# Scalable Structure Learning of Continuous-Time Bayesian Networks from Incomplete Data

arXiv: https://arxiv.org/abs/1909.04570 · HTML: https://mlsanity.com/paper/1909.04570/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 10 Sep 2019.

## Built on by (most cited first, 1 of 1)

- [Active Learning of Continuous-time Bayesian Networks through Interventions](https://mlsanity.com/paper/2105.14742/) (2021)

## Abstract (arXiv)

Continuous-time Bayesian Networks (CTBNs) represent a compact yet powerful framework for understanding multivariate time-series data. Given complete data, parameters and structure can be estimated efficiently in closed-form. However, if data is incomplete, the latent states of the CTBN have to be estimated by laboriously simulating the intractable dynamics of the assumed CTBN. This is a problem, especially for structure learning tasks, where this has to be done for each element of a super-exponentially growing set of possible structures. In order to circumvent this notorious bottleneck, we develop a novel gradient-based approach to structure learning. Instead of sampling and scoring all possible structures individually, we assume the generator of the CTBN to be composed as a mixture of generators stemming from different structures. In this framework, structure learning can be performed via a gradient-based optimization of mixture weights. We combine this approach with a new variational method that allows for a closed-form calculation of this mixture marginal likelihood. We show the scalability of our method by learning structures of previously inaccessible sizes from synthetic and real-world data.