Abstract: Methods for discovery of a Markov boundary from data constitute one of the most important recent developments in pattern recognition and applied statistics, primarily because they offer a principled solution to the variable/feature selection problem and give insight about local causal structure. Even though there is always a single Markov boundary of the response variable in faithful distributions, distributions with violations of the intersection property of probability theory may have multiple Markov boundaries. Such distributions are abundant in practical data-analytic applications, and there are several reasons why it is important to discover all Markov boundaries from such data. The present invention is a novel computer implemented generative method (termed TIE*) that can discover all Markov boundaries from a data sample drawn from a distribution. TIE* can be instantiated to discover all and only Markov boundaries independent of data distribution.

Abstract: The invention relates to a method for automatically analyzing data and constructing data classification models based on the data. In an embodiment of the method, the method includes selecting a best combination of methods from a plurality of classification, predictor selection, and data preparatory methods; and determining a best model that corresponds to one or more best parameters of the classification, predictor selection, and data preparatory methods for the data to be analyzed. The best model; and returning a small set of predictors sufficient for the classification task.