Learning Large-Scale Bayesian Networks with the sparsebn Package

Learning graphical models from data is an important problem with wide applications, ranging from genomics to the social sciences. Nowadays datasets often have upwards of thousands---sometimes tens or hundreds of thousands---of variables and far fewer samples. To meet this challenge, we have developed a new R package called sparsebn for learning the structure of large, sparse graphical models with a focus on Bayesian networks. While there are many existing software packages for this task, this package focuses on the unique setting of learning large networks from high-dimensional data, possibly with interventions. As such, the methods provided place a premium on scalability and consistency in a high-dimensional setting. Furthermore, in the presence of interventions, the methods implemented here achieve the goal of learning a causal network from data. Additionally, the sparsebn package is fully compatible with existing software packages for network analysis.Comment: To appear in the Journal of Statistical Software, 39 pages, 7 figure

Ancestral Causal Inference

Constraint-based causal discovery from limited data is a notoriously difficult challenge due to the many borderline independence test decisions. Several approaches to improve the reliability of the predictions by exploiting redundancy in the independence information have been proposed recently. Though promising, existing approaches can still be greatly improved in terms of accuracy and scalability. We present a novel method that reduces the combinatorial explosion of the search space by using a more coarse-grained representation of causal information, drastically reducing computation time. Additionally, we propose a method to score causal predictions based on their confidence. Crucially, our implementation also allows one to easily combine observational and interventional data and to incorporate various types of available background knowledge. We prove soundness and asymptotic consistency of our method and demonstrate that it can outperform the state-of-the-art on synthetic data, achieving a speedup of several orders of magnitude. We illustrate its practical feasibility by applying it on a challenging protein data set.Comment: In Proceedings of Advances in Neural Information Processing Systems 29 (NIPS 2016

Advances in Learning Bayesian Networks of Bounded Treewidth

This work presents novel algorithms for learning Bayesian network structures with bounded treewidth. Both exact and approximate methods are developed. The exact method combines mixed-integer linear programming formulations for structure learning and treewidth computation. The approximate method consists in uniformly sampling $k$-trees (maximal graphs of treewidth $k$), and subsequently selecting, exactly or approximately, the best structure whose moral graph is a subgraph of that $k$-tree. Some properties of these methods are discussed and proven. The approaches are empirically compared to each other and to a state-of-the-art method for learning bounded treewidth structures on a collection of public data sets with up to 100 variables. The experiments show that our exact algorithm outperforms the state of the art, and that the approximate approach is fairly accurate.Comment: 23 pages, 2 figures, 3 table

Connectionist Theory Refinement: Genetically Searching the Space of Network Topologies

An algorithm that learns from a set of examples should ideally be able to exploit the available resources of (a) abundant computing power and (b) domain-specific knowledge to improve its ability to generalize. Connectionist theory-refinement systems, which use background knowledge to select a neural network's topology and initial weights, have proven to be effective at exploiting domain-specific knowledge; however, most do not exploit available computing power. This weakness occurs because they lack the ability to refine the topology of the neural networks they produce, thereby limiting generalization, especially when given impoverished domain theories. We present the REGENT algorithm which uses (a) domain-specific knowledge to help create an initial population of knowledge-based neural networks and (b) genetic operators of crossover and mutation (specifically designed for knowledge-based networks) to continually search for better network topologies. Experiments on three real-world domains indicate that our new algorithm is able to significantly increase generalization compared to a standard connectionist theory-refinement system, as well as our previous algorithm for growing knowledge-based networks.Comment: See http://www.jair.org/ for any accompanying file

Learning a bayesian network from ordinal data

Bayesian networks are graphical models that represent the joint distributionof a set of variables using directed acyclic graphs. When the dependence structure is unknown (or partially known) the network can be learnt from data. In this paper, we propose a constraint-based method to perform Bayesian networks structural learning in presence of ordinal variables. The new procedure, called OPC, represents a variation of the PC algorithm. A nonparametric test, appropriate for ordinal variables, has been used. It will be shown that, in some situation, the OPC algorithm is a solution more efficient than the PC algorithm.Structural Learning, Monotone Association, Nonparametric Methods