Large-Sample Learning of Bayesian Networks is NP-Hard
David Maxwell Chickering, David Heckerman, Christopher Meek; 5(Oct):1287--1330, 2004.
AbstractIn this paper, we provide new complexity results for algorithms that learn discrete-variable Bayesian networks from data. Our results apply whenever the learning algorithm uses a scoring criterion that favors the simplest structure for which the model is able to represent the generative distribution exactly. Our results therefore hold whenever the learning algorithm uses a consistent scoring criterion and is applied to a sufficiently large dataset. We show that identifying high-scoring structures is NP-hard, even when any combination of one or more of the following hold: the generative distribution is perfect with respect to some DAG containing hidden variables; we are given an independence oracle; we are given an inference oracle; we are given an information oracle; we restrict potential solutions to structures in which each node has at most k parents, for all k>=3.
Our proof relies on a new technical result that we establish in the
appendices. In particular, we provide a method for constructing the
local distributions in a Bayesian network such that the resulting
joint distribution is provably perfect with respect to the structure
of the network.