Learning Bounded Tree-width Bayesian Networks using Integer Linear Programming
Pekka Parviainen, Hossein Farahani, Jens Lagergren · 2014
In many applications one wants to compute conditional probabilities given a Bayesian network. This inference problem is NP-hard in general but becomes tractable when the network has low tree-width. Since the infer-ence problem is common in many application areas, we provide a practical algorithm for learning bounded tree-width Bayesian networks. We cast this problem as an integer linear program (ILP). The program can be solved by an anytime algorithm which pro-vides upper bounds to assess the quality of the found solutions. A key component of our program is a novel integer linear formulation for bounding tree-width of a graph. Our tests clearly indicate that our approach works in practice, as our implementation was able to find an optimal or nearly optimal network for most of the data sets.