Bayesian Network Learning in R
Given a qualitative Bayesian network structure,
the conditional probability tables, P(xi|pai), are typically estimated with
the maximum likelihood approach from the observed frequencies in the
dataset associated with the network.
In pure Bayesian approaches, Bayesian networks are designed from expert
knowledge and include hyperparameter nodes. Data (usually scarce) is used as
pieces of evidence for incrementally updating the distributions of the
hyperparameters (Bayesian Updating).
It is also possible to machine learn the structure of a Bayesian network, and
two families of methods are available for that purpose.
Constraint-based algorithm: It is based on the probabilistic semantic of
Bayesian networks. Links are added or deleted according to the results of
statistical tests, which identify marginal and conditional independencies.
Score-based algorithm: It is based on a metric that measures the quality
of candidate networks with respect to the observed data. This metric trades
off network complexity against the degree of fit to the data,
which is typically expressed as the likelihood of the data given the network.
As a substrate for learning, Bayesian networks have the advantage that it is
relatively easy to encode prior knowledge in network form, either by fixing
portions of the structure, forbidding relations, or by using prior
distributions over the network parameters. Such prior knowledge can
allow a system to learn accurate models from much fewer data than are
required for clean sheet approaches.
The purpose of this repository is to play with Bayesian Network Learning
using R package bnlearn
Book:
