Evolving dynamic Bayesian networks with multi-objective genetic algorithms

A dynamic Bayesian network (DBN) is a probabilistic network that models interdependent entities that change over time. Given example sequences of multivariate data, we use a genetic algorithm to synthesize a network structure that models the causal relationships that explain the sequence. We use a multi-objective evaluation strategy with a genetic algorithm. The multi-objective criteria are a network's probabilistic score and structural complexity score. Our use of Pareto ranking is ideal for this application, because it naturally balances the effect of the likelihood and structural simplicity terms used in the BIC network evaluation heuristic. We use a basic structural scoring formula, which tries to keep the number of links in the network approximately equivalent to the number of variables. We also use a simple representation that favors sparsely connected networks similar in structure to those modeling biological phenomenon. Our experiments show promising results when evolving networks ranging from 10 to 30 variables, using a maximal connectivity of between 3 and 4 parents per node. The results from the multi-objective GA were superior to those obtained with a single objective GA.