改进了非参数贝叶斯网络的带宽选择,让模型在真实数据上更准更快。
Bandwidth Selectors on Semiparametric Bayesian Networks
- 用交叉验证和插值法替代传统正态规则选带宽
- 更多数据下性能超越传统方法,尤其在大样本时优势明显
- 适合需要高精度概率建模的研究者,如医疗或金融预测
半参数贝叶斯网络(SPBNs)结合参数与非参数模型,可灵活学习复杂数据分布。其中非参数部分采用核密度估计(KDE),其带宽矩阵是控制偏差与方差权衡的关键超参数。传统上假设数据正态,使用正态规则估计带宽,但真实数据常偏离正态,导致密度估计不佳、预测性能下降。本文首次建立先进带宽选择方法的理论框架,评估交叉验证与插值法对SPBN性能的影响。我们扩展了开源工具PyBNesian,集成多种带宽选择技术,并进行广泛实验。结果表明,新方法能更有效利用增加的数据信息,优于正态规则;无偏交叉验证在样本量较大时表现最佳,显著提升学习能力与适用性。
原文摘要 · Abstract (English)
Semiparametric Bayesian networks (SPBNs) integrate parametric and non-parametric probabilistic models, offering flexibility in learning complex data distributions from samples. In particular, kernel density estimators (KDEs) are employed for the non-parametric component. Under the assumption of data normality, the normal rule is used to learn the bandwidth matrix for the KDEs in SPBNs. This matrix is the key hyperparameter that controls the trade-off between bias and variance. However, real-world data often deviates from normality, potentially leading to suboptimal density estimation and reduced predictive performance. This paper first establishes the theoretical framework for the application of state-of-the-art bandwidth selectors and subsequently evaluates their impact on SPBN performance. We explore the approaches of cross-validation and plug-in selectors, assessing their effectiveness in enhancing the learning capability and applicability of SPBNs. To support this investigation, we have extended the open-source package PyBNesian for SPBNs with the additional bandwidth selection techniques and conducted extensive experimental analyses. Our results demonstrate that the proposed bandwidth selectors leverage increasing information more effectively than the normal rule, which, despite its robustness, stagnates with more data. In particular, unbiased cross-validation generally outperforms the normal rule, highlighting its advantage in high sample size scenarios.
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