The purpose of this paper is to present and evaluate a heuristic algorithm
for learning Bayesian networks for clustering. Our approach is based upon i
mproving the Naive-Bayes model by means of constructive induction. A key id
ea in this approach is to treat expected data as real data. This allows us
to complete the database and to take advantage of factorable closed forms f
or the marginal likelihood. In order to get such an advantage, we search fo
r parameter values using the EM algorithm or another alternative approach t
hat we have developed: a hybridization of the Bound and Collapse method and
the EM algorithm, which results in a method that exhibits a faster converg
ence rate and a more effective behaviour than the EM algorithm. Also, we co
nsider the possibility of interleaving runnings of these two methods after
each structural change. We evaluate our approach on synthetic and real-worl
d databases. (C) 1999 Elsevier Science B.V. All rights reserved.