Algorithm 2.

Tabu search

1:	Input: data $\mathit{x}$, initial DAG ${𝒢}_0$, number of additionally allowed steps $s$, size of the tabu list $t$.
2:	Compute $\text{BIC}\left({𝒢}_0\mid \mathit{x}\right)$ and set ${\text{BIC}}_{\mathit{\text{max}}}=\text{BIC}\left({𝒢}_0\mid \mathit{x}\right)$.
3:	Set ${𝒢}^{*}={𝒢}_{\mathit{\text{max}}}={𝒢}_0$.
4:	Initialize $\mathit{\text{LastImprovement}}=0$.
5:	while $\mathit{\text{LastImprovement}}<s$ do
6:	Initialize ${\text{BIC}}^{*}=\infty$.
7:	for all DAGs ${𝒢}^{\prime }$ reachable from ${𝒢}^{*}$ by an edge addition, deletion, or reversal do
8:	if ${𝒢}^{\prime }$ does not reverse local moves in the tabu list, (i.e., in the last $t$ steps) then
9:	Compute $\text{BIC}\left({𝒢}^{\prime }\mid \mathit{x}\right)$.
10:	if $\text{BIC}\left({𝒢}^{\prime }\mid \mathit{x}\right)<{\text{BIC}}^{*}$ then
11:	Set ${𝒢}^{*}={𝒢}^{\prime }$ and ${\text{BIC}}^{*}=\text{BIC}\left({𝒢}^{\prime }\mid \mathit{x}\right)$.
12:	end if
13:	end if
14:	end for
15:	if ${\text{BIC}}^{*}<{\text{BIC}}_{\mathit{\text{max}}}$ then
16:	Set ${𝒢}_{\mathit{\text{max}}}={𝒢}^{*}$ and ${\text{BIC}}_{\mathit{\text{max}}}={\text{BIC}}^{*}$.
17:	Set $\mathit{\text{LastImprovement}}=0$.
18:	else
19:	Set $\mathit{\text{LastImprovement}}=\mathit{\text{LastImprovement}}+1$.
20:	end if
21:	end while
22:	Output: DAG ${𝒢}_{\mathit{\text{max}}}$.