neural hawke process
The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
Many events occur in the world. Some event types are stochastically excited or inhibited--in the sense of having their probabilities elevated or decreased--by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM. This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.
The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
Many events occur in the world. Some event types are stochastically excited or inhibited--in the sense of having their probabilities elevated or decreased--by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM . This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.
- North America > United States > Maryland > Baltimore (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
- North America > United States > California > Los Angeles County > Long Beach (0.04)
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Reviews: The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
The proposed submission deals with an interesting and important problem: how to automatically learn the potentially complex temporal influence structures for the multivariate Hawkes process. The proposed neutrally self-modulating multivariate point process model can capture a range of superadditive, subadditive, or even subtractive influence structures from the historical events on the future event, and the model is quite flexible. Also, the model in evaluated on both the synthetic and the real data, and yields a competitive likelihood and prediction accuracy under missing data. Compared with existing work, one potential contribution of this submission is in the increased flexibility of the proposed model. First, in modeling the intensity function, a non-linear transfer function is introduced and is applied to the original defined intensity for multivariate Hawkes processes.
The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
Many events occur in the world. Some event types are stochastically excited or inhibited--in the sense of having their probabilities elevated or decreased--by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM. This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.
- North America > United States > Maryland > Baltimore (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
- North America > United States > California > Los Angeles County > Long Beach (0.04)
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Early Rumor Detection Using Neural Hawkes Process with a New Benchmark Dataset
Little attention has been paid on \underline{EA}rly \underline{R}umor \underline{D}etection (EARD), and EARD performance was evaluated inappropriately on a few datasets where the actual early-stage information is largely missing. To reverse such situation, we construct BEARD, a new \underline{B}enchmark dataset for \underline{EARD}, based on claims from fact-checking websites by trying to gather as many early relevant posts as possible. We also propose HEARD, a novel model based on neural \underline{H}awkes process for \underline{EARD}, which can guide a generic rumor detection model to make timely, accurate and stable predictions. Experiments show that HEARD achieves effective EARD performance on two commonly used general rumor detection datasets and our BEARD dataset.
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- Information Technology (0.46)
- Information Technology > Communications > Social Media (1.00)
- Information Technology > Artificial Intelligence > Natural Language (1.00)
- Information Technology > Artificial Intelligence > Machine Learning > Neural Networks > Deep Learning (0.49)
- Information Technology > Artificial Intelligence > Machine Learning > Statistical Learning (0.46)
HyperHawkes: Hypernetwork based Neural Temporal Point Process
Dubey, Manisha, Srijith, P. K., Desarkar, Maunendra Sankar
Temporal point process serves as an essential tool for modeling time-to-event data in continuous time space. Despite having massive amounts of event sequence data from various domains like social media, healthcare etc., real world application of temporal point process faces two major challenges: 1) it is not generalizable to predict events from unseen sequences in dynamic environment 2) they are not capable of thriving in continually evolving environment with minimal supervision while retaining previously learnt knowledge. To tackle these issues, we propose \textit{HyperHawkes}, a hypernetwork based temporal point process framework which is capable of modeling time of occurrence of events for unseen sequences. Thereby, we solve the problem of zero-shot learning for time-to-event modeling. We also develop a hypernetwork based continually learning temporal point process for continuous modeling of time-to-event sequences with minimal forgetting. In this way, \textit{HyperHawkes} augments the temporal point process with zero-shot modeling and continual learning capabilities. We demonstrate the application of the proposed framework through our experiments on two real-world datasets. Our results show the efficacy of the proposed approach in terms of predicting future events under zero-shot regime for unseen event sequences. We also show that the proposed model is able to predict sequences continually while retaining information from previous event sequences, hence mitigating catastrophic forgetting for time-to-event data.
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- Asia > India > Telangana > Hyderabad (0.04)
- Health & Medicine (0.66)
- Banking & Finance (0.46)
The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
Mei, Hongyuan, Eisner, Jason M.
Many events occur in the world. Some event types are stochastically excited or inhibited--in the sense of having their probabilities elevated or decreased--by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM. This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events.
The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
Mei, Hongyuan, Eisner, Jason M.
Many events occur in the world. Some event types are stochastically excited or inhibited--in the sense of having their probabilities elevated or decreased--by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM. This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed thestream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.
- North America > United States > Maryland > Baltimore (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
- North America > United States > California > Los Angeles County > Long Beach (0.04)
- (3 more...)
The Neural Hawkes Process: A Neurally Self-Modulating Multivariate Point Process
Many events occur in the world. Some event types are stochastically excited or inhibited---in the sense of having their probabilities elevated or decreased---by patterns in the sequence of previous events. Discovering such patterns can help us predict which type of event will happen next and when. We model streams of discrete events in continuous time, by constructing a neurally self-modulating multivariate point process in which the intensities of multiple event types evolve according to a novel continuous-time LSTM. This generative model allows past events to influence the future in complex and realistic ways, by conditioning future event intensities on the hidden state of a recurrent neural network that has consumed the stream of past events. Our model has desirable qualitative properties. It achieves competitive likelihood and predictive accuracy on real and synthetic datasets, including under missing-data conditions.
- North America > United States > Maryland > Baltimore (0.04)
- North America > United States > California > Santa Clara County > Palo Alto (0.04)
- North America > United States > California > Los Angeles County > Long Beach (0.04)
- (3 more...)