arXiv subjects

Hongteng Xu

Publications and source records attributed to Hongteng Xu.

82 records · Page 5Linked to original sources

arXiv2018

Superposition-Assisted Stochastic Optimization for Hawkes Processes

We consider the learning of multi-agent Hawkes processes, a model containing multiple Hawkes processes with shared endogenous impact functions and different exogenous intensities. In the framework of stochastic maximum likelihood estimation, we explore the associated risk bound. Further, we consider the superposition of Hawkes processes within the model, and demonstrate that under certain conditions such an operation is beneficial for tightening the risk bound. Accordingly, we propose a stochastic optimization algorithm assisted with a diversity-driven superposition strategy, achieving better learning results with improved convergence properties. The effectiveness of the proposed method is verified on synthetic data, and its potential to solve the cold-start problem of sequential recommendation systems is demonstrated on real-world data.

stat.ML↗

arXiv2018

Learning Registered Point Processes from Idiosyncratic Observations

A parametric point process model is developed, with modeling based on the assumption that sequential observations often share latent phenomena, while also possessing idiosyncratic effects. An alternating optimization method is proposed to learn a "registered" point process that accounts for shared structure, as well as "warping" functions that characterize idiosyncratic aspects of each observed sequence. Under reasonable constraints, in each iteration we update the sample-specific warping functions by solving a set of constrained nonlinear programming problems in parallel, and update the model by maximum likelihood estimation. The justifiability, complexity and robustness of the proposed method are investigated in detail, and the influence of sequence stitching on the learning results is examined empirically. Experiments on both synthetic and real-world data demonstrate that the method yields explainable point process models, achieving encouraging results compared to state-of-the-art methods.

stat.ML↗

arXiv2018

Visually Explainable Recommendation

Images account for a significant part of user decisions in many application scenarios, such as product images in e-commerce, or user image posts in social networks. It is intuitive that user preferences on the visual patterns of image (e.g., hue, texture, color, etc) can be highly personalized, and this provides us with highly discriminative features to make personalized recommendations. Previous work that takes advantage of images for recommendation usually transforms the images into latent representation vectors, which are adopted by a recommendation component to assist personalized user/item profiling and recommendation. However, such vectors are hardly useful in terms of providing visual explanations to users about why a particular item is recommended, and thus weakens the explainability of recommendation systems. As a step towards explainable recommendation models, we propose visually explainable recommendation based on attentive neural networks to model the user attention on images, under the supervision of both implicit feedback and textual reviews. By this, we can not only provide recommendation results to the users, but also tell the users why an item is recommended by providing intuitive visual highlights in a personalized manner. Experimental results show that our models are not only able to improve the recommendation performance, but also can provide persuasive visual explanations for the users to take the recommendations.

cs.IR↗

arXiv2017

A Dirichlet Mixture Model of Hawkes Processes for Event Sequence Clustering

We propose an effective method to solve the event sequence clustering problems based on a novel Dirichlet mixture model of a special but significant type of point processes --- Hawkes process. In this model, each event sequence belonging to a cluster is generated via the same Hawkes process with specific parameters, and different clusters correspond to different Hawkes processes. The prior distribution of the Hawkes processes is controlled via a Dirichlet distribution. We learn the model via a maximum likelihood estimator (MLE) and propose an effective variational Bayesian inference algorithm. We specifically analyze the resulting EM-type algorithm in the context of inner-outer iterations and discuss several inner iteration allocation strategies. The identifiability of our model, the convergence of our learning method, and its sample complexity are analyzed in both theoretical and empirical ways, which demonstrate the superiority of our method to other competitors. The proposed method learns the number of clusters automatically and is robust to model misspecification. Experiments on both synthetic and real-world data show that our method can learn diverse triggering patterns hidden in asynchronous event sequences and achieve encouraging performance on clustering purity and consistency.

cs.LG↗

arXiv2017

THAP: A Matlab Toolkit for Learning with Hawkes Processes

As a powerful tool of asynchronous event sequence analysis, point processes have been studied for a long time and achieved numerous successes in different fields. Among various point process models, Hawkes process and its variants attract many researchers in statistics and computer science these years because they capture the self- and mutually-triggering patterns between different events in complicated sequences explicitly and quantitatively and are broadly applicable to many practical problems. In this paper, we describe an open-source toolkit implementing many learning algorithms and analysis tools for Hawkes process model and its variants. Our toolkit systematically summarizes recent state-of-the-art algorithms as well as most classic algorithms of Hawkes processes, which is beneficial for both academical education and research. Source code can be downloaded from https://github.com/HongtengXu/Hawkes-Process-Toolkit.

stat.ML↗

arXiv2017

Learning Hawkes Processes from Short Doubly-Censored Event Sequences

Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous event sequence analysis under the framework of Hawkes processes by leveraging the idea of data synthesis. Given SDC event sequences observed in a variety of time intervals, we propose a sampling-stitching data synthesis method --- sampling predecessors and successors for each SDC event sequence from potential candidates and stitching them together to synthesize long training sequences. The rationality and the feasibility of our method are discussed in terms of arguments based on likelihood. Experiments on both synthetic and real-world data demonstrate that the proposed data synthesis method improves learning results indeed for both time-invariant and time-varying Hawkes processes.

cs.LG↗

arXiv2017

A Tube-and-Droplet-based Approach for Representing and Analyzing Motion Trajectories

Trajectory analysis is essential in many applications. In this paper, we address the problem of representing motion trajectories in a highly informative way, and consequently utilize it for analyzing trajectories. Our approach first leverages the complete information from given trajectories to construct a thermal transfer field which provides a context-rich way to describe the global motion pattern in a scene. Then, a 3D tube is derived which depicts an input trajectory by integrating its surrounding motion patterns contained in the thermal transfer field. The 3D tube effectively: 1) maintains the movement information of a trajectory, 2) embeds the complete contextual motion pattern around a trajectory, 3) visualizes information about a trajectory in a clear and unified way. We further introduce a droplet-based process. It derives a droplet vector from a 3D tube, so as to characterize the high-dimensional 3D tube information in a simple but effective way. Finally, we apply our tube-and-droplet representation to trajectory analysis applications including trajectory clustering, trajectory classification & abnormality detection, and 3D action recognition. Experimental comparisons with state-of-the-art algorithms demonstrate the effectiveness of our approach.

cs.CV↗

arXiv2017

Fractal Dimension Invariant Filtering and Its CNN-based Implementation

Fractal analysis has been widely used in computer vision, especially in texture image processing and texture analysis. The key concept of fractal-based image model is the fractal dimension, which is invariant to bi-Lipschitz transformation of image, and thus capable of representing intrinsic structural information of image robustly. However, the invariance of fractal dimension generally does not hold after filtering, which limits the application of fractal-based image model. In this paper, we propose a novel fractal dimension invariant filtering (FDIF) method, extending the invariance of fractal dimension to filtering operations. Utilizing the notion of local self-similarity, we first develop a local fractal model for images. By adding a nonlinear post-processing step behind anisotropic filter banks, we demonstrate that the proposed filtering method is capable of preserving the local invariance of the fractal dimension of image. Meanwhile, we show that the FDIF method can be re-instantiated approximately via a CNN-based architecture, where the convolution layer extracts anisotropic structure of image and the nonlinear layer enhances the structure via preserving local fractal dimension of image. The proposed filtering method provides us with a novel geometric interpretation of CNN-based image model. Focusing on a challenging image processing task --- detecting complicated curves from the texture-like images, the proposed method obtains superior results to the state-of-art approaches.

cs.CV↗

arXiv2016

Patient Flow Prediction via Discriminative Learning of Mutually-Correcting Processes

Over the past decade the rate of care unit (CU) use in the United States has been increasing. With an aging population and ever-growing demand for medical care, effective management of patients' transitions among different care facilities will prove indispensible for shortening the length of hospital stays, improving patient outcomes, allocating critical care resources, and reducing preventable re-admissions. In this paper, we focus on an important problem of predicting the so-called "patient flow" from longitudinal electronic health records (EHRs), which has not been explored via existing machine learning techniques. By treating a sequence of transition events as a point process, we develop a novel framework for modeling patient flow through various CUs and jointly predicting patients' destination CUs and duration days. Instead of learning a generative point process model via maximum likelihood estimation, we propose a novel discriminative learning algorithm aiming at improving the prediction of transition events in the case of sparse data. By parameterizing the proposed model as a mutually-correcting process, we formulate the estimation problem via generalized linear models, which lends itself to efficient learning based on alternating direction method of multipliers (ADMM). Furthermore, we achieve simultaneous feature selection and learning by adding a group-lasso regularizer to the ADMM algorithm. Additionally, for suppressing the negative influence of data imbalance on the learning of model, we synthesize auxiliary training data for the classes with extremely few samples, and improve the robustness of our learning method accordingly. Testing on real-world data, we show that our method obtains superior performance in terms of accuracy of predicting the destination CU transition and duration of each CU occupancy.

cs.LG↗

arXiv2016

Learning Granger Causality for Hawkes Processes

Learning Granger causality for general point processes is a very challenging task. In this paper, we propose an effective method, learning Granger causality, for a special but significant type of point processes --- Hawkes process. We reveal the relationship between Hawkes process's impact function and its Granger causality graph. Specifically, our model represents impact functions using a series of basis functions and recovers the Granger causality graph via group sparsity of the impact functions' coefficients. We propose an effective learning algorithm combining a maximum likelihood estimator (MLE) with a sparse-group-lasso (SGL) regularizer. Additionally, the flexibility of our model allows to incorporate the clustering structure event types into learning framework. We analyze our learning algorithm and propose an adaptive procedure to select basis functions. Experiments on both synthetic and real-world data show that our method can learn the Granger causality graph and the triggering patterns of the Hawkes processes simultaneously.

cs.LG↗