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A Dirichlet Mixture Model of Hawkes Processes for Event Sequence Clustering

NeurIPS 2017 · Probabilistic and scientific modeling › Molecules and proteins · approach: Neural point-process models

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DMHP instead of MMHP+DPGMMEvent-sequence clustering on sine-like synthetic data (C=5) · Sine-like impact, K=2–5clustering purity: 0.5917 -> 0.9898; 0.5565 -> 0.9683; 0.5112 -> 0.9360; 0.4656 -> 0.9055Helped
Use DMHP instead of MMHP+DPGMMEvent-sequence clustering on piecewise-constant synthetic data (C=5) · Piecewise-constant impact, K=2–5clustering purity: 0.5913 -> 0.8085; 0.4517 -> 0.7715; 0.3876 -> 0.7056; 0.3245 -> 0.6774Helped
Use DMHP instead of MMHP+DPGMMICU patient-flow clustering · ICU Patientclustering consistency: 0.3313 -> 0.3778Helped
Use DMHP instead of MMHP+DPGMMIPTV user clustering · IPTV Userclustering consistency: 0.1382 -> 0.2004Helped
Allocate more inner iterations as outer iterations progress rather than fixing or decreasing the allocation (ablation)DMHP learning algorithm · Eight synthetic datasetsnegative log-likelihood convergenceHelped
Use open-loop control to adapt inner-iteration allocation instead of heuristic allocation (ablation)DMHP learning algorithm · Eight synthetic datasetsnegative log-likelihood convergenceHelped
Use Bayesian optimization to adapt inner-iteration allocation instead of heuristic allocation (ablation)DMHP learning algorithm · Eight synthetic datasetsnegative log-likelihood convergenceHelped
Allocate many inner iterations early rather than updating responsibilities frequently (ablation)DMHP learning algorithm · Synthetic datasetsresponsibility certaintyHurt

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