11.2 Learning Belief Networks

A belief network gives a probability distribution over a set of random variables. We cannot always expect an expert to be able to provide an accurate model; often we want to learn a network from data.

Learning a belief network from data can mean many different things depending on how much prior information is known and how complete the data set is. In the simplest case, the structure is given, all of the variables are observed in each example, and only the probabilities must be learned. At the other extreme, you may not even know what variables should be hypothesized to account for the data, and there may be missing data, which cannot be assumed to be missing at random.