Required sample size for learning sparse Bayesian networks with many variables
Machine Learning
2007-05-23 v1 Probability
Abstract
Learning joint probability distributions on n random variables requires exponential sample size in the generic case. Here we consider the case that a temporal (or causal) order of the variables is known and that the (unknown) graph of causal dependencies has bounded in-degree Delta. Then the joint measure is uniquely determined by the probabilities of all (2 Delta+1)-tuples. Upper bounds on the sample size required for estimating their probabilities can be given in terms of the VC-dimension of the set of corresponding cylinder sets. The sample size grows less than linearly with n.
Cite
@article{arxiv.cs/0204052,
title = {Required sample size for learning sparse Bayesian networks with many variables},
author = {Pawel Wocjan and Dominik Janzing and Thomas Beth},
journal= {arXiv preprint arXiv:cs/0204052},
year = {2007}
}
Comments
9 pages