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C-NTPP: Learning Cluster-Aware Neural Temporal Point Process

AAAI 2023 · Time series › Causal and generative time series · approach: Generative temporal point processes · 5 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add event-clustered attention to the global-attention encoder (ablation)c-NTPP · SYN, FIN, MMC, RET, SOnegative log-likelihood per event: SYN: 2.610 -> 2.557; FIN: 1.195 -> 1.180; MMC: 2.665 -> 2.178; RET: 7.379 -> 7.234; SO: 2.571 -> 2.551Helped
Add event-clustered attention (ablation)c-NTPP · RETRMSE: 91.86 -> 92.42 (mean); 91.86 -> 92.71 (attention)Hurt
Add event-clustered attention (ablation)c-NTPP · SYN, FIN, MMC, RET, SOnext event marker accuracy: SYN: 75.26 -> 75.26; FIN: 62.63 -> 62.61; MMC: 59.88 -> 69.18; RET: 58.59 -> 59.13; SO: 43.23 -> 43.51Mixed
Use mean rather than attention aggregation across inferred clusters (ablation)c-NTPP · SYN, FIN, MMC, RET, SOnegative log-likelihood per event: 2.558 vs 2.557; 1.173 vs 1.180; 2.138 vs 2.178; 7.400 vs 7.234; 2.551 vs 2.692Mixed
Use mean rather than attention aggregation across inferred clusters (ablation)c-NTPP · SYN, FIN, MMC, RET, SORMSE: 1.516 vs 1.513; 11.35 vs 11.35; 5.506 vs 5.503; 92.42 vs 92.71; 8.661 vs 8.541Mixed
Use mean rather than attention aggregation across inferred clusters (ablation)c-NTPP · SYN, FIN, MMC, RET, SOnext event marker accuracy: 75.26 vs 75.26; 62.59 vs 62.61; 73.25 vs 69.18; 58.56 vs 59.13; 43.86 vs 43.51Mixed
Set maximum cluster number K to 1, making the model degenerate to THP (ablation)c-NTPP · TPP modelingnegative log-likelihood per eventNo clear effect
Use a sequential variational cluster model for event-cluster inferencec-NTPP · SEPNMI: 0.8044 -> 0.9837Helped
Use a sequential variational cluster model for event-cluster inferencec-NTPP · OVLNMI: 0.1392 -> 0.4231Helped

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