Semiparametric Bayesian Networks
This work addresses the need for more flexible yet tractable probabilistic models in machine learning, though it appears incremental as it builds on existing Bayesian network types and algorithms.
The authors tackled the problem of combining parametric and nonparametric models in Bayesian networks to balance complexity and flexibility, resulting in an algorithm that accurately learns these components and achieves performance comparable to state-of-the-art methods.
We introduce semiparametric Bayesian networks that combine parametric and nonparametric conditional probability distributions. Their aim is to incorporate the advantages of both components: the bounded complexity of parametric models and the flexibility of nonparametric ones. We demonstrate that semiparametric Bayesian networks generalize two well-known types of Bayesian networks: Gaussian Bayesian networks and kernel density estimation Bayesian networks. For this purpose, we consider two different conditional probability distributions required in a semiparametric Bayesian network. In addition, we present modifications of two well-known algorithms (greedy hill-climbing and PC) to learn the structure of a semiparametric Bayesian network from data. To realize this, we employ a score function based on cross-validation. In addition, using a validation dataset, we apply an early-stopping criterion to avoid overfitting. To evaluate the applicability of the proposed algorithm, we conduct an exhaustive experiment on synthetic data sampled by mixing linear and nonlinear functions, multivariate normal data sampled from Gaussian Bayesian networks, real data from the UCI repository, and bearings degradation data. As a result of this experiment, we conclude that the proposed algorithm accurately learns the combination of parametric and nonparametric components, while achieving a performance comparable with those provided by state-of-the-art methods.