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This paper describes a new data mining algorithm to learn Bayesian networks structures from incomplete data based on extended Evolutionary programming (EP) method and the Minimum Description Length (MDL) metric. This problem is characterized by a huge solution space with a highly multimodal landscape. The algorithm presents fitness function based on expectation, which converts incomplete data to complete data utilizing current best structure of evolutionary process. Aiming at preventing and overcoming premature convergence, the algorithm combines the restart strategy into EP. The experimental results illustrate that our algorithm can learn a good structure from incomplete data. [ABSTRACT FROM AUTHOR]