Timezone: »
A temporal point process is a mathematical model for a time series of discrete events, which covers various applications. Recently, recurrent neural network (RNN) based models have been developed for point processes and have been found effective. RNN based models usually assume a specific functional form for the time course of the intensity function of a point process (e.g., exponentially decreasing or increasing with the time since the most recent event). However, such an assumption can restrict the expressive power of the model. We herein propose a novel RNN based model in which the time course of the intensity function is represented in a general manner. In our approach, we first model the integral of the intensity function using a feedforward neural network and then obtain the intensity function as its derivative. This approach enables us to both obtain a flexible model of the intensity function and exactly evaluate the log-likelihood function, which contains the integral of the intensity function, without any numerical approximations. Our model achieves competitive or superior performances compared to the previous state-of-the-art methods for both synthetic and real datasets.
Author Information
Takahiro Omi (The University of Tokyo & RIKEN AIP)
naonori ueda (RIKEN AIP)
Kazuyuki Aihara (The University of Tokyo)
More from the Same Authors
-
2022 Poster: Symplectic Spectrum Gaussian Processes: Learning Hamiltonians from Noisy and Sparse Data »
Yusuke Tanaka · Tomoharu Iwata · naonori ueda -
2021 Poster: Permuton-induced Chinese Restaurant Process »
Masahiro Nakano · Yasuhiro Fujiwara · Akisato Kimura · Takeshi Yamada · naonori ueda -
2021 Poster: Loss function based second-order Jensen inequality and its application to particle variational inference »
Futoshi Futami · Tomoharu Iwata · naonori ueda · Issei Sato · Masashi Sugiyama -
2006 Poster: Logistic Regression for Single Trial EEG Classification »
Ryota Tomioka · Kazuyuki Aihara · Klaus-Robert Müller -
2006 Spotlight: Logistic Regression for Single Trial EEG Classification »
Ryota Tomioka · Kazuyuki Aihara · Klaus-Robert Müller