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The FEDHC Bayesian Network Learning Algorithm

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  • Michail Tsagris

    (Department of Economics, University of Crete, Gallos Campus, 74100 Rethymnon, Greece)

Abstract

The paper proposes a new hybrid Bayesian network learning algorithm, termed Forward Early Dropping Hill Climbing (FEDHC), devised to work with either continuous or categorical variables. Further, the paper manifests that the only implementation of MMHC in the statistical software R is prohibitively expensive, and a new implementation is offered. Further, specifically for the case of continuous data, a robust to outliers version of FEDHC, which can be adopted by other BN learning algorithms, is proposed. The FEDHC is tested via Monte Carlo simulations that distinctly show that it is computationally efficient, and that it produces Bayesian networks of similar to, or of higher accuracy than MMHC and PCHC. Finally, an application of FEDHC, PCHC and MMHC algorithms to real data, from the field of economics, is demonstrated using the statistical software R .

Suggested Citation

  • Michail Tsagris, 2022. "The FEDHC Bayesian Network Learning Algorithm," Mathematics, MDPI, vol. 10(15), pages 1-28, July.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:15:p:2604-:d:872142
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    References listed on IDEAS

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    Cited by:

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