arXiv:2501.04529cs.LG2025-01AAAI

用可插拔模块推断时间点过程中的事件触发关系,提升模型可解释性。

A Plug-and-Play Bregman ADMM Module for Inferring Event Branches in Temporal Point Processes

  • 基于Bregman ADMM算法,将事件分支推断转化为稀疏低秩约束下的优化问题。
  • 在霍克斯过程和神经点过程上均提升性能,生成可解释的结构化事件转移矩阵。
  • 适合需要理解事件因果关系的研究者,如金融、社交网络分析场景。

由时间点过程生成的事件序列通常关联一个隐藏且结构化的事件分支过程,用于捕捉历史事件与当前事件之间的触发关系。本文设计了一种基于Bregman ADMM(BADMM)算法的新式可插拔模块,在时间点过程的最大似然估计框架下推断事件分支。具体地,将事件分支推断建模为对事件转移矩阵的优化问题,并施加稀疏与低秩约束,嵌入现有时间点过程模型或其学习范式中。通过子空间聚类和稀疏组Lasso分别实现该优化,并利用Bregman ADMM算法求解,其展开即为提出的BADMM模块。在经典时间点过程(如霍克斯过程)使用期望最大化算法时,该模块可帮助在E步中推导出结构化的责任矩阵;在含自注意力层的神经时间点过程中,则可生成低秩稀疏的注意力图。这些结构化矩阵作为学习到的事件转移矩阵,揭示了孤立事件及引发后续大量事件的关键事件。在合成数据与真实世界数据上的实验表明,将本模块插入现有模型与学习范式中,不仅能提升模型性能,还可提供可解释的结构化事件分支。代码已开源:https://github.com/qingmeiwangdaily/BADMM_TPP。

原文摘要 · Abstract (English)

An event sequence generated by a temporal point process is often associated with a hidden and structured event branching process that captures the triggering relations between its historical and current events. In this study, we design a new plug-and-play module based on the Bregman ADMM (BADMM) algorithm, which infers event branches associated with event sequences in the maximum likelihood estimation framework of temporal point processes (TPPs). Specifically, we formulate the inference of event branches as an optimization problem for the event transition matrix under sparse and low-rank constraints, which is embedded in existing TPP models or their learning paradigms. We can implement this optimization problem based on subspace clustering and sparse group-lasso, respectively, and solve it using the Bregman ADMM algorithm, whose unrolling leads to the proposed BADMM module. When learning a classic TPP (e.g., Hawkes process) by the expectation-maximization algorithm, the BADMM module helps derive structured responsibility matrices in the E-step. Similarly, the BADMM module helps derive low-rank and sparse attention maps for the neural TPPs with self-attention layers. The structured responsibility matrices and attention maps, which work as learned event transition matrices, indicate event branches, e.g., inferring isolated events and those key events triggering many subsequent events. Experiments on both synthetic and real-world data show that plugging our BADMM module into existing TPP models and learning paradigms can improve model performance and provide us with interpretable structured event branches. The code is available at \url{https://github.com/qingmeiwangdaily/BADMM_TPP}.

时间点过程事件分支可解释性优化算法

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