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Decoupled Learning for Factorial Marked Temporal Point Processes

Published: 19 July 2018 Publication History

Abstract

This paper presents a factorial marked temporal point process model and presents efficient learning methods. In conventional (multi-dimensional) marked temporal point process models, an event is often encoded by a single discrete variable (marker). We describe the factorial marked point processes whereby time-stamped event is factored into multiple markers. Accordingly the size of the infectivity matrix modeling the effect between pairwise markers is in exponential order regarding the number of discrete markers. We propose a decoupled learning method with two learning procedures: i) directly solving the model based on two techniques: Alternating Direction Method of Multipliers and Fast Iterative Shrinkage-Thresholding Algorithm; ii) involving a reformulation that transforms the original problem into a Logistic Regression model for more efficient learning. Moreover, a sparse group regularizer is added to identify the key profile features and event labels. Empirical results on real world datasets demonstrate the efficiency of our decoupled and reformulated method.

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KDD '18: Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining
July 2018
2925 pages
ISBN:9781450355520
DOI:10.1145/3219819
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Published: 19 July 2018

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Author Tags

  1. alternating direction method of multipliers
  2. decoupled learning
  3. factorial temporal point process
  4. fast iterative shrinkage-thresholding algorithm

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  • Research-article

Funding Sources

  • NSFC
  • Partnership Collaboration Awards by The University of Sydney and Shanghai Jiao Tong University
  • NSFCZhejiang Joint Fund for the Integration of Industrialization and Informatization
  • The National Key Research and Development Program of China

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KDD '18
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KDD '18 Paper Acceptance Rate 107 of 983 submissions, 11%;
Overall Acceptance Rate 1,133 of 8,635 submissions, 13%

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