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Bayesian networks (BNs) are knowledge representation tools capable of representing dependence or independence relationships among random variables. Learning the structure of BNs from datasets has received increasing attention in the last two decades, due to the BNs' capacity of providing good inference models and discovering the structure of complex domains. One approach for BNs' structure learning from data is to define a scoring metric that evaluates the quality of the candidate networks, given a dataset, and then apply an optimization procedure to explore the set of candidate networks. Among the most frequently used optimization methods for BN score-based learning is greedy hill climbing (GHC) search. This paper proposes a new local discovery ant colony optimization (ACO) algorithm and a hybrid algorithm max-min ant colony optimization (MMACO), based on the local discovery algorithm max-min parents and children (MMPC) and ACO to learn the structure of a BN. In MMACO, MMPC is used to construct the skeleton of the BN and ACO is used to orientate the skeleton edges, thus returning the final structure. The algorithms are applied to several sets of benchmark networks and are shown to outperform the GHC and simulated annealing algorithms.