Constraint-free Graphical Model with Fast Learning Algorithm
This addresses the challenge of complex constraints in Markov network learning for researchers in machine learning and statistics, though it appears incremental as it builds on existing information geometry concepts.
The paper tackles the problem of learning Markov networks from data by proposing a constraint-free graphical model that simplifies structure and parameter learning using local computations, with experiments confirming appropriate algorithm performance.
In this paper, we propose a simple, versatile model for learning the structure and parameters of multivariate distributions from a data set. Learning a Markov network from a given data set is not a simple problem, because Markov networks rigorously represent Markov properties, and this rigor imposes complex constraints on the design of the networks. Our proposed model removes these constraints, acquiring important aspects from the information geometry. The proposed parameter- and structure-learning algorithms are simple to execute as they are based solely on local computation at each node. Experiments demonstrate that our algorithms work appropriately.