Does it mean that the best network is always the empty network?

No.

The empty DAG (i.e. the DAG with no arcs) implies the factorization is simply $$P(X_1, \dots, X_n) = P(X_1) \dots P(X_n),$$ which is telling you all variables are independent.

This will be the best network (DAG) if all the variables are actually independent (Remember that independence for a dataset entails a certain tolerance), because the penalization coefficient will make the score lower as any arc is added.

About

Geeks Mental is a community that publishes articles and tutorials about Web, Android, Data Science, new techniques and Linux security.