From Hawkes Processes to Attention: Time-Modulated Mechanisms for Event Sequences
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2026
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866915887852814336 |
|---|---|
| author | Tan, Xinzi Zhang, Kejian Yu, Junhan Zhou, Doudou |
| author_facet | Tan, Xinzi Zhang, Kejian Yu, Junhan Zhou, Doudou |
| contents | Marked Temporal Point Processes (MTPPs) arise naturally in medical, social, commercial, and financial domains. However, existing Transformer-based methods mostly inject temporal information only via positional encodings, relying on shared or parametric decay structures, which limits their ability to capture heterogeneous and type-specific temporal effects. Inspired by this observation, we derive a novel attention operator called Hawkes Attention from the multivariate Hawkes process theory for MTPP, using learnable per-type neural kernels to modulate query, key and value projections, thereby replacing the corresponding parts in the traditional attention. Benefited from the design, Hawkes Attention unifies event timing and content interaction, learning both the time-relevant behavior and type-specific excitation patterns from the data. The experimental results show that our method achieves better performance compared to the baselines. In addition to the general MTPP, our attention mechanism can also be easily applied to specific temporal structures, such as time series forecasting. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_09220 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | From Hawkes Processes to Attention: Time-Modulated Mechanisms for Event Sequences Tan, Xinzi Zhang, Kejian Yu, Junhan Zhou, Doudou Machine Learning Statistics Theory Applications Marked Temporal Point Processes (MTPPs) arise naturally in medical, social, commercial, and financial domains. However, existing Transformer-based methods mostly inject temporal information only via positional encodings, relying on shared or parametric decay structures, which limits their ability to capture heterogeneous and type-specific temporal effects. Inspired by this observation, we derive a novel attention operator called Hawkes Attention from the multivariate Hawkes process theory for MTPP, using learnable per-type neural kernels to modulate query, key and value projections, thereby replacing the corresponding parts in the traditional attention. Benefited from the design, Hawkes Attention unifies event timing and content interaction, learning both the time-relevant behavior and type-specific excitation patterns from the data. The experimental results show that our method achieves better performance compared to the baselines. In addition to the general MTPP, our attention mechanism can also be easily applied to specific temporal structures, such as time series forecasting. |
| title | From Hawkes Processes to Attention: Time-Modulated Mechanisms for Event Sequences |
| topic | Machine Learning Statistics Theory Applications |
| url | https://arxiv.org/abs/2601.09220 |