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Learning Temporal Point Processes via Reinforcement Learning

NeurIPS 2018 · Reinforcement learning › Policy gradient and actor-critic · approach: Policy gradients for special settings · 50 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
train policy via RL with analytic RKHS reward instead of MLE (RMTPP, similar RNN with exponential output)RNN point process · 8 synthetic and real datasets, empirical intensityintensity fit (qualitative)Helped
RLPP vs adversarial WGANTPP trainingRLPP · synthetic and real datasets, empirical intensityintensity fit (qualitative)No clear effect
RLPP vs parametric models under model misspecificationRLPP · synthetic and real datasetsintensity fit (qualitative)Helped
use single-LSTM policy with analytic reward instead of generator plus discriminator LSTMsRLPP vs WGANTPP · runtime averaged over datasetstraining time: 1560m -> 80mHelped
RLPP vs RMTPP training timeRLPP · runtime averaged over datasetstraining time: 60m -> 80mHurt
RLPP vs LGCPRLPP · 911 and MIMIC empirical intensityintensity fit (qualitative)No clear effect
RLPP vs LGCP runtimeRLPP · 911 dataset 5% subsettraining time (min): 127 mins -> 80 minsHelped

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