RLBayes: a Bayesian Network Structure Learning Algorithm via Reinforcement Learning-Based Search Strategy

The score-based structure learning of Bayesian network (BN) is an effective way to learn BN models, which are regarded as some of the most compelling probabilistic graphical models in the field of representation and reasoning under uncertainty. However, the search space of structure learning grows super-exponentially as the number of variables increases, which makes BN structure learning an NP-hard problem, as well as a combination optimization problem (COP). Despite the successes of many heuristic methods on it, the results of the structure learning of BN are usually unsatisfactory. Inspired by Q-learning, in this paper, a Bayesian network structure learning algorithm via reinforcement learning-based (RL-based) search strategy is proposed, namely RLBayes. The method borrows the idea of RL and tends to record and guide the learning process by a dynamically maintained Q-table. By creating and maintaining the dynamic Q-table, RLBayes achieve storing the unlimited search space within limited space, thereby achieving the structure learning of BN via Q-learning. Not only is it theoretically proved that RLBayes can converge to the global optimal BN structure, but also it is experimentally proved that RLBayes has a better effect than almost all other heuristic search algorithms.