ST-TPP: Learning Semi-Transductive Temporal Point Processes with Gromov-Wasserstein Barycentric Regularization

The generative mechanisms behind real-world event sequences are often heterogeneous, leading to data that possesses inherent clustering structures. However, most existing temporal point processes (TPPs) treat different event sequences independently, without leveraging the clustering structures when predicting events. In this study, we design and learn a novel semi-transductive temporal point process (ST-TPP), which explicitly improves prediction performance by co-training sequence clusters. In particular, given a set of event sequences, our method learns a neural TPP together with cluster centers of the sequences. Besides maximizing the likelihood of the event sequences, we leverage a data-based kernel matrix and prior knowledge to regularize the sequence embeddings, leading to a Gromov-Wasserstein barycentric (GWB) regularizer. Based on the optimal transport plans associated with the GWB regularizer, we derive the cluster centers by the push-forward of the sequence embeddings. When a new sequence comes, the learned model first assigns a cluster center to the sequence and then jointly encodes the sequence and the cluster center to predict future events, leading to a semi-transductive prediction scheme. Experiments demonstrate that ST-TPP achieves competitive sequence clustering results and strong prediction performance.

Authors

• Qingmei Wang Renmin University of China
• Tianyu Huang Harbin Institute of Technology City University of Hong Kong
• Yujie Long Wuhan University
• Yuxin Wu Renmin University of China
• Fanmeng Wang Renmin University of China
• Xi Sun National Science Library, Chinese Academy of Sciences
• Junchi Yan School of Artificial Intelligence & Department of CSE & MoE Lab of AI, Shanghai Jiao Tong University
• Hongteng Xu Renmin University of China

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