Flexible Intensities Matter: A Comprehensive Re-evaluation of Hawkes Processes and Neural Temporal Point Processes

원문 초록

Temporal point processes (TPPs) are the canonical model class for event sequences in continuous time, with applications ranging from seismology to electronic health records. Recent benchmarks report that neural TPPs substantially outperform their classical counterparts, such as Hawkes processes. However, these comparisons set flexible neural models against Hawkes processes in their most restricted forms and covered only a narrow range of domains. We revisit this comparison under autoregressive next-event prediction, evaluating Poisson and Hawkes processes of increasing flexibility against neural TPPs on five established benchmarks and two large-scale medical tasks derived from UK Biobank disease histories and MIMIC-IV ICU records. First, once Hawkes processes are equipped with flexible, learnable baselines and kernels, the previously reported gap to neural TPPs largely closes. Second, neural TPPs are likewise limited by their intensity parametrization: a Transformer with a spline-based intensity head outperforms previous intensity-based neural TPPs and matches or exceeds the intensity-free model. Decomposing the log-likelihood into time and type terms shows that this gain lies almost entirely in modeling when events occur (log p(t)) rather than which type occurs (log p(d|t)). Third, only on MIMIC-IV do neural TPPs retain an advantage in predicting event types, underscoring the value of complex datasets for evaluating TPPs. We release TorchPP, an open-source PyTorch framework with unified implementations of classical and neural TPPs.