Probabilistic Methods for Financial and Marketing Informatics

Chapter 4

Learning Bayesian Networks

Up until the early 1990s the DAG in a Bayesian network was ordinarily hand-constructed by a domain expert. Then the conditional probabilities were assessed by the expert, learned from data, or obtained using a combination of both techniques. Eliciting Bayesian networks from experts can be a laborious and difficult process in the case of large networks. As a result, researchers developed methods that could learn the DAG from data. Furthermore, they formalized methods for learning the conditional probabilities from data. We discuss these methods next. In a Bayesian network the DAG is called the structure ...