# Hard and Soft EM in Bayesian Network Learning from Incomplete Data

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## Abstract

**:**

## 1. Introduction

## 2. Methods

#### 2.1. Bayesian Networks

#### 2.2. Missing Data

- Missing completely at random (MCAR): missingness does not depend on the values of the data, missing or observed.
- Missing at random (MAR): missingness depends on the variables in $\mathbf{X}$ only through the observed values in the data.
- Missing not at random (MNAR): the missingness depends on both the observed and the missing values in the data.

#### 2.3. Missing Data Imputation

#### 2.4. The Expectation-Maximisation (EM) Algorithm

- the Expectation step (E-step) consists in computing the expected values of the sufficient statistics $s\left(\mathcal{D}\right)$ for the parameters ${\Theta}_{j}$ using the previous parameter estimates ${\widehat{\Theta}}_{j-1}$;
- the Maximisation step (M-step) takes the sufficient statistics ${\widehat{s}}_{j}$ from the E-step and uses them to update the parameters estimates.

Algorithm 1: The (Soft) Expectation-Maximisation Algorithm (Soft EM) |

Algorithm 2: The Hard EM Algorithm. |

#### 2.5. The EM Algorithm and Bayesian Networks

- the Expectation (E) step consists of computing the expected values of the sufficient statistics (the counts $\left\{{n}_{ijk}\right\}$) using exact inference along the lines described above to make use of incomplete as well as complete samples;
- the Maximisation (M) step takes the sufficient statistics from the E-step and estimates the parameters of the BN.

- in the E-step, we complete the data by computing the expected sufficient statistics using the current network structure;
- in the M-step, we find the structure that maximises the expected score function for the completed data.

## 3. Materials

- Network size: small (from 2 to 20 nodes), medium (from 21 to 50 nodes) and large (more than 50 nodes).
- Missingness balancing: whether the distribution of the missing values over the possible values taken by a node is balanced or unbalanced (that is, some values are missing more often than others).
- Missingness severity: low (⩽1% missing values), medium (1% to 5% missing values) and high (5% to 20% missing values).
- Missingness pattern: whether missing values appear only in root nodes (labelled “root”), only in leaf nodes (“leaf”), in nodes with large number of neighbours (“high degree”) or uniformly on all node types (“fair”). We also consider specific target nodes that represent the variables of interest in the BN (“target”).
- Missing data mechanism: the ampute function of the
**mice**R package [27] has been applied to generated data sets to simulate MCAR, MAR and MNAR missing data mechanisms as described in Section 2.2.

- We generate a complete data set from the BN.
- We introduce missing values in the data from step 1 by hiding a random selection of observed values in a pattern that satisfies the relevant experimental factors (missingness balancing, missingness severity, missingness pattern and missing data mechanism). We perform this step 10 times for each complete data set.
- We check that the proportion of missing values in each incomplete data set from step 2 is within a factor of 0.01 of the missingness severity.
- We perform parameter learning with each EM algorithm and each incomplete data set to estimate the ${\widehat{\Theta}}_{i}$ for each node ${X}_{i}$, which we then use to impute the missing values in those same data sets. As for the network structure, we consider both the DAG of the reference BN and a set network structures with high $P\left(\mathcal{G}\right|\mathcal{D})$.

- The proportion of correct replacements (PCR), defined as the number of missing values that are correctly replaced. Higher values are better.
- The absolute probability difference:$$APD=\sum _{m=1}^{M}|{p}_{m}-{q}_{m}|,$$
- The Kullback–Leibler divergence:$$\begin{array}{cc}& KLD\left(\right)open="["\; close="]">\Theta ||\widehat{\Theta}=\sum _{m=1}^{M}KLD\left(\right)open="["\; close="]">{\Theta}_{\left(m\right)}||{\widehat{\Theta}}_{\left(m\right)}\end{array}$$

- we choose to perturb 15% of nodes in small BNs and 10% of nodes in medium and large BNs, to ensure a fair amount of perturbation across BNs of different size;
- we sample the nodes to perturb;
- and then we apply, to each node, a perturbation chosen at random among single arc removal, single arc addition and single arc reversal.

## 4. Results

**D**and

**F**. Leaf

**D**covers small and medium BNs with balanced missingness distributions and medium or high missingness severity; leaf

**F**covers only large BNs and unbalanced missingness. Finally, leaf

**C**recommends soft and soft-forced EM for small and medium BNs with balanced missingness distributions, low missingness severity and a pattern of missingness that is not fair.

- Hard EM has the lowest $\Delta KLD$ in 44/67 scenarios, compared to 16/67 (soft EM) and 7/67 (soft-forced EM). Soft EM has the highest $\Delta KLD$ in 30/67 triplets, compared to 24/67 (soft-forced) and 13/67 (hard EM). Hence, hard EM can often outperform soft EM in the quality of estimated ${\widehat{\Theta}}_{i}$, and it appears to be the worst-performing only in a minority of simulations. The opposite seems to be true for soft EM, possibly because it converges very slowly or it fails to converge completely in some simulations. The performance of soft-forced EM appears to be not as good as that of hard EM, but not as often the worst as that of soft EM.
- We observe some negative $\Delta KLD$ values for all EM algorithms: 7/67 (hard EM), 8/67 (soft EM), 5/67 (soft-forced). They highlight how all EM algorithms can sometimes fail to converge and produce good parameter estimates for the network structure of the reference BN, but not for the perturbed network structures.
- Hard EM has the lowest $\Delta KLD$ 13/30 times in small networks, 9/14 in medium networks and 21/23 in large networks in a monotonically increasing trend. At the same time, hard EM has the highest $\Delta KLD$ in 8/30 times in small networks, 4/14 in medium networks and 0/23 in large networks, in a monotonically decreasing trend. This suggests that the performance of hard EM improves as the BNs increase in size: it provides the best ${\widehat{\Theta}}_{i}$ more and more frequently, and it is never the worst performer in large networks.
- Soft EM has the lowest $\Delta KLD$ in 12/30 times in small networks, 5/14 in medium networks and 0/23 in large networks in a monotonically increasing trend. At the same time, soft EM has the highest $\Delta KLD$ in 7/30 times in small networks, 6/14 in medium networks and 17/23 in large networks, in a monotonically increasing trend. Hence, we observe that soft EM is increasingly unlikely to be the worst performer as the size of the BN increases, but it is also increasingly likely outperformed by hard EM.
- Soft-forced EM never has the lowest $\Delta KLD$ in medium and large networks. It has the highest $\Delta KLD$ 15/30 times in small networks, 4/14 in medium networks and 4/23 in large networks, in a monotonically decreasing trend (with a large step between small and medium networks, and comparable values for medium and large networks). Again, this suggests that the behaviour of soft-forced EM is an average of that of hard EM and soft EM, occupying the middle ground for medium and large networks.

## 5. Discussion and Conclusions

- Hard EM performs well across BNs of different sizes when the missing pattern is fair; that is, missing data occur independently on the structure of the BN.
- Soft EM should be preferred to hard EM, across BNs of different sizes, when the missing pattern is not fair; that is, missing data occur at nodes of the BN with specific graphical characteristics (root, leaf, high-degree nodes); and when the missingness distribution of nodes is balanced.
- Hard and soft EM perform similarly for medium-size BNs when missing data are unbalanced.

- Hard EM achieves the lowest value of $\Delta KLD$ in most simulation scenarios, reliably outperforming other EM algorithms.
- In terms of robustness, we find no marked difference between soft EM and hard EM for small to medium BNs. On the other hand, hard EM consistently outperforms soft EM for large BNs. In fact, for large BNs hard EM achieves the lowest value of $\Delta KLD$ in all simulations, and it never achieves the highest value of $\Delta KLD$.
- Sometimes all EM algorithms fail to converge and to provide good parameter estimates for the network structure of the true BN, but not for the corresponding perturbed networks.

## Author Contributions

## Funding

## Conflicts of Interest

## Appendix A. Complete List of the Simulation Scenarios

**Table A1.**Complete description of all the combinations of experimental factors covered in the simulation study.

Network | Description | Proportion of Missing Values | Replicates | Sample Size |
---|---|---|---|---|

Asia | Random patterns MNAR e MCAR | 0.05 | 10 | 100, 200, 300, 400, 500, 1000, 1500, 2000 |

0.1 | 10 | 100, 200, 300, 400, 500, 1000, 1500, 2000 | ||

0.2 | 10 | 100, 200, 300, 400, 500, 1000, 1500, 2000 | ||

Sports | Random patterns MNAR e MCAR | 0.05 | 10 | 100, 200, 400, 800, 1200, 1600, 5000 |

0.1 | 10 | 100, 200, 400, 800, 1200, 1600 | ||

Most central nodes | 0.05 | 10 | 100, 200, 400, 800, 1200, 1600, 2000 | |

0.1 | 10 | 100, 200, 400, 800, 1200, 1600 | ||

Alarm | Random patterns MNAR e MCAR | 0.01 | 8 | 200, 400, 600, 1000, 1500 |

0.05 | 8 | 200, 400, 600, 1000, 1500 | ||

Most central nodes | 0.01 | 8 | 200, 400, 600, 1000, 1500 | |

0.05 | 8 | 200, 400, 600, 1000, 1500 | ||

Property | Random patterns MNAR e MCAR | 0.01 | 8 | 200, 400, 800, 1100 |

0.05 | 8 | 400, 800, 1100 | ||

Most central nodes | 0.01 | 8 | 200, 400, 800, 1100 | |

Leaves | 0.01 | 8 | 200, 400, 800, 1100 | |

ForMed | Random patterns MNAR | 0.005 | 8 | 300, 600, 1000, 1400 |

0.01 | 8 | 300, 600, 1000, 1400 | ||

Roots | 0.003 | 8 | 300, 600, 1000, 1400 | |

With high degree | 0.003 | 8 | 300, 600, 1000, 1400 | |

Leaves | 0.006 | 8 | 300, 600, 1000, 1400 | |

Random patterns MCAR | 0.006 | 8 | 300, 600, 1000, 1400 | |

Most central nodes | 0.006 | 8 | 300, 600, 1000, 1400 | |

Pathfinder | Random patterns MNAR | 0.005 | 8 | 300, 600, 1000, 1400 |

0.01 | 8 | 1000 | ||

Most central nodes | 0.005 | 8 | 300,600,1000, 1400 | |

With high degree | 0.005 | 8 | 300,600,1000 | |

leaves | 0.005 | 8 | 300, 600, 1000 | |

Random patterns MCAR | 0.005 | 8 | 300,600,1000 | |

Hailfinder | Random patterns MNAR | 0.03 | 8 | 300, 600, 900, 1200 |

0.005 | 8 | 300, 600, 900, 1200 | ||

Random patterns MCAR | 0.005 | 8 | 300, 600, 900, 1200 | |

Most central nodes | 0.005 | 8 | 300, 600, 900, 1200 | |

Leaves | 0.005 | 8 | 300, 600, 900, 1200 |

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**Figure 2.**Leaf A. No EM algorithm proves to be more effective than the others (data sets with 5% missing data generated from the Alarm BN).

**Figure 3.**Leaf B. Hard EM achieves a value of KLD which is significantly smaller than that achieved by other EM algorithms (data sets with 5% missing data generated from the Property BN).

**Figure 4.**Leaf E. Hard EM achieves a value of KLD which is significantly smaller than that achieved by other EM algorithms (data sets with 1% missing data generated from the Formed BN).

**Figure 5.**Leaf G. Hard EM achieves a value of KLD which is significantly greater than that achieved by other EM algorithms (data sets with 1% missing data generated from the Pathfinder BN).

Network’s Size | Bayesian Network | Number of Nodes |
---|---|---|

small (from 2 to 20 nodes) | Asia | 8 |

Sports | 9 | |

medium (from 21 to 50 nodes) | Alarm | 31 |

Property | 27 | |

large (more than 50 nodes) | Hailfinder | 56 |

Formed | 88 | |

Pathfinder | 109 |

Leaf | Recommended Algorithm | Bayesian Network |
---|---|---|

A | Hard, Soft, Soft-Forced | ASIA ALARM |

B | Hard | SPORTS PROPERTY |

C | Soft, Soft-Forced | SPORTS PROPERTY |

D | Hard | SPORTS PROPERTY |

E | Hard | FORMED PATHFINDER HAILFINDER |

F | Hard | FORMED PATHFINDER HAILFINDER |

G | Soft, Soft-Forced | FORMED PATHFINDER |

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**MDPI and ACS Style**

Ruggieri, A.; Stranieri, F.; Stella, F.; Scutari, M.
Hard and Soft EM in Bayesian Network Learning from Incomplete Data. *Algorithms* **2020**, *13*, 329.
https://doi.org/10.3390/a13120329

**AMA Style**

Ruggieri A, Stranieri F, Stella F, Scutari M.
Hard and Soft EM in Bayesian Network Learning from Incomplete Data. *Algorithms*. 2020; 13(12):329.
https://doi.org/10.3390/a13120329

**Chicago/Turabian Style**

Ruggieri, Andrea, Francesco Stranieri, Fabio Stella, and Marco Scutari.
2020. "Hard and Soft EM in Bayesian Network Learning from Incomplete Data" *Algorithms* 13, no. 12: 329.
https://doi.org/10.3390/a13120329