The role of local partial independence in learning of Bayesian networks

Bayesian networks are one of the most widely used tools for modeling multivariate systems. It has been demonstrated that more expressive models, which can capture additional structure in each conditional probability table (CPT), may enjoy improved predictive performance over traditional Bayesian networks despite having fewer parameters. Here we investigate this phenomenon for models of various degree of expressiveness on both extensive synthetic and real data. To characterize the regularities within CPTs in terms of independence relations, we introduce the notion of partial conditional independence (PCI) as a generalization of the well-known concept of context-specific independence (CSI). To model the structure of the CPTs, we use different graph-based representations which are convenient from a learning perspective. In addition to the previously studied decision trees and graphs, we introduce the concept of PCI-trees as a natural extension of the CSI-based trees. To identify plausible models we use the Bayesian score in combination with a greedy search algorithm. A comparison against ordinary Bayesian networks shows that models with local structures in general enjoy parametric sparsity and improved out-of-sample predictive performance, however, often it is necessary to regulate the model fit with an appropriate model structure prior to avoid overfitting in the learning process. The tree structures, in particular, lead to high quality models and suggest considerable potential for further exploration.