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Intensity-Free Learning of Temporal Point Processes

ICLR 2020 · Time series › Causal and generative time series · approach: Generative temporal point processes · 22 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Model inter-event times with a flexible log-normal mixture instead of a unimodal distributionTemporal point process event-time prediction · Real-world datasetstest NLLHelped
Use LogNormMix instead of RMTPP/GompertzTemporal point process event-time prediction · Real-world datasetstest NLLHelped
Use DSFlow instead of a unimodal distributionTemporal point process event-time prediction · Real-world datasetstest NLLHelped
Add weekday and evening-hour metadata (ablation)LogNormMix · Yelptest lossHelped
Add history embedding (ablation)LogNormMix · Yelptest lossMixed
Fill missing intervals with model-generated samples and optimize expected log-likelihood (ablation)LogNormMix · Hawkes1, missing-data imputationNLL on the fully observed sequenceHelped
Ignore missing intervals during training (ablation)LogNormMix · Hawkes1, missing-data imputationNLL on the fully observed sequenceHurt
Fill missing intervals with the observed-data average inter-event time (ablation)LogNormMix · Hawkes1, missing-data imputationNLL on the fully observed sequenceHurt
Use a log-normal mixture rather than a single log-normal distributionTemporal point process event-time prediction · Real-world datasetstest NLLHelped

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