Learning non-parametric Markov networks with mutual information
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Publication:6289906
arXiv1708.02497MaRDI QIDQ6289906FDOQ6289906
Teemu Roos, Xiao Yang, Janne Leppä-aho, Santeri Räisänen
Publication date: 8 August 2017
Abstract: We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual information which is used to create a non-parametric test for multivariate conditional independence. This independence test is then combined with an efficient constraint-based algorithm for learning the graph structure. The performance of the method is evaluated on several synthetic data sets and it is shown to learn considerably more accurate structures than competing methods when the dependencies between the variables involve non-linearities.
Has companion code repository: https://github.com/janlepppa/graph_learn_mi
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