Finding Optimal Bayesian Network Given a Super-Structure

Eric Perrier; Seiya Imoto; Satoru Miyano

Classical approaches used to learn Bayesian network structure from data have disadvantages in terms of complexity and lower accuracy of their results. However, a recent empirical study has shown that a hybrid algorithm improves sensitively accuracy and speed: it learns a skeleton with an independency test (IT) approach and constrains on the directed acyclic graphs (DAG) considered during the search-and-score phase. Subsequently, we theorize the structural constraint by introducing the concept of super-structure S, which is an undirected graph that restricts the search to networks whose skeleton is a subgraph of S. We develop a super-structure constrained optimal search (COS): its time complexity is upper bounded by O(γ_mⁿ), where γ_m<2 depends on the maximal degree m of S. Empirically, complexity depends on the average degree m-tilde and sparse structures allow larger graphs to be calculated. Our algorithm is faster than an optimal search by several orders and even finds more accurate results when given a sound super-structure. Practically, S can be approximated by IT approaches; significance level of the tests controls its sparseness, enabling to control the trade-off between speed and accuracy. For incomplete super-structures, a greedily post-processed version (COS+) still enables to significantly outperform other heuristic searches.

Finding Optimal Bayesian Network Given a Super-Structure

Abstract