Neural Point Process for Learning Spatiotemporal Event Dynamics

Fuente: arXiv
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Main Authors: Zhou, Zihao, Yang, Xingyi, Rossi, Ryan, Zhao, Handong, Yu, Rose
Format: Preprint
Published: 2021
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author Zhou, Zihao
Yang, Xingyi
Rossi, Ryan
Zhao, Handong
Yu, Rose
author_facet Zhou, Zihao
Yang, Xingyi
Rossi, Ryan
Zhao, Handong
Yu, Rose
contents Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics without spatial modeling. We propose Deep Spatiotemporal Point Process (\ours{}), a deep dynamics model that integrates spatiotemporal point processes. Our method is flexible, efficient, and can accurately forecast irregularly sampled events over space and time. The key construction of our approach is the nonparametric space-time intensity function, governed by a latent process. The intensity function enjoys closed form integration for the density. The latent process captures the uncertainty of the event sequence. We use amortized variational inference to infer the latent process with deep networks. Using synthetic datasets, we validate our model can accurately learn the true intensity function. On real-world benchmark datasets, our model demonstrates superior performance over state-of-the-art baselines. Our code and data can be found at the https://github.com/Rose-STL-Lab/DeepSTPP.
format Preprint
id arxiv_https___arxiv_org_abs_2112_06351
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Neural Point Process for Learning Spatiotemporal Event Dynamics
Zhou, Zihao
Yang, Xingyi
Rossi, Ryan
Zhao, Handong
Yu, Rose
Machine Learning
Artificial Intelligence
Learning the dynamics of spatiotemporal events is a fundamental problem. Neural point processes enhance the expressivity of point process models with deep neural networks. However, most existing methods only consider temporal dynamics without spatial modeling. We propose Deep Spatiotemporal Point Process (\ours{}), a deep dynamics model that integrates spatiotemporal point processes. Our method is flexible, efficient, and can accurately forecast irregularly sampled events over space and time. The key construction of our approach is the nonparametric space-time intensity function, governed by a latent process. The intensity function enjoys closed form integration for the density. The latent process captures the uncertainty of the event sequence. We use amortized variational inference to infer the latent process with deep networks. Using synthetic datasets, we validate our model can accurately learn the true intensity function. On real-world benchmark datasets, our model demonstrates superior performance over state-of-the-art baselines. Our code and data can be found at the https://github.com/Rose-STL-Lab/DeepSTPP.
title Neural Point Process for Learning Spatiotemporal Event Dynamics
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2112.06351