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SparsityBoost: A New Scoring Function for Learning Bayesian Network Structure
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:332-341, 2013.
Abstract
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to score- based structure learning, such as BDeu or MDL, the complexity penalty that we pro- pose is data-dependent and is given by the probability that a conditional independence test correctly shows that an edge cannot ex- ist. What really distinguishes this new scor- ing function from earlier work is that it has the property of becoming computationally easier to maximize as the amount of data in- creases. We prove a polynomial sample com- plexity result, showing that maximizing this score is guaranteed to correctly learn a struc- ture with no false edges and a distribution close to the generating distribution, when- ever there exists a Bayesian network which is a perfect map for the data generating distri- bution. Although the new score can be used with any search algorithm, we give empirical results showing that it is particularly effec- tive when used together with a linear pro- gramming relaxation approach to Bayesian network structure learning.