多源数据融合的标记时间点过程方法研究

A marked temporal point process approach with multi-source data fusion

  • 摘要: 提出了一种全局增强自注意力标记时间点过程(globally-augmented self-attentive marked temporal point process,GASAMTPP)模型.该模型将实体静态特征编码为全局隐变量,以实现实体隐式聚类;应用自注意力机制对全局隐变量拼接后的历史事件序列进行编码,以捕捉实际历史事件之间复杂的依赖关系;利用所获得的综合表征参数化条件强度函数与标记分布,实现了下一事件发生时间与标记的联合预测.真实数据集试验表明,在下一事件发生时间与标记预测任务中,GASAMTPP模型性能优于现有主流模型.

     

    Abstract: A globally-augmented self-attentive marked temporal point process (GASAMTPP) model is proposed. The model encodes an entity’s static features into a global latent variable to achieve implicit clustering; it applies a self-attention mechanism to encode the historical event sequence that has been concatenated with the global latent variable to capture complex dependencies among the entity’s historical events. Leveraging the resulting comprehensive representation, the conditional intensity function and the mark distribution are parameterized, enabling joint prediction of the next event time and its mark. Experiments on real datasets show that, for next-event time and mark prediction tasks, GASAMTPP outperforms existing mainstream models.

     

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