Genome sequencing technologies have the potential to transform clinical decision making and biomedical research by enabling high-throughput measurements of the genome at a granular level. However, to truly understand mechanisms of disease and predict the effects of medical interventions, high-throughput data must be integrated with demographic, phenotypic, environmental, and behavioral data from individuals. Further, effective knowledge discovery methods must infer relationships between these data types. We recently proposed a pipeline (CausalMGM) to achieve this. CausalMGM uses probabilistic graphical models to infer the relationships between variables in the data; however, CausalMGM's graphical structure learning algorithm can only handle small datasets efficiently. We propose a new methodology (piPref-Div) that selects the most informative variables for CausalMGM, enabling it to scale. We validate the efficacy of piPref-Div against other feature selection methods and demonstrate how the use of the full pipeline improves breast cancer outcome prediction and provides biologically interpretable views of gene expression data.