depynd.markov_networks._gsmn()

depynd.markov_networks._gsmn(X, lamb=0.0, **kwargs)

Learn the structure of Markov random field with glow-shrink Markov network [bromberg2009efficient].

Parameters:
  • X (array, shape (n_samples, n_features)) – Observations of variables.
  • lamb (float) – Threshold for independence tests.
  • kwargs (dict, default None) – Optional parameters for MI estimation.
Returns:

adj – Estimated adjacency matrix of an MRF.
Return type:

array, shape (n_features, n_features)

References

[bromberg2009efficient]Bromberg, Facundo, Dimitris Margaritis, and Vasant Honavar. “Efficient Markov network structure discovery using independence tests.” Journal of Artificial Intelligence Research 35 (2009): 449-484.