重新评估神经时序点过程:灵活强度函数让 Hawkes 过程追平神经模型
Flexible Intensities Matter: A Comprehensive Re-evaluation of Hawkes Processes and Neural Temporal Point Processes
这篇论文发现加上灵活强度函数后,老牌 Hawkes 过程就能追平神经 TPP,还开源了 TorchPP 框架,做事件序列建模的建议看看。
一项系统评估比较了 Poisson、Hawkes 过程与神经 TPP 在 5 个基准数据集及 UK Biobank、MIMIC-IV 两个医疗任务上的表现。结果显示,给 Hawkes 过程配备可学习的基线和核函数后,先前神经 TPP 的领先优势基本消失。作者提出用 spline 强度头的 Transformer,成绩超过以往 intensity-based 神经 TPP,并与 intensity-free 模型持平。将似然分解为时间项和类型项后发现,神经模型的优势主要在预测事件何时发生,而非类型;只有 MIMIC-IV ICU 数据上类型项仍占优。配套框架 TorchPP 已开源。
Flexible Intensities Matter: A Comprehensive Re-evaluation of Hawkes Processes and Neural Temporal Point Processes
Temporal point processes (TPPs) are the canonical framework for event sequence data, with applications spanning seismology, social media, and electronic health records. Recently, neural TPPs have been reported to substantially outperform classical TPPs, such as Hawkes processes, but these comparisons pitted flexible neural models against Hawkes processes in their most restricted form, and did not consider large-scale medical data. Here, we revisit this comparison through a systematic evaluation of Poisson and Hawkes processes of increasing flexibility against neural TPPs, on five established benchmark datasets and on two large-scale medical evaluation tasks derived from UK Biobank disease histories and MIMIC-IV ICU records, under autoregressive next-event prediction. First, the previously reported gap between Hawkes processes and neural TPPs largely disappears once Hawkes processes are equipped with flexible, learnable baselines and kernels. Second, the flexibility of the intensity parametrization also limits prior neural TPPs: a Transformer with a spline-based intensity head outperforms previous intensity-based neural TPPs and is on par with the intensity-free model. Decomposing the log-likelihood into a time term $\log p(t)$ and a type term $\log p(d \mid t)$, we find that this flexibility advantage lies almost entirely in the time density: more flexibility does not improve the type term. On these benchmarks, the gains of neural TPPs thus lie mostly in modeling when events occur, not which. Third, our results underscore the value of complex datasets for evaluating TPPs: only on the MIMIC-IV ICU records do neural TPPs retain an advantage in the type term. Our results inform both future method development and model choice. We release our framework, TorchPP, as an open-source package with consistent implementations of classical and neural TPPs.