Efficiently approximating Markov tree bagging for high-dimensional density estimation

  • Authors:
  • Franćois Schnitzler;Sourour Ammar;Philippe Leray;Pierre Geurts;Louis Wehenkel

  • Affiliations:
  • Université de Liège, Department of EECS and GIGA-Research, Liège, Belgium;Ecole Polytechnique de l'Université de Nantes, Laboratoire d'Informatique de Nantes Atlantique UMR 6241, France;Ecole Polytechnique de l'Université de Nantes, Laboratoire d'Informatique de Nantes Atlantique UMR 6241, France;Université de Liège, Department of EECS and GIGA-Research, Liège, Belgium;Université de Liège, Department of EECS and GIGA-Research, Liège, Belgium

  • Venue:
  • ECML PKDD'11 Proceedings of the 2011 European conference on Machine learning and knowledge discovery in databases - Volume Part III
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

We consider algorithms for generating Mixtures of Bagged Markov Trees, for density estimation. In problems defined over many variables and when few observations are available, those mixtures generally outperform a single Markov tree maximizing the data likelihood, but are far more expensive to compute. In this paper, we describe new algorithms for approximating such models, with the aim of speeding up learning without sacrificing accuracy. More specifically, we propose to use a filtering step obtained as a by-product from computing a first Markov tree, so as to avoid considering poor candidate edges in the subsequently generated trees. We compare these algorithms (on synthetic data sets) to Mixtures of Bagged Markov Trees, as well as to a single Markov tree derived by the classical Chow-Liu algorithm and to a recently proposed randomized scheme used for building tree mixtures.