A maximum entropy approach to learn Bayesian networks from incomplete data

Giorgio Corani, Cassio P. de Campos

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

1 Citation (Scopus)

Abstract

This chapter addresses the problem of estimating the parameters of a Bayesian network from incomplete data. This is a hard problem, which for computational reasons cannot be effectively tackled by a full Bayesian approach. The work around is to search for the estimate with maximum posterior probability. This is usually done by selecting the highest posterior probability estimate among those found by multiple runs of Expectation-Maximization with distinct starting points. However, many local maxima characterize the posterior probability function, and several of them have similar high probability. We argue that high probability is necessary but not sufficient in order to obtain good estimates.We present an approach based on maximum entropy to address this problem and describe a simple and effective way to implement it. Experiments show that our approach produces significantly better estimates than the most commonly used method.

Original languageEnglish
Title of host publicationInterdisciplinary Bayesian Statistics, EBEB 2014
EditorsAdriano Polpo, Francisco Louzada, Marcelo Lauretto, Julio Michael Stern, Laura Letícia Ramos Rifo
PublisherSpringer
Chapter6
Pages69-82
Number of pages14
Volume118
ISBN (Electronic)9783319124537
DOIs
Publication statusPublished - 1 Jan 2015
Externally publishedYes
Event12th Brazilian Meeting on Bayesian Statistics, EBEB 2014 - Atibaia, Brazil
Duration: 10 Mar 201414 Mar 2014

Conference

Conference12th Brazilian Meeting on Bayesian Statistics, EBEB 2014
CountryBrazil
CityAtibaia
Period10/03/1414/03/14

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  • Cite this

    Corani, G., & de Campos, C. P. (2015). A maximum entropy approach to learn Bayesian networks from incomplete data. In A. Polpo, F. Louzada, M. Lauretto, J. M. Stern, & L. L. R. Rifo (Eds.), Interdisciplinary Bayesian Statistics, EBEB 2014 (Vol. 118, pp. 69-82). Springer. https://doi.org/10.1007/978-3-319-12454-4_6