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Distribution-free Learning of Bayesian Network Structure
We present an independence-based method for learning Bayesian network (BN) structure without making any assumptions on the probability distribution of the domain. This is mainly useful for continuous domains. Even mixed continuous-categorical domains and structures containing vectorial variables can be handled. We address the problem by developing a non-parametric conditional independence test based on the so-called kernel dependence measure, which can be readily used by any existing independence-based BN structure learning algorithm. We demonstrate the structure learning of graphical models in continuous and mixed domains from real-world data without distributional assumptions. We also experimentally show that our test is a good alternative, in particular in case of small sample sizes, compared to existing tests, which can only be used in purely categorical or continuous domains.
@inproceedings{5253, title = {Distribution-free Learning of Bayesian Network Structure}, journal = {Machine Learning and Knowledge Discovery in Databases: European Conference, ECML PKDD 2008}, booktitle = {ECML PKDD 2008}, abstract = {We present an independence-based method for learning Bayesian network (BN) structure without making any assumptions on the probability distribution of the domain. This is mainly useful for continuous domains. Even mixed continuous-categorical domains and structures containing vectorial variables can be handled. We address the problem by developing a non-parametric conditional independence test based on the so-called kernel dependence measure, which can be readily used by any existing independence-based BN structure learning algorithm. We demonstrate the structure learning of graphical models in continuous and mixed domains from real-world data without distributional assumptions. We also experimentally show that our test is a good alternative, in particular in case of small sample sizes, compared to existing tests, which can only be used in purely categorical or continuous domains.}, pages = {423-439}, editors = {Daelemans, W. , B. Goethals, K. Morik}, publisher = {Springer}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, address = {Berlin, Germany}, month = sep, year = {2008}, slug = {5253}, author = {Sun, X.}, month_numeric = {9} }