atlas

Research map / Time series / Causal and generative time series

EasyTPP: Towards Open Benchmarking Temporal Point Processes

ICLR 2024 · Time series › Causal and generative time series · approach: Generative temporal point processes · 6 citations (OpenAlex)

Read the paperCheck your idea against 108,967 papers

AI-extracted summary. Written by AI from the paper's full text. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.

Introduces EasyTPP, an open benchmark and software library for neural temporal point processes, with unified datasets, evaluation programs, and PyTorch/TensorFlow implementations of nine TPP models.

Problem

Neural temporal point process models lack a standardized benchmark, so results are hard to compare and reproduce across datasets, evaluation protocols, and frameworks.

Approach

A central repository that unifies TPP datasets, evaluation metrics (log-likelihood, next-event time/type prediction, long-horizon OTD), batched thinning sampling and NLL computation, and modular PyTorch and TensorFlow implementations of popular neural TPPs under a shared training protocol.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use IFTPP's closed-form log-likelihood evaluation rather than Monte Carlo integrationTPP models · Synthetic, Retweet, and Taxilog-likelihoodHelped
Use FullyNN's intensity architecture, whose PDF does not integrate to 1FullyNN · Synthetic, Retweet, and Taxilog-likelihoodHurt
Use attention-based TPPs instead of non-attention methodsTPP models · Amazon, Taobao, and StackOverflownext-event predictionMixed
Use NHP instead of other evaluated modelsTPP models · Retweet and Taxinext-event predictionHelped
Use neural TPPs instead of classical MHPTPP models · Most evaluation tasksperformanceHelped
Use AttNHP or THP for long-horizon predictionTPP models · RetweetOTDHelped
Use THP for long-horizon predictionTPP models · TaxiOTDHelped
Implement models in TensorFlow instead of PyTorchEquivalent TPP implementations · Predictive abilityrelative difference: [-1.5%, 1.5%]No clear effect

Surprising findings

Limitations

Experimental setup

Datasets: Synthetic Hawkes-1D Amazon Retweet Taxi Taobao StackOverflow

Benchmarks: Synthetic Hawkes-1D Amazon Retweet Taxi Taobao StackOverflow

Metrics: log-likelihood time RMSE type error rate optimal transport distance

Baselines: MHP RMTPP NHP SAHP THP AttNHP FullyNN IFTPP ODETPP

Builds on: Hawkes process RMTPP Neural Hawkes Process Transformer Hawkes Process Intensity-free TPP

Closest papers by meaning

Writing a paper in this area? scime draft is a free LaTeX editor with AI included, real-time co-authors and a check of your references and venue rules before you submit. It also imports OpenAI Prism projects.

Open scime draft

Get the next scime Dispatch and a monthly field update

Free. We send a confirmation link first; every email has a one-click unsubscribe. Privacy