scholarly journals A Neural Approach for Modeling Continuous Time Sequences with Intermittent Observations

2021 ◽  
Author(s):  
Vinayak Gupta ◽  
Srikanta Bedathur

A large fraction of data generated via human activities such as online purchases, health records, spatial mobility etc. can be represented as continuous-time event sequences (CTES) i.e. sequences of discrete events over a continuous time. Learning neural models over CTES is a non-trivial task as it involves modeling the ever-increasing event timestamps, inter-event time gaps, event types, and the influences between different events within and across different sequences. Moreover, existing sequence modeling techniques consider a complete observation scenario i.e. the event sequence being modeled is completely observed with no missing events – an ideal setting that is rarely applicable in real-world applications. In this paper, we highlight our approach[8] for modeling CTES with intermittent observations. Buoyed by the recent success of neural marked temporal point processes (MTPP) for modeling the generative distribution of CTES, we provide a novel unsupervised model and inference method for learning MTPP in presence of event sequences with missing events. Specifically, we first model the generative processes of observed events and missing events using two MTPP, where the missing events are represented as latent random variables. Then, we devise an unsupervised training method that jointly learns both the MTPP using variational inference. Experiments across real-world datasets show that our modeling framework outperforms state-of-the-art techniques for future event prediction and imputation. This work appeared in AISTATS 2021.

Author(s):  
Debarun Bhattacharjya ◽  
Dharmashankar Subramanian ◽  
Tian Gao

Many real-world domains involve co-evolving relationships between events, such as meals and exercise, and time-varying random variables, such as a patient's blood glucose levels. In this paper, we propose a general framework for modeling joint temporal dynamics involving continuous time transitions of discrete state variables and irregular arrivals of events over the timeline. We show how conditional Markov processes (as represented by continuous time Bayesian networks) and multivariate point processes (as represented by graphical event models) are among various processes that are covered by the framework. We introduce and compare two simple and interpretable yet practical joint models within the framework with relevant baselines on simulated and real-world datasets, using a graph search algorithm for learning. The experiments highlight the importance of jointly modeling event arrivals and state variable transitions to better fit joint temporal datasets, and the framework opens up possibilities for models involving even more complex dynamics whenever suitable.


2020 ◽  
Vol 34 (01) ◽  
pp. 173-180
Author(s):  
Zhen Pan ◽  
Zhenya Huang ◽  
Defu Lian ◽  
Enhong Chen

Many events occur in real-world and social networks. Events are related to the past and there are patterns in the evolution of event sequences. Understanding the patterns can help us better predict the type and arriving time of the next event. In the literature, both feature-based approaches and generative approaches are utilized to model the event sequence. Feature-based approaches extract a variety of features, and train a regression or classification model to make a prediction. Yet, their performance is dependent on the experience-based feature exaction. Generative approaches usually assume the evolution of events follow a stochastic point process (e.g., Poisson process or its complexer variants). However, the true distribution of events is never known and the performance depends on the design of stochastic process in practice. To solve the above challenges, in this paper, we present a novel probabilistic generative model for event sequences. The model is termed Variational Event Point Process (VEPP). Our model introduces variational auto-encoder to event sequence modeling that can better use the latent information and capture the distribution over inter-arrival time and types of event sequences. Experiments on real-world datasets prove effectiveness of our proposed model.


Energies ◽  
2019 ◽  
Vol 12 (7) ◽  
pp. 1382 ◽  
Author(s):  
Dennis Dreier ◽  
Mark Howells

Recent open-data movements give access to large datasets derived from real-world observations. This data can be utilized to enhance energy systems modeling in terms of heterogeneity, confidence, and transparency. Furthermore, it allows to shift away from the common practice of considering average values towards probability distributions. In turn, heterogeneity and randomness of the real-world can be captured that are usually found in large samples of real-world data. This paper presents a methodological framework for an empirical deterministic–stochastic modeling approach to utilize large real-world datasets in long-term energy systems modeling. A new software system—OSeMOSYS-PuLP—was developed and is available now.It adds the feature of Monte Carlo simulations to the existing open-source energy modeling system (the OSeMOSYS modeling framework). An application example is given, in which the initial application example of OSeMOSYS is used and modified to include real-world operation data from a public bus transport system.


Author(s):  
Hongteng Xu ◽  
Dixin Luo ◽  
Lawrence Carin

A continuous-time tensor factorization method is developed for event sequences containing multiple "modalities." Each data element is a point in a tensor, whose dimensions are associated with the discrete alphabet of the modalities. Each tensor data element has an associated time of occurence and a feature vector. We model such data based on pairwise interactive point processes, and the proposed framework connects pairwise tensor factorization with a feature-embedded point process. The model accounts for interactions within each modality, interactions across different modalities, and continuous-time dynamics of the interactions. Model learning is formulated as a convex optimization problem, based on online alternating direction method of multipliers. Compared to existing state-of-the-art methods, our approach captures the latent structure of the tensor and its evolution over time, obtaining superior results on real-world datasets.


Author(s):  
Oleksandr Shchur ◽  
Ali Caner Türkmen ◽  
Tim Januschowski ◽  
Stephan Günnemann

Temporal point processes (TPP) are probabilistic generative models for continuous-time event sequences. Neural TPPs combine the fundamental ideas from point process literature with deep learning approaches, thus enabling construction of flexible and efficient models. The topic of neural TPPs has attracted significant attention in the recent years, leading to the development of numerous new architectures and applications for this class of models. In this review paper we aim to consolidate the existing body of knowledge on neural TPPs. Specifically, we focus on important design choices and general principles for defining neural TPP models. Next, we provide an overview of application areas commonly considered in the literature. We conclude this survey with the list of open challenges and important directions for future work in the field of neural TPPs.


2021 ◽  
Vol 21 (3) ◽  
pp. 1-17
Author(s):  
Wu Chen ◽  
Yong Yu ◽  
Keke Gai ◽  
Jiamou Liu ◽  
Kim-Kwang Raymond Choo

In existing ensemble learning algorithms (e.g., random forest), each base learner’s model needs the entire dataset for sampling and training. However, this may not be practical in many real-world applications, and it incurs additional computational costs. To achieve better efficiency, we propose a decentralized framework: Multi-Agent Ensemble. The framework leverages edge computing to facilitate ensemble learning techniques by focusing on the balancing of access restrictions (small sub-dataset) and accuracy enhancement. Specifically, network edge nodes (learners) are utilized to model classifications and predictions in our framework. Data is then distributed to multiple base learners who exchange data via an interaction mechanism to achieve improved prediction. The proposed approach relies on a training model rather than conventional centralized learning. Findings from the experimental evaluations using 20 real-world datasets suggest that Multi-Agent Ensemble outperforms other ensemble approaches in terms of accuracy even though the base learners require fewer samples (i.e., significant reduction in computation costs).


Author(s):  
Jorge Arroyo-Esquivel ◽  
Nathan G. Marculis ◽  
Alan Hastings

AbstractOne of the main factors that determines habitat suitability for sessile and territorial organisms is the presence or absence of another competing individual in that habitat. This type of competition arises in populations occupying patches in a metacommunity. Previous studies have looked at this process using a continuous-time modeling framework, where colonizations and extinctions occur simultaneously. However, different colonization processes may be performed by different species, which may affect the metacommunity dynamics. We address this issue by developing a discrete-time framework that describes these kinds of metacommunity interactions, and we consider different colonization dynamics. To understand potential dynamics, we consider specific functional forms that characterize the colonization and extinction processes of metapopulations competing for space as their limiting factor. We then provide a mathematical analysis of the models generated by this framework, and we compare these results to what is seen in nature and in previous models.


Data ◽  
2020 ◽  
Vol 6 (1) ◽  
pp. 1
Author(s):  
Ahmed Elmogy ◽  
Hamada Rizk ◽  
Amany M. Sarhan

In data mining, outlier detection is a major challenge as it has an important role in many applications such as medical data, image processing, fraud detection, intrusion detection, and so forth. An extensive variety of clustering based approaches have been developed to detect outliers. However they are by nature time consuming which restrict their utilization with real-time applications. Furthermore, outlier detection requests are handled one at a time, which means that each request is initiated individually with a particular set of parameters. In this paper, the first clustering based outlier detection framework, (On the Fly Clustering Based Outlier Detection (OFCOD)) is presented. OFCOD enables analysts to effectively find out outliers on time with request even within huge datasets. The proposed framework has been tested and evaluated using two real world datasets with different features and applications; one with 699 records, and another with five millions records. The experimental results show that the performance of the proposed framework outperforms other existing approaches while considering several evaluation metrics.


Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 680
Author(s):  
Hanyang Lin ◽  
Yongzhao Zhan ◽  
Zizheng Zhao ◽  
Yuzhong Chen ◽  
Chen Dong

There is a wealth of information in real-world social networks. In addition to the topology information, the vertices or edges of a social network often have attributes, with many of the overlapping vertices belonging to several communities simultaneously. It is challenging to fully utilize the additional attribute information to detect overlapping communities. In this paper, we first propose an overlapping community detection algorithm based on an augmented attribute graph. An improved weight adjustment strategy for attributes is embedded in the algorithm to help detect overlapping communities more accurately. Second, we enhance the algorithm to automatically determine the number of communities by a node-density-based fuzzy k-medoids process. Extensive experiments on both synthetic and real-world datasets demonstrate that the proposed algorithms can effectively detect overlapping communities with fewer parameters compared to the baseline methods.


2021 ◽  
Vol 15 (3) ◽  
pp. 1-33
Author(s):  
Wenjun Jiang ◽  
Jing Chen ◽  
Xiaofei Ding ◽  
Jie Wu ◽  
Jiawei He ◽  
...  

In online systems, including e-commerce platforms, many users resort to the reviews or comments generated by previous consumers for decision making, while their time is limited to deal with many reviews. Therefore, a review summary, which contains all important features in user-generated reviews, is expected. In this article, we study “how to generate a comprehensive review summary from a large number of user-generated reviews.” This can be implemented by text summarization, which mainly has two types of extractive and abstractive approaches. Both of these approaches can deal with both supervised and unsupervised scenarios, but the former may generate redundant and incoherent summaries, while the latter can avoid redundancy but usually can only deal with short sequences. Moreover, both approaches may neglect the sentiment information. To address the above issues, we propose comprehensive Review Summary Generation frameworks to deal with the supervised and unsupervised scenarios. We design two different preprocess models of re-ranking and selecting to identify the important sentences while keeping users’ sentiment in the original reviews. These sentences can be further used to generate review summaries with text summarization methods. Experimental results in seven real-world datasets (Idebate, Rotten Tomatoes Amazon, Yelp, and three unlabelled product review datasets in Amazon) demonstrate that our work performs well in review summary generation. Moreover, the re-ranking and selecting models show different characteristics.


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