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Learning Conditional Generative Models for Temporal Point Processes

AAAI 2018 · Time series › Causal and generative time series · approach: Generative temporal point processes · 42 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add conditional Wasserstein loss to MLE loss (ablation)Seq2Seq · MIMICPr.Dev.: 0.17 -> 0.10Helped
add conditional Wasserstein loss to MLE loss (ablation)Seq2Seq · LinkedInPr.Dev.: 0.14 -> 0.11Helped
add conditional Wasserstein loss to MLE loss (ablation)Seq2Seq · IPTVPr.Dev.: 1.19 -> 0.95Helped
add conditional Wasserstein loss to MLE loss (ablation)Seq2Seq · NYSEPr.Dev.: 1.55 -> 1.23Helped
add conditional Wasserstein loss to MLE loss (ablation)Seq2Seq · Synthetic IP, SE, SCPa.Dev.: 0.31 -> 0.09 (IP); 0.19 -> 0.02 (SE); 0.12 -> 0.07 (SC)Helped
add conditional Wasserstein loss to MLE loss (ablation)Seq2Seq · Synthetic mixturesPr.Dev.: 0.93 -> 0.76 (IP+SE); 0.48 -> 0.31 (IP+SC); 0.92 -> 0.63 (SC+SE)Helped
use neural seq2seq CWE instead of correctly specified parametric MLE modelCWE · Synthetic IPPa.Dev.: 0.03 -> 0.09Hurt
use CWE instead of misspecified parametric MLE modelsCWE · Real-world datasetsPr.Dev.: 0.15 -> 0.10 (MIMIC vs MLE-SE)Helped
vary Wasserstein-loss weight trade-off sigma (too small or >10) (ablation)CWE · Synthetic SEPa.Dev.Mixed
vary Lipschitz regularization weight lambda (ablation)CWE · Synthetic SEPa.Dev.No clear effect
compare scheduled sampling to Seq2SeqSS · Real-world datasetsPr.Dev.: 1.19 -> 1.13 (IPTV)Helped

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