Abstract
We introduce an information theoretic criterion for Bayesian network structure learning which we call quotient normalized maximum likelihood (qNML). In contrast to the closely related factorized normalized maximum likelihood criterion, qNML satisfies the property of score equivalence. It is also decomposable and completely free of adjustable hyperparameters. For practical computations, we identify a remarkably accurate approximation proposed earlier by Szpankowski and Weinberger. Experiments on both simulated and real data demonstrate that the new criterion leads to parsimonious models with good predictive accuracy.
Original language | English |
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Title of host publication | International Conference on Artificial Intelligence and Statistics, 9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands |
Editors | Amos Storkey, Fernando Perez-Cruz |
Publisher | JMLR |
Pages | 948-957 |
Number of pages | 10 |
Publication status | Published - 1 Jan 2018 |
MoE publication type | A4 Conference publication |
Event | International Conference on Artificial Intelligence and Statistics - Playa Blanca, Spain Duration: 9 Apr 2018 → 11 Apr 2018 Conference number: 21 |
Publication series
Name | Proceedings of Machine Learning Research |
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Publisher | PMLR |
Volume | 84 |
ISSN (Electronic) | 1938-7228 |
Conference
Conference | International Conference on Artificial Intelligence and Statistics |
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Abbreviated title | AISTATS |
Country/Territory | Spain |
City | Playa Blanca |
Period | 09/04/2018 → 11/04/2018 |