Chen, Yi-Chun;
Wheeler, Tim A;
Kochenderfer, Mykel J;
(2017)
Learning Discrete Bayesian Networks from Continuous Data.
Journal of Artificial Intelligence Research
, 59
pp. 103-132.
10.1613/jair.5371.
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Abstract
Learning Bayesian networks from raw data can help provide insights into the relationships between variables. While real data often contains a mixture of discrete and continuous-valued variables, many Bayesian network structure learning algorithms assume all random variables are discrete. Thus, continuous variables are often discretized when learning a Bayesian network. However, the choice of discretization policy has significant impact on the accuracy, speed, and interpretability of the resulting models. This paper introduces a principled Bayesian discretization method for continuous variables in Bayesian networks with quadratic complexity instead of the cubic complexity of other standard techniques. Empirical demonstrations show that the proposed method is superior to the established minimum description length algorithm. In addition, this paper shows how to incorporate existing methods into the structure learning process to discretize all continuous variables and simultaneously learn Bayesian network structures.
Type: | Article |
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Title: | Learning Discrete Bayesian Networks from Continuous Data |
Open access status: | An open access version is available from UCL Discovery |
DOI: | 10.1613/jair.5371 |
Publisher version: | https://doi.org/10.1613/jair.5371 |
Language: | English |
Additional information: | This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > UCL School of Management |
URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10174629 |
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