论文标题

与随机内核的时空鹰队过程的建模

Modeling of Spatio-Temporal Hawkes Processes with Randomized Kernels

论文作者

Ilhan, Fatih, Kozat, Suleyman Serdar

论文摘要

我们使用点过程研究了时空事件分析。推断事件序列的动态时空临时有许多实际应用,包括犯罪预测,社交媒体分析和交通预测。特别是,我们专注于时空鹰队的过程,这些过程由于其能力捕获事件发生之间的激发能力而被使用。我们介绍了一个基于随机转换和梯度下降的新颖推理框架,以学习该过程。我们通过基于随机的傅立叶特征转换代替空间内核计算。该表示的随机化引入的随机化提供了灵活性,同时建模事件之间的空间激发。此外,该过程描述的系统以可扩展矩阵操作的形式在封闭形式中表示。在优化期间,我们使用最大似然估计方法和梯度下降,同时正确处理阳性和正常限制。实验结果表明,引入方法在合成和真实数据集中拟合的能力方面相对于时空鹰队过程文献中的常规推理方法而取得的改进。我们还分析了事件类型之间的触发相互作用,以及它们通过解释学习参数的解释如何在空间和时间上变化。

We investigate spatio-temporal event analysis using point processes. Inferring the dynamics of event sequences spatiotemporally has many practical applications including crime prediction, social media analysis, and traffic forecasting. In particular, we focus on spatio-temporal Hawkes processes that are commonly used due to their capability to capture excitations between event occurrences. We introduce a novel inference framework based on randomized transformations and gradient descent to learn the process. We replace the spatial kernel calculations by randomized Fourier feature-based transformations. The introduced randomization by this representation provides flexibility while modeling the spatial excitation between events. Moreover, the system described by the process is expressed within closed-form in terms of scalable matrix operations. During the optimization, we use maximum likelihood estimation approach and gradient descent while properly handling positivity and orthonormality constraints. The experiment results show the improvements achieved by the introduced method in terms of fitting capability in synthetic and real datasets with respect to the conventional inference methods in the spatio-temporal Hawkes process literature. We also analyze the triggering interactions between event types and how their dynamics change in space and time through the interpretation of learned parameters.

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