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Title: Learning Registered Point Processes from Idiosyncratic Observations
A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to learn a “registered” point process that accounts for shared structure, as well as “warping” functions that characterize idiosyncratic aspects of each observed sequence. Under reasonable constraints, in each iteration we update the sample-specific warping functions by solving a set of constrained nonlinear programming problems in parallel, and update the model by maximum likelihood estimation. The justifiability, complexity and robustness of the proposed method are investigated in detail, and the influence of sequence stitching on the learning results is discussed empirically. Experiments on both synthetic and real-world data demonstrate that the method yields explainable point process models, achieving encouraging results compared to state-of-the-art methods.  more » « less
Award ID(s):
1745382
NSF-PAR ID:
10190669
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Proceedings of Machine Learning Research
Volume:
80
ISSN:
2640-3498
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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