Stochastic complexity of bayesian networks

  • Authors:
  • Keisuke Yamazaki;Sumio Watanabe

  • Affiliations:
  • Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology, Yokohama, Japan;Precision and Intelligence Laboratory, Tokyo Institute of Technology, Yokohama, Japan

  • Venue:
  • UAI'03 Proceedings of the Nineteenth conference on Uncertainty in Artificial Intelligence
  • Year:
  • 2002

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Abstract

Bayesian networks arc now used in enormous fields, for example. system diagnosis. data mining, clusterings etc. In spite of wide range of their applications, the statistical properties have not yet bcen clarified because the models are nonidentifiable and non-regular. In a Bayesian network. the set of parameters for a smaller model is an analytic set with singularities in the parameter space of a large model. Because of these singularities, the Fisher information matrices are not positive definite. In other words, the mathematical foundation for learning has not been constructed. In recent years, however, we have developed a method to analyze nonregular models by using algebraic geometry. This method revealed the relation between model's singularities and its statistical properties. In this paper, applying this method to Bayesian networks with latent variables, we clarify the orders of the stochastic complexities. Our result shows that their upper bound is smaller than thc dimension of the parameter space. This means that the Bayesian generalization error is also far smaller than that of a regular model, and that Schwarz's model selection criterion BIC needs to be improved for Bayesian networks.