jmlr jmlr2011 jmlr2011-30 knowledge-graph by maker-knowledge-mining

30 jmlr-2011-Efficient Structure Learning of Bayesian Networks using Constraints


Source: pdf

Author: Cassio P. de Campos, Qiang Ji

Abstract: This paper addresses the problem of learning Bayesian network structures from data based on score functions that are decomposable. It describes properties that strongly reduce the time and memory costs of many known methods without losing global optimality guarantees. These properties are derived for different score criteria such as Minimum Description Length (or Bayesian Information Criterion), Akaike Information Criterion and Bayesian Dirichlet Criterion. Then a branch-andbound algorithm is presented that integrates structural constraints with data in a way to guarantee global optimality. As an example, structural constraints are used to map the problem of structure learning in Dynamic Bayesian networks into a corresponding augmented Bayesian network. Finally, we show empirically the benefits of using the properties with state-of-the-art methods and with the new algorithm, which is able to handle larger data sets than before. Keywords: Bayesian networks, structure learning, properties of decomposable scores, structural constraints, branch-and-bound technique

Reference: text


Summary: the most important sentenses genereted by tfidf model

sentIndex sentText sentNum sentScore

1 (2008) use structural constraints (creating an undirected super-structure from which the undirected subjacent graph of the optimal structure must be a subgraph) to reduce the search space, showing that such direction is promising when one wants to learn structures of large data sets. [sent-34, score-0.258]

2 Section 2 describes the notation and introduces Bayesian networks and the structure learning problem based on score functions. [sent-67, score-0.248]

3 Furthermore, rΠi = |ΩΠi | = ∏Xt ∈Πi rt is the number of possible instantiations of the parent set Πi of Xi , and θ = (θi jk )∀i jk is the entire vector of parameters such that the elements are θi jk = p(xik |πi j ), with i ∈ {1, . [sent-88, score-1.654]

4 Note that the values (ni jk )∀i jk depend on the graph G (more specifically, they depend on the parent set Πi of each Xi ), so a more precise notation would be to use nΠi instead of ni jk . [sent-112, score-2.001]

5 We avoid this heavy notation for simplicity uni jk n less necessary in the context. [sent-113, score-0.483]

6 Moreover, we know that θ∗ = (θ∗jk )∀i jk = ( niijk )∀i jk = argmaxθ LG ,D (θ), i j with ni j = ∑k ni jk . [sent-114, score-2.13]

7 Hyper-parameters (αi jk )∀i jk also depend on the graph G , and we indicate it by αΠi if necessary in the context. [sent-117, score-1.015]

8 We assume that there i jk is no preference for any graph, so p(G ) is uniform and vanishes in the computations. [sent-119, score-0.483]

9 Under the assumptions, it has been shown (Cooper and Herskovits, 1992) that for multinomial distributions, n rΠi ri Γ(αi jk + ni jk ) Γ(αi j ) ∏ Γ(αi jk ) . [sent-120, score-1.906]

10 i=1 j=1 Γ(αi j + ni j ) k=1 s(G ) = log ∏ ∏ The BDe score (Heckerman et al. [sent-121, score-0.508]

11 , 1995) assumes that αi jk = α∗ · p(θi jk |G ), where α∗ is the hyperparameter known as the Equivalent Sample Size (ESS), and p(θi jk |G ) is the prior probability for 1. [sent-122, score-1.449]

12 If ni j = 0, then ni jk = 0 and we assume the fraction niijk to be equal to one. [sent-125, score-1.164]

13 The BDeu score (Buntine, 1991; Cooper and Herskovits, α∗ 1992) assumes further that local priors are such that αi jk becomes rΠ ri and α∗ is the only free i hyper-parameter. [sent-127, score-0.766]

14 And similarly, k=1 rΠi BD : si (Πi ) = ∑ j=1 log ri Γ(αi jk + ni jk ) Γ(αi j ) + ∑ log Γ(αi j + ni j ) k=1 Γ(αi jk ) . [sent-129, score-2.354]

15 (2) In the case of BIC and AIC, Equation (1) is used to compute the global score of a graph using the local scores at each node, while Equation (2) is employed for BD, BDe and BDeu, using the respective hyper-parameters α. [sent-130, score-0.311]

16 We work with structural constraints that specify where arcs may or may not be included. [sent-133, score-0.269]

17 1 Learning Naive and TAN structures For example, the constraints ∀i=c, j=c ¬arc(Xi , X j ) and indegree(Xc , 0, eq) impose that only arcs from node Xc to the others are possible, and that Xc is a root node, that is, a Naive Bayes structure will be learned. [sent-151, score-0.306]

18 As another example, the constraints ∀ j=c indegree(X j , 3, lt), indegree(Xc , 0, eq), and ∀ j=c indegree(X j , 0, eq) ∨ arc(Xc , X j ) ensure that all nodes have Xc as parent, or no parent at all. [sent-154, score-0.286]

19 If Xit ∈ X t are the variables at time t, a DBN may have arcs between nodes Xit of the same time t and arcs from nodes Xit−1 (previous time) to nodes Xit of time t. [sent-179, score-0.487]

20 With complete data, learning parameters of DBNs is similar to learning parameters of Bayesian networks, but we deal with counts ni jk for both B 0 and B . [sent-200, score-0.851]

21 i G′ i′ This holds because of the decomposability of the score function among nodes, so that the scores of the nodes X1 , . [sent-235, score-0.313]

22 , Xn (which are arcs correlating variables of the same time slice) as well as arcs from the previous slice to the ′ ′ nodes X1 , . [sent-247, score-0.422]

23 Because of decomposability, we can avoid to compute such functions several times by creating a cache that contains si (Πi ) for each Xi and each parent set Πi . [sent-257, score-0.454]

24 First, Lemma 1 is quite simple but very useful to discard elements from the cache of each node Xi . [sent-264, score-0.342]

25 Lemma 1 Let Xi be a node of G ′ , a candidate DAG for a Bayesian network where the parent set of Xi is Π′ . [sent-268, score-0.294]

26 Any DAG G ′ with parent i set Π′ for Xi has a subgraph G with a better score than that of G ′ , and thus Π′ is not the optimal i i parent configuration for Xi in G ∗ . [sent-276, score-0.505]

27 Unfortunately Lemma 1 does not tell us anything about supersets of Π′ , that is, we still need i to compute scores for all the possible parent sets and later verify which of them can be removed. [sent-277, score-0.301]

28 1 BIC and AIC Score Properties Next theorems handle the issue of having to compute scores for all possible parent sets, when one is using BIC or AIC criteria. [sent-282, score-0.246]

29 Theorem 2 Using BIC or AIC as score function, suppose that Xi , Πi are such that rΠi > Π′ is a proper superset of Πi , then Π′ is not the parent set of Xi in an optimal structure. [sent-284, score-0.36]

30 Hence si (Π′ ) < si (Πi ), and Lemma 1 guarantees that Π′ i i cannot be the parent set of Xi in an optimal structure. [sent-294, score-0.306]

31 Because every variable has at least two states, we know that rΠi ≥ 2|Πi | ≥ N > N logri , and by Theorem 2 we know that no proper superset of Πi can w ri −1 be an optimal parent set. [sent-298, score-0.383]

32 Theorem 4 Let BIC or AIC be the score criterion and let Xi be a node with Πi ⊂ Π′ two possible i parent sets such that ti (Π′ ) + si (Πi ) > 0. [sent-301, score-0.514]

33 Proof We have that ti (Π′ ) + si (Πi ) > 0 ⇒ −ti (Π′ ) − si (Πi ) < 0, and because Li (·) is a negative i i function, it implies ⇒ (Li (Π′ ) − ti (Π′ )) − si (Πi ) < 0 ⇒ si (Π′ ) < si (Πi ). [sent-303, score-0.445]

34 The idea is to verify the assumptions of Theorem 4 every time the score of a parent set Πi of Xi is about to be computed by taking the best score of any subset and testing it against the theorem. [sent-307, score-0.482]

35 Only subsets that have been checked against the structural constraints can be used, that is, a subset with high score but that violates constraints cannot be used as the “certificate” to discard its supersets (in fact, it is not a valid parent set at first). [sent-308, score-0.589]

36 2 BD Score Properties First note that the BD scores can be rewritten as: si (Πi ) = ∑ j∈Ji log Γ(αi jk + ni jk ) Γ(αi j ) + ∑ log Γ(αi j + ni j ) k∈Ki j Γ(αi jk ) 672 , E FFICIENT S TRUCTURE L EARNING OF BAYESIAN N ETS . [sent-315, score-2.294]

37 where Ji = JiΠi = {1 ≤ j ≤ rΠi : ni j = 0}, because ni j = 0 implies that all terms cancel each other. [sent-317, score-0.654]

38 In the same manner, ni jk = 0 implies that the terms of the internal summation cancel out, so let . [sent-318, score-0.81]

39 Ki j = KiΠi = {1 ≤ k ≤ ri : ni jk = 0} be the indices of the categories of Xi such that ni jk = 0. [sent-320, score-1.75]

40 The counts ni jk (and consequently ni j = ∑k ni jk ) are completely defined if we know the parent set Πi . [sent-323, score-2.164]

41 Rewrite the score as follows: si (Πi ) = ∑ f (Ki j , (αi jk )∀k ) + g((ni jk )∀k , (αi jk )∀k ) , j∈Ji with f (Ki j , (αi jk )∀k ) = log Γ(αi j ) − ∑ log Γ(αi jk ), k∈Ki j g((ni jk )∀k , (αi jk )∀k ) = − log Γ(αi j + ni j ) + ∑ log Γ(αi jk + ni jk ). [sent-324, score-5.331]

42 k∈Ki j We do not need Ki j as argument of g(·) because the set of non-zero ni jk is known from the counts (ni jk )∀k that are already available as arguments of g(·). [sent-325, score-1.334]

43 Lemma 5 Let Πi be the parent set of Xi , (αi jk )∀i jk > 0 be the hyper-parameters, and integers (ni jk )∀i jk ≥ 0 be counts obtained from data. [sent-327, score-2.149]

44 We have that g((ni jk )∀k , (αi jk )∀k ) ≤ − log Γ(v) ≈ 0. [sent-328, score-0.994]

45 1214 if ni j ≥ 1, where v = argmaxx>0 − log Γ(x) ≈ 1. [sent-329, score-0.355]

46 Furthermore, g((ni jk )∀k , (αi jk )∀k ) ≤ − log αi j + log αi jk − f (Ki j , (αi jk )∀k ) if |Ki j | = 1. [sent-331, score-1.988]

47 Thus g((ni jk )∀k , (αi jk )∀k ) = − log Γ(αi j + ni j ) ≤ − log Γ(1 + ∑ αi jk ). [sent-336, score-1.832]

48 ∏k∈Ki j Γ(αi jk + ni jk ) k∈Ki j / Because v = argmaxx>0 − log Γ(x), we have − log Γ(1 + ∑k∈Ki j αi jk ) ≤ − log Γ(v). [sent-337, score-1.86]

49 Lemma 6 Let Πi be the parent set of Xi , (αi jk )∀i jk > 0 be the hyper-parameters, and integers (ni jk )∀i jk ≥ 0 be counts obtained from data. [sent-341, score-2.149]

50 We have that g((ni jk )∀k , (αi jk )∀k ) ≤ 0 if ni j ≥ 2. [sent-342, score-1.293]

51 Proof If ni j ≥ 2, we use the relation Γ(x + ∑k ak ) ≥ Γ(x + 2) ∏k Γ(ak ), for x ≥ 0, ∀k ak ≥ 1 and ∑k ak ≥ 2. [sent-343, score-0.474]

52 Finally, g((ni jk )∀k , (αi jk )∀k ) = − log Γ(αi j + ni j ) ≤ − log Γ(2 + ∑ αi jk ) ≤ 0, ∏k∈Ki j Γ(αi jk + ni jk ) k∈Ki j / because Γ(2 + ∑k∈Ki j αi jk ) ≥ 1. [sent-346, score-3.608]

53 Thus, we conclude that the parent set i Π0 has better score than Πi , and the desired result follows from Lemma 1. [sent-349, score-0.329]

54 i Lemma 8 Given the BDeu score, (αi jk )∀i jk > 0, and integers (ni jk )∀i jk ≥ 0 such that αi j ≤ 0. [sent-350, score-1.932]

55 8349 and |Ki j | ≥ 2 for a given j, then f (Ki j , (αi jk )∀k ) ≤ −|Ki j | · log ri . [sent-351, score-0.641]

56 8349 (for all k), we have αi j ) ri αi j αi j = log Γ(αi j ) − |Ki j | log Γ( + 1) + |Ki j | log ri ri αi j Γ( ri + 1) = log Γ(αi j ) − |Ki j | log − |Ki j | log ri αi j f (Ki j , (αi jk )∀k ) = log Γ(αi j ) − |Ki j | log Γ( = |Ki j | log Γ(αi j )1/|Ki j | αi j − |Ki j | log ri . [sent-353, score-1.543]

57 8349 is a bound for αi j that ensures this last inequality to hold when ri = |Ki j | = 2, which is the worst-case scenario (greater values of ri and |Ki j | make the left-hand side decrease and the right-hand side increase). [sent-357, score-0.26]

58 675 DE C AMPOS AND J I Theorem 9 Given the BDeu score and two parent sets Π0 and Πi for a node Xi such that Π0 ⊂ Πi i i and αΠi ≤ 0. [sent-359, score-0.389]

59 8349 for every j, if si (Π0 ) > −|KiΠi | log ri then neither Πi nor any superset Π′ ⊃ Πi i i ij are optimal parent sets for Xi . [sent-360, score-0.43]

60 Proof We have that si (Π0 ) > −|KiΠi | log ri = i ∑ Π j∈Ji i : Π |Ki j i |≥2 −|KiΠi | log ri + j Π ∑ − log ri , Π j∈Ji i : |Ki j i |=1 which by Lemma 8 is greater than or equal to ∑ Π j∈Ji i : Π |Ki j i |≥2 f (KiΠi , (αΠi )∀k ) + j i jk ∑ Π j∈Ji i : − log ri . [sent-361, score-1.18]

61 Π |Ki j i |=1 Now, Lemma 7 suffices to show that Πi is not a optimal parent set, because − log ri = log Π′ i Π i αi jk Π αi j i for any k. [sent-362, score-0.845]

62 As we see later in the experiments, the practical size of the cache after the application of the properties is small even for considerably large networks, and both Lemma 1 and Theorem 9 help reducing the cache size, while Theorem 9 also help to reduce computations. [sent-372, score-0.426]

63 In such case, it is a feasible structure for the network and we compare its score against the best score so 676 E FFICIENT S TRUCTURE L EARNING OF BAYESIAN N ETS far (which is updated if needed). [sent-378, score-0.404]

64 Otherwise, there must be a directed cycle in the graph, which is then broken into subcases by forcing some arcs to be absent/present. [sent-379, score-0.287]

65 This is the same idea as in the inclusion-exclusion principle of combinatorics employed over the set of arcs that formed the cycle and ensures that we never process the same graph twice, and also ensures that all subgraphs are covered. [sent-384, score-0.254]

66 The initialization of the algorithm is as follows: • C : (Xi , Πi ) → R is the cache with the scores for all the variables and their possible parent configurations. [sent-385, score-0.459]

67 This is constructed using a queue and analyzing parent sets according to the properties of Section 4, which saves (in practice) a large amount of space and time. [sent-386, score-0.308]

68 All the structural constraints are considered in this construction so that only valid parent sets are stored. [sent-387, score-0.29]

69 • G is the graph created by taking the best parent configuration for each node without checking for acyclicity (so it is not necessarily a DAG), and s is the score of G . [sent-388, score-0.469]

70 The order is such that the top of the queue contains always the triple of greatest s, while the bottom has the triple of smallest s. [sent-394, score-0.293]

71 bottom is a user parameter that controls how frequent elements will be picked from the bottom of the queue instead of the usual removal from the top. [sent-401, score-0.251]

72 If Gcur is a DAG, then update (Gbest , sbest ) with (Gcur , scur ), discard the current element and start the loop again (if Gcur came from the top of Q, then the algorithm stops—no other graph in the queue can be better than Gcur ). [sent-409, score-0.381]

73 (b) Recompute (G , s) from (Gcur , scur ) such that the new parent set of Xay+1 in G complies with this new Hcur . [sent-421, score-0.258]

74 This is done by searching in the cache C(Xay+1 , Πay+1 ) for the best parent set. [sent-422, score-0.389]

75 If there is a parent set in the cache that satisfies Hcur , then – Include the triple (G , Hcur , s) into Q. [sent-423, score-0.447]

76 Note that as Gcur is the graph with the greatest score that respects Hcur , any other graph within the subspace defined by Hcur will have worse score. [sent-438, score-0.251]

77 678 E FFICIENT S TRUCTURE L EARNING OF BAYESIAN N ETS If Gcur has score greater than sbest , then the graph Gcur is checked for cycles, as it may or may not be acyclic (all we know is that Gcur is a relaxed solution within the subspace Hcur ). [sent-446, score-0.248]

78 Moreover, if the acyclic Gcur was extracted from the top of Q, then the algorithm may stop, as all the other elements in the queue have lower score (this is guaranteed by the priority of the queue). [sent-448, score-0.346]

79 Two characteristics must be kept by the branch step: (i) Hcur must be fully represented in the subcases (so we do not miss any graph), and (ii) the subcases must be disjoint (so we do not process the same graph more than once). [sent-451, score-0.264]

80 Because of that, the algorithm runs at most ∏i |C(Xi )| steps, where |C(Xi )| is the size of the cache for Xi (there are not more ways to combine parent sets than that number). [sent-462, score-0.389]

81 The B&B; algorithm as described alternately picks elements from the top and from the bottom of the queue (the percentage of elements from the bottom is controlled by the user parameter bottom). [sent-464, score-0.311]

82 However, there is an important difference between elements from the top and the bottom: top elements improve the upper bound for the global score, because we know that the global score is less than or equal to the highest score in the queue. [sent-466, score-0.442]

83 In fact, we know that an element from the bottom, if not a DAG, will generate new elements of the queue whose subspaces have upper bound score less than that of the originating elements, which certainly put them again in the bottom of the queue. [sent-469, score-0.389]

84 Experiments We perform experiments to show the benefits of the reduced cache and search space. [sent-620, score-0.268]

85 Table 1 presents the used memory in MB (first block), the time in seconds (second block) and number of steps in local score evaluations (third block) for the cache construction, using the properties of Section 4. [sent-626, score-0.416]

86 7 2111 2272 Table 2: Final cache characteristics: maximum number of parents (average by node; between parenthesis is presented the actual maximum number), actual cache size, and (approximate) search space implied by the cache. [sent-762, score-0.568]

87 In Table 2 we present the final cache characteristics, where we find the most attractive results, for instance, the small cache sizes when compared to the worst case. [sent-767, score-0.426]

88 The worst-case is the total number of nodes in the data set minus one, apart from lung (where we have set a limit of at most six parents) and wdbc (with at most eight parents). [sent-769, score-0.258]

89 network adult breast car letter lung mushroom nursery wdbc zoo adult breast car letter lung mushroom nursery wdbc zoo adult breast car letter lung mushroom nursery wdbc zoo adult breast car letter lung mushroom nursery wdbc zoo Score -286902. [sent-780, score-2.274]

90 That is because smoothing the different parent sets by the stronger prior makes harder to see large differences in scores, and consequently the properties that would reduce the cache size are less effective. [sent-1088, score-0.389]

91 The scores obtained by each algorithm (in percentage against the value obtained by B&B;) and the corresponding time are shown in Table 3 (excluding the cache construction). [sent-1101, score-0.314]

92 With the reduced cache presented here, finding the best structure for a given ordering is very fast, so it is possible to run OS over millions of orderings in a short period of time. [sent-1106, score-0.314]

93 network adult car letter lung mushroom nursery wdbc zoo time(s) 0. [sent-1121, score-0.572]

94 Time (in seconds) to find the global optimum, cache size (number of stored scores) and (reduced) space for the search. [sent-1131, score-0.252]

95 Note that the cache size, the search space and consequently the time to solve the problems have substantially decreased. [sent-1135, score-0.268]

96 Because of that, we are able to generate random structural constraints that are certainly valid for this true Bayesian network (approximately n constraints for each case). [sent-1138, score-0.253]

97 Each line contains the mean and standard deviation of ten executions (using random generated networks) for time and cache size with and without constraints (using the same data sets in order to compare them). [sent-1141, score-0.264]

98 This happens because the properties that reduce the cache size and search space are much more effective under small-sized data sets. [sent-1147, score-0.268]

99 Conclusions This paper describes novel properties of decomposable score functions to learn Bayesian network structure from data. [sent-1227, score-0.251]

100 Such properties allow the construction of a cache with all possible local scores of nodes and their parents without large memory consumption, which can later be used by searching algorithms. [sent-1228, score-0.479]


similar papers computed by tfidf model

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