Adverse clinical events related to unsafe care are among the top ten causes of death in the U.S. Accurate modeling and prediction of clinical events from electronic health records (EHRs) play a crucial role in patient safety enhancement. An example is modeling de facto care pathways that characterize common step-by-step plans for treatment or care. However, clinical event data pose several unique challenges, including the irregularity of time intervals between consecutive events, the existence of cycles, periodicity, multi-scale event interactions, and the high computational costs associated with long event sequences. Existing neural temporal point processes (TPPs) methods do not effectively capture the multi-scale nature of event interactions, which is common in many real-world clinical applications. To address these issues, we propose the cross-temporal-scale transformer (XTSFormer), specifically designed for irregularly timed event data. Our model consists of two vital components: a novel Feature-based Cycle-aware Time Positional Encoding (FCPE) that adeptly captures the cyclical nature of time, and a hierarchical multi-scale temporal attention mechanism, where different temporal scales are determined by a bottom-up clustering approach. Extensive experiments on several real-world EHR datasets show that our XTSFormer outperforms multiple baseline methods. The code is available at https://github.com/spatialdatasciencegroup/XTSFormer.
Sequences of labeled events observed at irregular intervals in continuous time are ubiquitous across various fields. Temporal Point Processes (TPPs) provide a mathematical framework for modeling these sequences, enabling inferences such as predicting the arrival time of future events and their associated label, called mark. However, due to model misspecification or lack of training data, these probabilistic models may provide a poor approximation of the true, unknown underlying process, with prediction regions extracted from them being unreliable estimates of the underlying uncertainty. This paper develops more reliable methods for uncertainty quantification in neural TPP models via the framework of conformal prediction. A primary objective is to generate a distribution-free joint prediction region for an event's arrival time and mark, with a finite-sample marginal coverage guarantee. A key challenge is to handle both a strictly positive, continuous response and a categorical response, without distributional assumptions. We first consider a simple but conservative approach that combines individual prediction regions for the event's arrival time and mark. Then, we introduce a more effective method based on bivariate highest density regions derived from the joint predictive density of arrival times and marks. By leveraging the dependencies between these two variables, this method excludes unlikely combinations of the two, resulting in sharper prediction regions while still attaining the pre-specified coverage level. We also explore the generation of individual univariate prediction regions for events' arrival times and marks through conformal regression and classification techniques. Moreover, we evaluate the stronger notion of conditional coverage. Finally, through extensive experimentation on both simulated and real-world datasets, we assess the validity and efficiency of these methods.
Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single item (a single type of event or a "mark") -- but such models are not suited for the practical situation where each event is associated with a set of items. In this work, we develop a general framework for modeling set-valued data in continuous-time, compatible with any intensity-based recurrent neural point process model. In addition, we develop inference methods that can use such models to answer probabilistic queries such as "the probability of item $A$ being observed before item $B$," conditioned on sequence history. Computing exact answers for such queries is generally intractable for neural models due to both the continuous-time nature of the problem setting and the combinatorially-large space of potential outcomes for each event. To address this, we develop a class of importance sampling methods for querying with set-based sequences and demonstrate orders-of-magnitude improvements in efficiency over direct sampling via systematic experiments with four real-world datasets. We also illustrate how to use this framework to perform model selection using likelihoods that do not involve one-step-ahead prediction.
Technology Assisted Review (TAR), which aims to reduce the effort required to screen collections of documents for relevance, is used to develop systematic reviews of medical evidence and identify documents that must be disclosed in response to legal proceedings. Stopping methods are algorithms which determine when to stop screening documents during the TAR process, helping to ensure that workload is minimised while still achieving a high level of recall. This paper proposes a novel stopping method based on point processes, which are statistical models that can be used to represent the occurrence of random events. The approach uses rate functions to model the occurrence of relevant documents in the ranking and compares four candidates, including one that has not previously been used for this purpose (hyperbolic). Evaluation is carried out using standard datasets (CLEF e-Health, TREC Total Recall, TREC Legal), and this work is the first to explore stopping method robustness by reporting performance on a range of rankings of varying effectiveness. Results show that the proposed method achieves the desired level of recall without requiring an excessive number of documents to be examined in the majority of cases and also compares well against multiple alternative approaches.
Neural Temporal Point Processes (TPPs) have emerged as the primary framework for predicting sequences of events that occur at irregular time intervals, but their sequential nature can hamper performance for long-horizon forecasts. To address this, we introduce a novel approach that incorporates a diffusion generative model. The model facilitates sequence-to-sequence prediction, allowing multi-step predictions based on historical event sequences. In contrast to previous approaches, our model directly learns the joint probability distribution of types and inter-arrival times for multiple events. This allows us to fully leverage the high dimensional modeling capability of modern generative models. Our model is composed of two diffusion processes, one for the time intervals and one for the event types. These processes interact through their respective denoising functions, which can take as input intermediate representations from both processes, allowing the model to learn complex interactions. We demonstrate that our proposal outperforms state-of-the-art baselines for long-horizon forecasting of TPP.
Temporal Point Processes (TPP) play an important role in predicting or forecasting events. Although these problems have been studied extensively, predicting multiple simultaneously occurring events can be challenging. For instance, more often than not, a patient gets admitted to a hospital with multiple conditions at a time. Similarly people buy more than one stock and multiple news breaks out at the same time. Moreover, these events do not occur at discrete time intervals, and forecasting event sets in the continuous time domain remains an open problem. Naive approaches for extending the existing TPP models for solving this problem lead to dealing with an exponentially large number of events or ignoring set dependencies among events. In this work, we propose a scalable and efficient approach based on TPPs to solve this problem. Our proposed approach incorporates contextual event embeddings, temporal information, and domain features to model the temporal event sets. We demonstrate the effectiveness of our approach through extensive experiments on multiple datasets, showing that our model outperforms existing methods in terms of prediction metrics and computational efficiency. To the best of our knowledge, this is the first work that solves the problem of predicting event set intensities in the continuous time domain by using TPPs.
In the marked temporal point processes (MTPP), a core problem is to parameterize the conditional joint PDF (probability distribution function) $p^*(m,t)$ for inter-event time $t$ and mark $m$, conditioned on the history. The majority of existing studies predefine intensity functions. Their utility is challenged by specifying the intensity function's proper form, which is critical to balance expressiveness and processing efficiency. Recently, there are studies moving away from predefining the intensity function -- one models $p^*(t)$ and $p^*(m)$ separately, while the other focuses on temporal point processes (TPPs), which do not consider marks. This study aims to develop high-fidelity $p^*(m,t)$ for discrete events where the event marks are either categorical or numeric in a multi-dimensional continuous space. We propose a solution framework IFIB (\underline{I}ntensity-\underline{f}ree \underline{I}ntegral-\underline{b}ased process) that models conditional joint PDF $p^*(m,t)$ directly without intensity functions. It remarkably simplifies the process to compel the essential mathematical restrictions. We show the desired properties of IFIB and the superior experimental results of IFIB on real-world and synthetic datasets. The code is available at \url{https://github.com/StepinSilence/IFIB}.
The growth in social media has exacerbated the threat of fake news to individuals and communities. This draws increasing attention to developing efficient and timely rumor detection methods. The prevailing approaches resort to graph neural networks (GNNs) to exploit the post-propagation patterns of the rumor-spreading process. However, these methods lack inherent interpretation of rumor detection due to the black-box nature of GNNs. Moreover, these methods suffer from less robust results as they employ all the propagation patterns for rumor detection. In this paper, we address the above issues with the proposed Diverse Counterfactual Evidence framework for Rumor Detection (DCE-RD). Our intuition is to exploit the diverse counterfactual evidence of an event graph to serve as multi-view interpretations, which are further aggregated for robust rumor detection results. Specifically, our method first designs a subgraph generation strategy to efficiently generate different subgraphs of the event graph. We constrain the removal of these subgraphs to cause the change in rumor detection results. Thus, these subgraphs naturally serve as counterfactual evidence for rumor detection. To achieve multi-view interpretation, we design a diversity loss inspired by Determinantal Point Processes (DPP) to encourage diversity among the counterfactual evidence. A GNN-based rumor detection model further aggregates the diverse counterfactual evidence discovered by the proposed DCE-RD to achieve interpretable and robust rumor detection results. Extensive experiments on two real-world datasets show the superior performance of our method. Our code is available at https://github.com/Vicinity111/DCE-RD.
Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and competitive models, making a significant impact in both academic and application communities. Despite the emergence of many powerful models in recent years, there hasn't been a central benchmark for these models and future research endeavors. This lack of standardization impedes researchers and practitioners from comparing methods and reproducing results, potentially slowing down progress in this field. In this paper, we present EasyTPP, the first central repository of research assets (e.g., data, models, evaluation programs, documentations) in the area of event sequence modeling. Our EasyTPP makes several unique contributions to this area: a unified interface of using existing datasets and adding new datasets; a wide range of evaluation programs that are easy to use and extend as well as facilitate reproducible research; implementations of popular neural TPPs, together with a rich library of modules by composing which one could quickly build complex models. All the data and implementation can be found at https://github.com/ant-research/EasyTemporalPointProcess. We will actively maintain this benchmark and welcome contributions from other researchers and practitioners. Our benchmark will help promote reproducible research in this field, thus accelerating research progress as well as making more significant real-world impacts.
Temporal Point Processes (TPPs) serve as the standard mathematical framework for modeling asynchronous event sequences in continuous time. However, classical TPP models are often constrained by strong assumptions, limiting their ability to capture complex real-world event dynamics. To overcome this limitation, researchers have proposed Neural TPPs, which leverage neural network parametrizations to offer more flexible and efficient modeling. While recent studies demonstrate the effectiveness of Neural TPPs, they often lack a unified setup, relying on different baselines, datasets, and experimental configurations. This makes it challenging to identify the key factors driving improvements in predictive accuracy, hindering research progress. To bridge this gap, we present a comprehensive large-scale experimental study that systematically evaluates the predictive accuracy of state-of-the-art neural TPP models. Our study encompasses multiple real-world and synthetic event sequence datasets, following a carefully designed unified setup. We thoroughly investigate the influence of major architectural components such as event encoding, history encoder, and decoder parametrization on both time and mark prediction tasks. Additionally, we delve into the less explored area of probabilistic calibration for neural TPP models. By analyzing our results, we draw insightful conclusions regarding the significance of history size and the impact of architectural components on predictive accuracy. Furthermore, we shed light on the miscalibration of mark distributions in neural TPP models. Our study aims to provide valuable insights into the performance and characteristics of neural TPP models, contributing to a better understanding of their strengths and limitations.
DPPs were introduced by Macchi as a model in quantum optics the 1970s. Since then, they have been widely used as models and subsampling tools in statistics and computer science. Most applications require sampling from a DPP, and given their quantum origin, it is natural to wonder whether sampling a DPP on a quantum computer is easier than on a classical one. We focus here on DPPs over a finite state space, which are distributions over the subsets of $\{1,\dots,N\}$ parametrized by an $N\times N$ Hermitian kernel matrix. Vanilla sampling consists in two steps, of respective costs $\mathcal{O}(N^3)$ and $\mathcal{O}(Nr^2)$ operations on a classical computer, where $r$ is the rank of the kernel matrix. A large first part of the current paper consists in explaining why the state-of-the-art in quantum simulation of fermionic systems already yields quantum DPP sampling algorithms. We then modify existing quantum circuits, and discuss their insertion in a full DPP sampling pipeline that starts from practical kernel specifications. The bottom line is that, with $P$ (classical) parallel processors, we can divide the preprocessing cost by $P$ and build a quantum circuit with $\mathcal{O}(Nr)$ gates that sample a given DPP, with depth varying from $\mathcal{O}(N)$ to $\mathcal{O}(r\log N)$ depending on qubit-communication constraints on the target machine. We also connect existing work on the simulation of superconductors to Pfaffian point processes, which generalize DPPs and would be a natural addition to the machine learner's toolbox. In particular, we describe "projective" Pfaffian point processes, the cardinality of which has constant parity, almost surely. Finally, the circuits are empirically validated on a classical simulator and on 5-qubit IBM machines.
Point processes offer a versatile framework for sequential event modeling. However, the computational challenges and constrained representational power of the existing point process models have impeded their potential for wider applications. This limitation becomes especially pronounced when dealing with event data that is associated with multi-dimensional or high-dimensional marks such as texts or images. To address this challenge, this study proposes a novel event-generation framework for modeling point processes with high-dimensional marks. We aim to capture the distribution of events without explicitly specifying the conditional intensity or probability density function. Instead, we use a conditional generator that takes the history of events as input and generates the high-quality subsequent event that is likely to occur given the prior observations. The proposed framework offers a host of benefits, including considerable representational power to capture intricate dynamics in multi- or even high-dimensional event space, as well as exceptional efficiency in learning the model and generating samples. Our numerical results demonstrate superior performance compared to other state-of-the-art baselines.
Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space, which consider the temporal and spatial distributions separately. The failure to model the joint distribution leads to limited capacities in characterizing the spatio-temporal entangled interactions given past events. In this work, we propose a novel parameterization framework for STPPs, which leverages diffusion models to learn complex spatio-temporal joint distributions. We decompose the learning of the target joint distribution into multiple steps, where each step can be faithfully described by a Gaussian distribution. To enhance the learning of each step, an elaborated spatio-temporal co-attention module is proposed to capture the interdependence between the event time and space adaptively. For the first time, we break the restrictions on spatio-temporal dependencies in existing solutions, and enable a flexible and accurate modeling paradigm for STPPs. Extensive experiments from a wide range of fields, such as epidemiology, seismology, crime, and urban mobility, demonstrate that our framework outperforms the state-of-the-art baselines remarkably, with an average improvement of over 50%. Further in-depth analyses validate its ability to capture spatio-temporal interactions, which can learn adaptively for different scenarios. The datasets and source code are available online: https://github.com/tsinghua-fib-lab/Spatio-temporal-Diffusion-Point-Processes.
Hawkes processes are a popular framework to model the occurrence of sequential events, i.e., occurrence dynamics, in several fields such as social diffusion. In real-world scenarios, the inter-arrival time among events is irregular. However, existing neural network-based Hawkes process models not only i) fail to capture such complicated irregular dynamics, but also ii) resort to heuristics to calculate the log-likelihood of events since they are mostly based on neural networks designed for regular discrete inputs. To this end, we present the concept of Hawkes process based on controlled differential equations (HP-CDE), by adopting the neural controlled differential equation (neural CDE) technology which is an analogue to continuous RNNs. Since HP-CDE continuously reads data, i) irregular time-series datasets can be properly treated preserving their uneven temporal spaces, and ii) the log-likelihood can be exactly computed. Moreover, as both Hawkes processes and neural CDEs are first developed to model complicated human behavioral dynamics, neural CDE-based Hawkes processes are successful in modeling such occurrence dynamics. In our experiments with 4 real-world datasets, our method outperforms existing methods by non-trivial margins.
Neyman-Scott processes (NSPs) have been applied across a range of fields to model points or temporal events with a hierarchy of clusters. Markov chain Monte Carlo (MCMC) is typically used for posterior sampling in the model. However, MCMC's mixing time can cause the resulting inference to be slow, and thereby slow down model learning and prediction. We develop the first variational inference (VI) algorithm for NSPs, and give two examples of suitable variational posterior point process distributions. Our method minimizes the inclusive Kullback-Leibler (KL) divergence for VI to obtain the variational parameters. We generate samples from the approximate posterior point processes much faster than MCMC, as we can directly estimate the approximate posterior point processes without any MCMC steps or gradient descent. We include synthetic and real-world data experiments that demonstrate our VI algorithm achieves better prediction performance than MCMC when computational time is limited.
With recently available football match event data that record the details of football matches, analysts and researchers have a great opportunity to develop new performance metrics, gain insight, and evaluate key performance. However, most sports sequential events modeling methods and performance metrics approaches could be incomprehensive in dealing with such large-scale spatiotemporal data (in particular, temporal process), thereby necessitating a more comprehensive spatiotemporal model and a holistic performance metric. To this end, we proposed the Transformer-Based Neural Marked Spatio Temporal Point Process (NMSTPP) model for football event data based on the neural temporal point processes (NTPP) framework. In the experiments, our model outperformed the prediction performance of the baseline models. Furthermore, we proposed the holistic possession utilization score (HPUS) metric for a more comprehensive football possession analysis. For verification, we examined the relationship with football teams' final ranking, average goal score, and average xG over a season. It was observed that the average HPUS showed significant correlations regardless of not using goal and details of shot information. Furthermore, we show HPUS examples in analyzing possessions, matches, and between matches.
Large pretrained language models (LMs) have shown impressive In-Context Learning (ICL) ability, where the model learns to do an unseen task via a prompt consisting of input-output examples as the demonstration, without any parameter updates. The performance of ICL is highly dominated by the quality of the selected in-context examples. However, previous selection methods are mostly based on simple heuristics, leading to sub-optimal performance. In this work, we formulate in-context example selection as a subset selection problem. We propose CEIL (Compositional Exemplars for In-context Learning), which is instantiated by Determinantal Point Processes (DPPs) to model the interaction between the given input and in-context examples, and optimized through a carefully-designed contrastive learning objective to obtain preference from LMs. We validate CEIL on 12 classification and generation datasets from 7 distinct NLP tasks, including sentiment analysis, paraphrase detection, natural language inference, commonsense reasoning, open-domain question answering, code generation, and semantic parsing. Extensive experiments demonstrate not only the state-of-the-art performance but also the transferability and compositionality of CEIL, shedding new light on effective and efficient in-context learning. Our code is released at https://github.com/HKUNLP/icl-ceil.
A temporal point process (TPP) is a stochastic process where its realization is a sequence of discrete events in time. Recent work in TPPs model the process using a neural network in a supervised learning framework, where a training set is a collection of all the sequences. In this work, we propose to train TPPs in a meta learning framework, where each sequence is treated as a different task, via a novel framing of TPPs as neural processes (NPs). We introduce context sets to model TPPs as an instantiation of NPs. Motivated by attentive NP, we also introduce local history matching to help learn more informative features. We demonstrate the potential of the proposed method on popular public benchmark datasets and tasks, and compare with state-of-the-art TPP methods.
Point processes have been dominant in modeling the evolution of seismicity for decades, with the Epidemic Type Aftershock Sequence (ETAS) model being most popular. Recent advances in machine learning have constructed highly flexible point process models using neural networks to improve upon existing parametric models. We investigate whether these flexible point process models can be applied to short-term seismicity forecasting by extending an existing temporal neural model to the magnitude domain and we show how this model can forecast earthquakes above a target magnitude threshold. We first demonstrate that the neural model can fit synthetic ETAS data, however, requiring less computational time because it is not dependent on the full history of the sequence. By artificially emulating short-term aftershock incompleteness in the synthetic dataset, we find that the neural model outperforms ETAS. Using a new enhanced catalog from the 2016-2017 Central Apennines earthquake sequence, we investigate the predictive skill of ETAS and the neural model with respect to the lowest input magnitude. Constructing multiple forecasting experiments using the Visso, Norcia and Campotosto earthquakes to partition training and testing data, we target M3+ events. We find both models perform similarly at previously explored thresholds (e.g., above M3), but lowering the threshold to M1.2 reduces the performance of ETAS unlike the neural model. We argue that some of these gains are due to the neural model's ability to handle incomplete data. The robustness to missing data and speed to train the neural model present it as an encouraging competitor in earthquake forecasting.
Temporal graph neural network has recently received significant attention due to its wide application scenarios, such as bioinformatics, knowledge graphs, and social networks. There are some temporal graph neural networks that achieve remarkable results. However, these works focus on future event prediction and are performed under the assumption that all historical events are observable. In real-world applications, events are not always observable, and estimating event time is as important as predicting future events. In this paper, we propose MTGN, a missing event-aware temporal graph neural network, which uniformly models evolving graph structure and timing of events to support predicting what will happen in the future and when it will happen.MTGN models the dynamic of both observed and missing events as two coupled temporal point processes, thereby incorporating the effects of missing events into the network. Experimental results on several real-world temporal graphs demonstrate that MTGN significantly outperforms existing methods with up to 89% and 112% more accurate time and link prediction. Code can be found on https://github.com/HIT-ICES/TNNLS-MTGN.