论文标题
部分可观测时空混沌系统的无模型预测
HyperHawkes: Hypernetwork based Neural Temporal Point Process
论文作者
论文摘要
储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。
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.