Overview of the network scores implemented in bnlearn, with the respective reference publications.
Available scores (and the respective labels) for discrete Bayesian networks (categorical variables) are:
the multinomial log-likelihood (loglik
) score, which is
equivalent to the entropy measure used in Weka.
the Akaike Information Criterion score (aic
).
the Bayesian Information Criterion score (bic
), which is
equivalent to the Minimum Description Length (MDL) and is also
known as Schwarz Information Criterion.
Chickering DM (1995). "A Transformational Characterization of Equivalent Bayesian Network Structures". Proceedings of the Eleventh Annual Conference on Uncertainty in Artificial Intelligence, 87--98.
the predictive log-likelihood (pred-loglik
) computed on
a separate test set.
Chickering DM, Heckerman D (2000). "A Comparison of Scientific and Engineering Criteria for Bayesian Model Selection". Statistics and Computing, 10:55--62.
Scutari M, Vitolo C, Tucker A (2019). "Learning Bayesian Networks from Big Data with Greedy Search: Computational Complexity and Efficient Implementation". Statistics and Computing, online first.
the logarithm of the Bayesian Dirichlet equivalent (uniform)
score (bde
) (also denoted BDeu), a score equivalent Dirichlet
posterior density.
Heckerman D, Geiger D, Chickering DM (1995). "Learning Bayesian Networks: The Combination of Knowledge and Statistical Data". Machine Learning, 20(3):197--243.
Castelo R, Siebes A (2000). "Priors on Network Structures. Biasing the Search for Bayesian Networks". International Journal of Approximate Reasoning, 24(1):39--57.
the logarithm of the Bayesian Dirichlet sparse score
(bds
) (BDs), a sparsity-inducing Dirichlet posterior density (not
score equivalent).
Scutari M (2016). "An Empirical-Bayes Score for Discrete Bayesian Networks". Journal of Machine Learning Research, 52:438--448.
the logarithm of the Bayesian Dirichlet score with Jeffrey's prior (not score equivalent).
Suzuki J (2016). "A Theoretical Analysis of the BDeu Scores in Bayesian Network Structure Learning". Behaviormetrika, 44(1):97--116.
the logarithm of the modified Bayesian Dirichlet equivalent
score (mbde
) for mixtures of experimental and observational data
(not score equivalent).
Cooper GF, Yoo C (1999). "Causal Discovery from a Mixture of Experimental and Observational Data". Proceedings of the Fifteenth Annual Conference on Uncertainty in Artificial Intelligence, 116--125.
the logarithm of the locally averaged Bayesian Dirichlet score
(bdla
, not score equivalent).
Cano A, Gomez-Olmedo M, Masegosa AR, Moral S (2013). "Locally Averaged Bayesian Dirichlet Metrics for Learning the Structure and the Parameters of Bayesian Networks". International Journal of Approximate Reasoning, 54:526--540.
the logarithm of the K2 score (k2
), a Dirichlet
posterior density (not score equivalent).
Korb K, Nicholson AE (2010). Bayesian Artificial Intelligence. Chapman & Hall/CRC, 2nd edition.
Available scores (and the respective labels) for Gaussian Bayesian networks (normal variables) are:
the multivariate Gaussian log-likelihood (loglik-g
)
score.
the corresponding Akaike Information Criterion score
(aic-g
).
the corresponding Bayesian Information Criterion score
(bic-g
).
Geiger D, Heckerman D (1994). "Learning Gaussian Networks". Proceedings of the Tenth Annual Conference on Uncertainty in Artificial Intelligence, 235--243.
the predictive log-likelihood (pred-loglik-g
) computed
on a separate test set. The reference paper is the same as that for
pred-loglik
. It is currently implemented to be score-equivalent
like pred-loglik
, but that may be subject to change.
a score equivalent Gaussian posterior density (bge
).
Kuipers J, Moffa G, Heckerman D (2014). "Addendum on the Scoring of Gaussian Directed Acyclic Graphical Models". The Annals of Statistics, 42(4):1689--1691.
Available scores (and the respective labels) for hybrid Bayesian networks (mixed categorical and normal variables) are:
the conditional linear Gaussian log-likelihood
(loglik-cg
) score.
the corresponding Akaike Information Criterion score
aic-cg
).
the corresponding Bayesian Information Criterion score
(bic-cg
).
the predictive log-likelihood (pred-loglik-cg
) computed
on a separate test set. The reference paper is the same as that for
pred-loglik
.
Other scores (and the respective labels):
a custom decomposable (custom
) score interface that
takes an R function as an argument. It can be used to trial experimental
score functions without having to code them in C and hook them up to the
internals of bnlearn.