NO} {TEARS:} Continuous Optimization for Structure Learning},
+  author    = {Xun Zheng and Bryon Aragam and Pradeep Ravikumar and Eric P. Xing},
+  booktitle = {Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018},
+  pages     = {9492--9503},
+  year      = {2018},
+  url       = {https://proceedings.neurips.cc/paper_files/paper/2018/file/e347c51419ffb23ca3fd5050202f9c3d-Paper.pdf}
+}
+
 # Books
 
 @book{Pearl_causality_2009,

dodiscover/__init__.py

@@ -5,5 +5,6 @@
 from ._protocol import EquivalenceClass, Graph
 from ._version import __version__  # noqa: F401
 from .constraint import FCI, PC, PsiFCI
+from .continuous import GranDAG
 from .context import Context
 from .context_builder import ContextBuilder, InterventionalContextBuilder, make_context

dodiscover/continuous/__init__.py

@@ -0,0 +1 @@
+from .grandag import GranDAG