On local optima in learning bayesian networks

Authors:
Jens D. Nielsen;Tomáš Kočka;Jose M. Peña
Affiliations:
Department of Computer Science, Aalborg University, Denmark;Department of Computer Science, Aalborg University, Denmark;Department of Computer Science, Aalborg University, Denmark
Venue:
UAI'03 Proceedings of the Nineteenth conference on Uncertainty in Artificial Intelligence
Year:
2002

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Abstract

This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima when run repeatedly. When greediness is set at maximum, KES corresponds to the greedy equivalence search algorithm (GES). When greediness is kept at minimum, we prove that under mild conditions KES asymptotically returns any inclusion optimal BN with nonzero probability. Experimental results for both synthetic and real data are reported showing that KES finds a better local optimum than GES considerably often. Additionally, these results illustrate that the number of different local optima is usually huge.