Inductive Transfer for Bayesian Network Structure Learning
We study the multi-task Bayesian Network structure learning problem: given data for multiple related problems, learn a Bayesian Network structure for each of them, sharing information among the problems to boost performance. We learn the structures for all the problems simultaneously using a score and search approach that encourages the learned Bayes Net structures to be similar. Encouraging similarity promotes information sharing and prioritizes learning structural features that explain the data from all problems over features that only seem relevant to a single one. This leads to a signiﬁcant increase in the accuracy of the learned structures, especially when training data is scarce.