Learning Bayesian Belief Networks -- An approach based on the MDL principle

A new approach for learning Bayesian belief networks from raw data is presented. The approach is based on Rissanen's Minimal Description Length (MDL) principle, which is particularly well suited for this task. Our approach does not require any prior assumptions about the distribution being learned. In particular, our method can learn unrestricted multiply connected belief networks. Furthermore, unlike other approaches our method allows us to tradeoff accuracy against complexity in the learned model. This is important since if the learned model is very complex (highly connected), it can be computationally intractable to use. In such a case it would be preferable to use a simpler model even if it is less accurate. MDL offers a principled method for making this tradeoff. We also sho