Title
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.
Year
Venue
Field
2012
NIPS
Mathematical optimization,Multiplicative function,Regression,Computer science,Matrix (mathematics),Bayesian network,Artificial intelligence,Partition (number theory),Machine learning,Scalability,Exponential growth
DocType
Volume
ISSN
Conference
2012
1049-5258
Citations 
PageRank 
References 
8
0.62
12
Authors
3
Name
Order
Citations
PageRank
Jeremy C. Weiss1267.10
Sriraam Natarajan248249.32
David Page353361.12