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Exact, Fast and Expressive Poisson Point Processes via Squared Neural Families

AAAI 2024 · Optimization › Implicit bias and generalization · approach: Gradient flow and mean-field dynamics · 2 citations (OpenAlex)

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Proposes squared neural Poisson point processes (SNEPPPs), parameterising the intensity as the squared norm of a two-layer network so the integrated intensity has a closed form, and shows convex MLE/MAP in the final layer under a fixed hidden layer.

Problem

Learning nonnegative intensity functions for Poisson point processes that are expressive, admit tractable (exact) integrated intensity, and allow tractable optimisation; kernel/GP intensity methods scale cubically in the number of events.

Approach

Model the intensity as alpha times the squared norm of a two-layer neural network with learnable hidden layer; the integral reduces to a trace against a neural network kernel (NNK), giving closed-form integrals and, with fixed hidden layer, a strictly convex NLL in M = V^T V solvable by projected gradient descent. Also enumerates new closed-form NNKs (exponential family type, homogeneous activatio

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SNEPPP instead of the log-linear mixtureSynthetic PPP · Synthetic PPPNLL (exact): 2.94 ± 0.06 -> 2.91 ± 0.07Helped
Use SNEPPP instead of NyströmSynthetic PPP · Synthetic PPPNLL (MC): 2.86 ± 0.06 -> 2.87 ± 0.07Mixed
Use SNEPPP instead of NyströmSynthetic PPP · Synthetic PPPRMSE: 10.78 ± 0.45 -> 10.56 ± 0.74Helped
Use SNEPPP instead of NyströmSynthetic PPP · Synthetic PPPTime (seconds): 4.19 ± 0.24 -> 3.09 ± 0.09Helped
Use SNEPPP instead of the strongest listed baselineBei · BeiNLL (exact): -0.07 ± 0.02 -> -0.56 ± 0.01Helped
Use SNEPPP instead of NyströmBei · BeiNLL (MC): -0.52 ± 0.02 -> -0.62 ± 0.01Helped
Use SNEPPP instead of the log-linear mixtureBei · BeiCount percent error: 0.02 ± 0.02 -> 0.04 ± 0.03Hurt
Use SNEPPP instead of NyströmBei · BeiTime (seconds): 4.74 ± 0.33 -> 6.20 ± 0.18Hurt
Use SNEPPP instead of the log-linear mixtureClmfires · ClmfiresNLL (exact): -0.08 ± 0.01 -> -0.78 ± 0.03Helped
Use SNEPPP instead of NyströmClmfires · ClmfiresNLL (MC): -0.35 ± 0.03 -> -0.84 ± 0.03Helped
Use SNEPPP instead of RFMClmfires · ClmfiresTime (seconds): 4.17 ± 0.31 -> 7.07 ± 0.17Hurt
Use SNEPPP instead of the log-linear mixtureCopper · CopperNLL (exact): 0.19 ± 0.02 -> 0.85 ± 0.90Hurt

Surprising findings

Limitations

Experimental setup

Datasets: bei clmfires copper synthetic R-shaped intensity NASA wildfire data

Benchmarks: bei clmfires copper synthetic R-shaped intensity

Metrics: test NLL (exact) test NLL (Monte Carlo) RMSE count percent error training time (seconds)

Baselines: Log-linear Log-linear mixture RFM Nystrom Naive kernel method

Builds on: squared neural families neural network kernels augmented permanental point processes random Fourier features

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