arXiv:2410.19512cs.LG2024-10

提出新模型联合建模事件时间与类型,提升生成精度。

Marked Temporal Bayesian Flow Point Processes

  • 用参数化方法联合建模事件时间与类型分布
  • 通过联合加噪捕捉时间与类型间的复杂依赖关系
  • 适合需精准生成带类型事件数据的场景

标记事件数据通过记录连续的时间戳和离散的事件类型来捕获事件,在社交媒体、金融交易和医疗记录等实际场景中广泛存在。已有研究多采用标记时间点过程(MTPP)进行建模。近年来,生成式MTPP模型因强大的生成能力及更灵活的函数形式而快速发展。然而,现有生成式模型在联合建模事件时间与类型时面临挑战:(1)主流方法仅设计时间生成机制,忽略事件类型;(2)忽视时间与类型间的复杂依赖关系。本文提出新型生成式MTPP模型BMTPP,不同于以往方法,通过参数化方式灵活建模标记时间联合分布。同时,通过在标记时间数据空间添加联合噪声,有效捕捉并显式揭示时间与类型之间的依赖关系。大量实验验证了该方法在性能上优于当前先进模型,并能有效建模标记时间依赖关系。

原文摘要 · Abstract (English)

Marked event data captures events by recording their continuous-valued occurrence timestamps along with their corresponding discrete-valued types. They have appeared in various real-world scenarios such as social media, financial transactions, and healthcare records, and have been effectively modeled through Marked Temporal Point Process (MTPP) models. Recently, developing generative models for these MTPP models have seen rapid development due to their powerful generative capability and less restrictive functional forms. However, existing generative MTPP models are usually challenged in jointly modeling events' timestamps and types since: (1) mainstream methods design the generative mechanisms for timestamps only and do not include event types; (2) the complex interdependence between the timestamps and event types are overlooked. In this paper, we propose a novel generative MTPP model called BMTPP. Unlike existing generative MTPP models, BMTPP flexibly models marked temporal joint distributions using a parameter-based approach. Additionally, by adding joint noise to the marked temporal data space, BMTPP effectively captures and explicitly reveals the interdependence between timestamps and event types. Extensive experiments validate the superiority of our approach over other state-of-the-art models and its ability to effectively capture marked-temporal interdependence.

点过程生成模型时间序列

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。