Efficient Bayesian network structure learning via local Markov boundary search

Neural Information Processing Systems 

We analyze the complexity of learning directed acyclic graphical models from observational data in general settings without specific distributional assumptions. Our approach is information-theoretic and uses a local Markov boundary search procedure in order to recursively construct ancestral sets in the underlying graphical model. Perhaps surprisingly, we show that for certain graph ensembles, a simple forward greedy search algorithm (i.e. This substantially improves the sample complexity, which we show is at most polynomial in the number of nodes. This is then applied to learn the entire graph under a novel identifiability condition that generalizes existing conditions from the literature.