Learning registered point processes from idiosyncratic observations

Hongteng Xu, Lawrence Carin, Hongyuan Zha

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to learn a "registered" point process that accounts for shared structure, as well as "warping" functions that characterize idiosyncratic aspects of each observed sequence. Under reasonable constraints, in each iteration we update the sample-specific warping functions by solving a set of constrained nonlinear programming problems in parallel, and update the model by maximum likelihood estimation. The justifiability, complexity and robustness of the proposed method are investigated in detail, and the influence of sequence stitching on the learning results is discussed empirically. Experiments on both synthetic and real-world data demonstrate that the method yields explainable point process models, achieving encouraging results compared to state-of-the-art methods.
Original languageEnglish (US)
Title of host publication35th International Conference on Machine Learning, ICML 2018
PublisherInternational Machine Learning Society (IMLS)rasmussen@ptd.net
Pages8662-8675
Number of pages14
ISBN (Print)9781510867963
StatePublished - Jan 1 2018
Externally publishedYes

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