论文标题

具有深度非平稳内核的时空点过程

Spatio-temporal point processes with deep non-stationary kernels

论文作者

Dong, Zheng, Cheng, Xiuyuan, Xie, Yao

论文摘要

积分过程数据在社交网络,医疗保健和金融等现代应用中变得无处不在。尽管流行的复发性神经网络(RNN)模型具有强大的表现力,但由于其经常性结构,它们可能无法成功捕获数据中复杂的非平稳依赖性。点过程数据的另一种流行类型的深层模型基于神经网络代表影响内核(而不是强度函数)。我们采用后一种方法,并开发出一种新的深层影响核,可以模拟非平稳时空的点过程。主要思想是通过新颖且一般的低秩分解近似影响核,通过深层神经网络和计算效率和更好的性能,从而有效地表示。我们还采用一种新的方法来通过引入对数栏惩罚来维持条件强度的非阴性约束。与模拟和真实数据的最新方法相比,我们证明了我们提出的方法的良好性能和计算效率。

Point process data are becoming ubiquitous in modern applications, such as social networks, health care, and finance. Despite the powerful expressiveness of the popular recurrent neural network (RNN) models for point process data, they may not successfully capture sophisticated non-stationary dependencies in the data due to their recurrent structures. Another popular type of deep model for point process data is based on representing the influence kernel (rather than the intensity function) by neural networks. We take the latter approach and develop a new deep non-stationary influence kernel that can model non-stationary spatio-temporal point processes. The main idea is to approximate the influence kernel with a novel and general low-rank decomposition, enabling efficient representation through deep neural networks and computational efficiency and better performance. We also take a new approach to maintain the non-negativity constraint of the conditional intensity by introducing a log-barrier penalty. We demonstrate our proposed method's good performance and computational efficiency compared with the state-of-the-art on simulated and real data.

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