Distribution-Free Learning of Bayesian Network Structure

  • Authors:
  • Xiaohai Sun

  • Affiliations:
  • Max Planck Institute for Biological Cybernetics, Tübingen, Germany 72076

  • Venue:
  • ECML PKDD '08 Proceedings of the European conference on Machine Learning and Knowledge Discovery in Databases - Part II
  • Year:
  • 2008

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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.