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Multiplicative Forests for Continuous-Time Processes.


ABSTRACT: Learning temporal dependencies between variables over continuous time is an important and challenging task. Continuous-time Bayesian networks effectively model such processes but are limited by the number of conditional intensity matrices, which grows exponentially in the number of parents per variable. We develop a partition-based representation using regression trees and forests whose parameter spaces grow linearly in the number of node splits. Using a multiplicative assumption we show how to update the forest likelihood in closed form, producing efficient model updates. Our results show multiplicative forests can be learned from few temporal trajectories with large gains in performance and scalability.

SUBMITTER: Weiss JC 

PROVIDER: S-EPMC4182941 | biostudies-literature | 2012

REPOSITORIES: biostudies-literature

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Multiplicative Forests for Continuous-Time Processes.

Weiss Jeremy C JC   Natarajan Sriraam S   Page David D  

Advances in neural information processing systems 20120101


Learning temporal dependencies between variables over continuous time is an important and challenging task. Continuous-time Bayesian networks effectively model such processes but are limited by the number of conditional intensity matrices, which grows exponentially in the number of parents per variable. We develop a partition-based representation using regression trees and forests whose parameter spaces grow linearly in the number of node splits. Using a multiplicative assumption we show how to  ...[more]

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