A Pre-Screening Approach for Faster Bayesian Network Structure Learning

International audienceLearning the structure of Bayesian networks from data is a NP-Hard problem that involves optimization over a super-exponential sized space. Still, in many real-life datasets a number of the arcs contained in the final structure correspond to strongly related pairs of variables and can be identified efficiently with information-theoretic metrics. In this work, we propose a meta-algorithm to accelerate any existing Bayesian network structure learning method. It contains an additional arc pre-screening step allowing to narrow the structure learning task down to a subset of the original variables, thus reducing the overall problem size. We conduct extensive experiments on both public benchmarks and private industrial datasets, showing that this approach enables a significant decrease in computational time and graph complexity for little to no decrease in performance score