cs.LGApr 30, 2026

Differentiable latent structure discovery for interpretable forecasting in clinical time series

Authors: Ivan Lerner, Jean Feydy, Alexandre Kalimouttou, Anita Burgun, Francis Bach

Organizations: Universit´e Paris Cit´e and Universit´e Sorbonne Paris Nord, INRIA, Inserm, HEKA, Paris, 75015, France. · Department of Medical Informatics, Assistance Publique Hˆopitaux de Paris (AP-HP), Georges Pompidou European Hospital, Paris, France. · SIERRA, Inria Paris, Paris, 75015, France. · D´epartement d’Informatique de l’´Ecole Normale Sup´erieure, France. · PSL Research University, Paris, France.

Abstract

Background: Timely, uncertainty-aware forecasting from irregular electronic health records (EHR) can support critical-care decisions, yet most approaches either impute to a grid or sacrifice interpretability. We introduce StructGP, a continuous-time multi-task Gaussian process that couples process convolutions with differentiable structure learning to uncover a sparse, ordered directed acyclic graph (DAG) of inter-variable dependencies while preserving principled uncertainty. We further propose LP-StructGP, which augments StructGP with latent pathways-shared, temporally shifted trajectories inferred via subject-specific coupling filters and a softmax gating mechanism-to capture cross-patient progression patterns. Both models are trained under sparsity and acyclicity constraints (augmented Lagrangian, Adam) using scalable low-rank updates. Results: In simulations, the approach reliably recovers ground-truth graphs (Structural Hamming Distance approaching 0 as cohorts grow) and pathway assignments (high Adjusted Rand Index). On a MIMIC-IV septic shock cohort (n=1,008; norepinephrine, creatinine, mean arterial pressure), StructGP improves short-horizon (6 h) forecasting over independent-task baselines (average RMSE 0.68 [95%CI: 0.63--0.74] vs. 0.88 [0.83-0.94]) and, with 15 additional inputs, markedly outperforms unstructured kernels (0.63 [0.58-0.69] vs. 3.02 [2.85-3.18]) with superior calibration (coverage 0.96 vs. 0.84). On the PhysioNet Challenge (12k patients, 41 variables), StructGP attains competitive accuracy (MAE 3.72e-2) relative to a state-of-the-art graph neural model while maintaining calibrated uncertainty. Conclusion: These results show that structured process convolutions with latent pathways deliver interpretable, scalable, and well-calibrated forecasting for irregular clinical time series.

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