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There IS a Free Lunch: Constraints for Learning Bayesian Networks
Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, PMLR R12:186-195, 2014.
Abstract
Several recent algorithms for learning Bayesian network structures first calculate potentially op- timal parent sets (POPS) for all variables and then use various optimization techniques to find a set of POPS, one for each variable, that con- stitutes an optimal network structure. This pa- per makes the observation that there is useful information implicit in the POPS. Specifically, the POPS of a variable constrain its parent can- didates. Moreover, the parent candidates of all variables together give a directed cyclic graph, which often decomposes into a set of strongly connected components (SCCs). Each SCC cor- responds to a smaller subproblem which can be solved independently of the others. Our results show that solving the constrained subproblems significantly improves the efficiency and scala- bility of heuristic search-based structure learning algorithms. Further, we show that by consider- ing only the top p POPS of each variable, we quickly find provably very high quality networks for large datasets.