Update rules for parameter estimation in Bayesian networks (1997)by E. Bauer, D. Koller, and Y. Singer
Abstract:
This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for parameter estimation that encompasses both on-line learning, where the model is continuously adapted to new data cases as they arrive, and the more traditional batch learning, where a pre-accumulated set of samples is used in a one-time model selection process. In the batch case, our framework encompasses both the gradient projection algorithm and the EM algorithm for Bayesian networks. The framework also leads to new on-line 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.
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E. Bauer, D. Koller, and Y. Singer (1997). "Update rules for parameter estimation in Bayesian networks." Proc. Thirteenth Annual Conference on Uncertainty in AI (UAI) (pp. 3-13).
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Bibtex citation
@inproceedings{Bauer+al:UAI97,
author = "E. Bauer and D. Koller and Y. Singer",
booktitle = "Proc. Thirteenth Annual Conference on Uncertainty in
AI (UAI)",
title = "Update rules for parameter estimation in Bayesian
networks",
pages = "3--13",
year = "1997",
}
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