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213
Bayesian Network Classifiers
, 1997
"... Recent work in supervised learning has shown that a surprisingly simple Bayesian classifier with strong assumptions of independence among features, called naive Bayes, is competitive with stateoftheart classifiers such as C4.5. This fact raises the question of whether a classifier with less restr ..."
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Cited by 587 (22 self)
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Recent work in supervised learning has shown that a surprisingly simple Bayesian classifier with strong assumptions of independence among features, called naive Bayes, is competitive with stateoftheart classifiers such as C4.5. This fact raises the question of whether a classifier with less restrictive assumptions can perform even better. In this paper we evaluate approaches for inducing classifiers from data, based on the theory of learning Bayesian networks. These networks are factored representations of probability distributions that generalize the naive Bayesian classifier and explicitly represent statements about independence. Among these approaches we single out a method we call Tree Augmented Naive Bayes (TAN), which outperforms naive Bayes, yet at the same time maintains the computational simplicity (no search involved) and robustness that characterize naive Bayes. We experimentally tested these approaches, using problems from the University of California at Irvine repository, and compared them to C4.5, naive Bayes, and wrapper methods for feature selection.
The Bayesian Structural EM Algorithm
, 1998
"... In recent years there has been a flurry of works on learning Bayesian networks from data. One of the hard problems in this area is how to effectively learn the structure of a belief network from incomplete datathat is, in the presence of missing values or hidden variables. In a recent paper, I in ..."
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Cited by 220 (12 self)
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In recent years there has been a flurry of works on learning Bayesian networks from data. One of the hard problems in this area is how to effectively learn the structure of a belief network from incomplete datathat is, in the presence of missing values or hidden variables. In a recent paper, I introduced an algorithm called Structural EM that combines the standard Expectation Maximization (EM) algorithm, which optimizes parameters, with structure search for model selection. That algorithm learns networks based on penalized likelihood scores, which include the BIC/MDL score and various approximations to the Bayesian score. In this paper, I extend Structural EM to deal directly with Bayesian model selection. I prove the convergence of the resulting algorithm and show how to apply it for learning a large class of probabilistic models, including Bayesian networks and some variants thereof.
Efficient approximations for the marginal likelihood of Bayesian networks with hidden variables
 Machine Learning
, 1997
"... We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace approximation and the less accurate but more efficient BIC/MD ..."
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Cited by 178 (10 self)
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We discuss Bayesian methods for learning Bayesian networks when data sets are incomplete. In particular, we examine asymptotic approximations for the marginal likelihood of incomplete data given a Bayesian network. We consider the Laplace approximation and the less accurate but more efficient BIC/MDL approximation. We also consider approximations proposed by Draper (1993) and Cheeseman and Stutz (1995). These approximations are as efficient as BIC/MDL, but their accuracy has not been studied in any depth. We compare the accuracy of these approximations under the assumption that the Laplace approximation is the most accurate. In experiments using synthetic data generated from discrete naiveBayes models having a hidden root node, we find that (1) the BIC/MDL measure is the least accurate, having a bias in favor of simple models, and (2) the Draper and CS measures are the most accurate. 1
Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
, 2000
"... We are interested in estimating the average e#ect of a binary treatment on a scalar outcome. If assignment to the treatment is independent of the potential outcomes given pretreatment variables, biases associated with simple treatmentcontrol average comparisons can be removed by adjusting for di#er ..."
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Cited by 167 (15 self)
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We are interested in estimating the average e#ect of a binary treatment on a scalar outcome. If assignment to the treatment is independent of the potential outcomes given pretreatment variables, biases associated with simple treatmentcontrol average comparisons can be removed by adjusting for di#erences in the pretreatmentvariables. Rosenbaum and Rubin #1983, 1984# show that adjusting solely for di#erences between treated and control units in a scalar function of the pretreatment variables, the propensity score, also removes the entire bias associated with di#erences in pretreatment variables. Thus it is possible to obtain unbiased estimates of the treatment e#ect without conditioning on a possibly highdimensional vector of pretreatment variables. Although adjusting for the propensity score removes all the bias, this can come at the expense of e#ciency. We show that weighting with the inverse of a nonparametric estimate of the propensity score, rather than the true propensity scor...
Analyzing Incomplete Political Science Data: An Alternative Algorithm for Multiple Imputation
 American Political Science Review
, 2000
"... We propose a remedy for the discrepancy between the way political scientists analyze data with missing values and the recommendations of the statistics community. Methodologists and statisticians agree that "multiple imputation" is a superior approach to the problem of missing data scattered through ..."
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Cited by 141 (40 self)
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We propose a remedy for the discrepancy between the way political scientists analyze data with missing values and the recommendations of the statistics community. Methodologists and statisticians agree that "multiple imputation" is a superior approach to the problem of missing data scattered through one's explanatory and dependent variables than the methods currently used in applied data analysis. The reason for this discrepancy lies with the fact that the computational algorithms used to apply the best multiple imputation models have been slow, difficult to implement, impossible to run with existing commercial statistical packages, and demanding of considerable expertise. In this paper, we adapt an existing algorithm, and use it to implement a generalpurpose, multiple imputation model for missing data. This algorithm is considerably faster and easier to use than the leading method recommended in the statistics literature. We also quantify the risks of current missing data practices, ...
Parameter learning of logic programs for symbolicstatistical modeling
 Journal of Artificial Intelligence Research
, 2001
"... We propose a logical/mathematical framework for statistical parameter learning of parameterized logic programs, i.e. de nite clause programs containing probabilistic facts with a parameterized distribution. It extends the traditional least Herbrand model semantics in logic programming to distributio ..."
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Cited by 92 (19 self)
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We propose a logical/mathematical framework for statistical parameter learning of parameterized logic programs, i.e. de nite clause programs containing probabilistic facts with a parameterized distribution. It extends the traditional least Herbrand model semantics in logic programming to distribution semantics, possible world semantics with a probability distribution which is unconditionally applicable to arbitrary logic programs including ones for HMMs, PCFGs and Bayesian networks. We also propose a new EM algorithm, the graphical EM algorithm, thatrunsfora class of parameterized logic programs representing sequential decision processes where each decision is exclusive and independent. It runs on a new data structure called support graphs describing the logical relationship between observations and their explanations, and learns parameters by computing inside and outside probability generalized for logic programs. The complexity analysis shows that when combined with OLDT search for all explanations for observations, the graphical EM algorithm, despite its generality, has the same time complexity as existing EM algorithms, i.e. the BaumWelch algorithm for HMMs, the InsideOutside algorithm for PCFGs, and the one for singly connected Bayesian networks that have beendeveloped independently in each research eld. Learning experiments with PCFGs using two corpora of moderate size indicate that the graphical EM algorithm can signi cantly outperform the InsideOutside algorithm. 1.
Analysis of incomplete climate data: Estimation of mean values and covariance matrices and imputation of missing values
, 2001
"... Estimating the mean and the covariance matrix of an incomplete dataset and filling in missing values with imputed values is generally a nonlinear problem, which must be solved iteratively. The expectation maximization (EM) algorithm for Gaussian data, an iterative method both for the estimation of m ..."
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Cited by 54 (3 self)
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Estimating the mean and the covariance matrix of an incomplete dataset and filling in missing values with imputed values is generally a nonlinear problem, which must be solved iteratively. The expectation maximization (EM) algorithm for Gaussian data, an iterative method both for the estimation of mean values and covariance matrices from incomplete datasets and for the imputation of missing values, is taken as the point of departure for the development of a regularized EM algorithm. In contrast to the conventional EM algorithm, the regularized EM algorithm is applicable to sets of climate data, in which the number of variables typically exceeds the sample size. The regularized EM algorithm is based on iterated analyses of linear regressions of variables with missing values on variables with available values, with regression coefficients estimated by ridge regression, a regularized regression method in which a continuous regularization parameter controls the filtering of the noise in the data. The regularization parameter is determined by generalized crossvalidation, such as to minimize, approximately, the expected mean squared error of the imputed values. The regularized EM algorithm can estimate, and exploit for the imputation of missing values, both synchronic and diachronic covariance matrices, which may contain information on spatial covariability, stationary temporal covariability, or cyclostationary temporal covariability. A test of the regularized EM algorithm with simulated surface temperature data demonstrates that the algorithm is applicable to typical sets of climate data and that it leads to more accurate estimates of the missing values than a conventional noniterative imputation technique.
Updating Probabilities
, 2002
"... As examples such as the Monty Hall puzzle show, applying conditioning to update a probability distribution on a "naive space", which does not take into account the protocol used, can often lead to counterintuitive results. Here we examine why. A criterion known as CAR ("coarsening at random") in t ..."
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Cited by 53 (6 self)
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As examples such as the Monty Hall puzzle show, applying conditioning to update a probability distribution on a "naive space", which does not take into account the protocol used, can often lead to counterintuitive results. Here we examine why. A criterion known as CAR ("coarsening at random") in the statistical literature characterizes when "naive" conditioning in a naive space works. We show that the CAR condition holds rather infrequently, and we provide a procedural characterization of it, by giving a randomized algorithm that generates all and only distributions for which CAR holds. This substantially extends previous characterizations of CAR. We also consider more generalized notions of update such as Jeffrey conditioning and minimizing relative entropy (MRE). We give a generalization of the CAR condition that characterizes when Jeffrey conditioning leads to appropriate answers, and show that there exist some very simple settings in which MRE essentially never gives the right results. This generalizes and interconnects previous results obtained in the literature on CAR and MRE.
Update rules for parameter estimation in Bayesian networks
, 1997
"... This paper reexamines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in online learning [12]. We provide a unified framework for parameter estimation that encompasses both online learning, where the model is co ..."
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Cited by 53 (2 self)
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This paper reexamines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in online learning [12]. We provide a unified framework for parameter estimation that encompasses both online learning, where the model is continuously adapted to new data cases as they arrive, and the more traditional batch learning, where a preaccumulated set of samples is used in a onetime model selection process. In the batch case, our framework encompassesboth the gradient projection algorithm [2, 3] and the EM algorithm [14] for Bayesian networks. The framework also leads to new online and batch parameter update schemes, including a parameterized version of EM. We provide both empirical and theoretical results indicating that parameterized EM allows faster convergence to the maximum likelihood parameters than does standard EM. 1 Introduction Over the past few years, there has been a growing interest in the problem of le...
Multiple imputation for multivariate missingdata problems: a data analyst's perspective
 Multivariate Behavioral Research
, 1998
"... Analyses of multivariate data are frequently hampered by missing values. Until recently, the only missingdata methods available to most data analysts have been relatively ad hoc practices such as listwise deletion. Recent dramatic advances in theoretical and computational statistics, however, hav ..."
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Cited by 44 (1 self)
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Analyses of multivariate data are frequently hampered by missing values. Until recently, the only missingdata methods available to most data analysts have been relatively ad hoc practices such as listwise deletion. Recent dramatic advances in theoretical and computational statistics, however, have produced a new generation of flexible procedures with a sound statistical basis. These procedures involve multiple imputation (Rubin, 1987), a simulation technique that replaces each missing datum with a set of m>1 plausible values. The m versions of the complete data are analyzed by standard completedata methods, and the results are combined using simple rules to yield estimates, standard errors, and pvalues that formally incorporate missingdata uncertainty. New computational algorithms and software described in a recent book (Schafer, 1997) allow us to create proper multiple imputations in complex multivariate settings. This article reviews the key ideas of multiple imputation, discusses the software programs currently available, and demonstrates their use on data from