arXiv:2511.01096stat.MLcs.LG2025-11

提出可解释的高阶点过程模型,兼顾预测性能与机制透明性。

Hyper Hawkes Processes: Interpretable Models of Marked Temporal Point Processes

  • 通过隐空间扩展和超网络引入时变动态,增强经典霍克斯过程表达能力。
  • 在多个基准任务上达到顶尖性能,优于传统模型与神经点过程。
  • 保留递归线性结构,支持直接探查预测生成机制,适合需要可解释性的场景。

经典的标记时间点过程(MTPP)模型如霍克斯过程常因模型形式简单而缺乏表达力,难以捕捉复杂事件模式;而神经型MTPP虽性能优越却牺牲了可解释性。本文提出超霍克斯过程(HHP),在保持可解释性的前提下显著提升表达能力:首先将过程维度扩展至隐空间,再引入超网络实现随时间和数据变化的动力学建模。该设计使HHP在多个基准任务中均达到最先进性能。同时,尽管递归关系变为分段条件线性,仍保留原始霍克斯过程的核心结构,从而支持直接探查模型预测生成机制,实现‘打开黑箱’的可解释分析。因此,HHP兼具卓越预测能力与透明决策路径。

原文摘要 · Abstract (English)

Foundational marked temporal point process (MTPP) models, such as the Hawkes process, often use inexpressive model families in order to offer interpretable parameterizations of event data. On the other hand, neural MTPPs models forego this interpretability in favor of absolute predictive performance. In this work, we present a new family MTPP models: the hyper Hawkes process (HHP), which aims to be as flexible and performant as neural MTPPs, while retaining interpretable aspects. To achieve this, the HHP extends the classical Hawkes process to increase its expressivity by first expanding the dimension of the process into a latent space, and then introducing a hypernetwork to allow time- and data-dependent dynamics. These extensions define a highly performant MTPP family, achieving state-of-the-art performance across a range of benchmark tasks and metrics. Furthermore, by retaining the linearity of the recurrence, albeit now piecewise and conditionally linear, the HHP also retains much of the structure of the original Hawkes process, which we exploit to create direct probes into how the model creates predictions. HHP models therefore offer both state-of-the-art predictions, while also providing an opportunity to ``open the box'' and inspect how predictions were generated.

点过程可解释性深度学习时间序列

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