This is an official source code for implementation on Extensive Deep Temporal Point Process

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Deep Learning EDTPP
Overview

Extensive Deep Temporal Point Process

This is an official source code for implementation on Extensive Deep Temporal Point Process, which is composed of the following three parts:

1. REVIEW on methods on deep temporal point process

2. PROPOSITION of a framework on Granger causality discovery

3. FAIR empirical study

Reviews

We first conclude the recent research topics on deep temporal point process as four parts:

· Encoding of history sequence

· Relational discovery of events

· Formulation of conditional intensity function

· Learning approaches for optimization

By dismantling representative methods into the four parts, we list their contributions on temporal point process.

Methods with the same learning approaches:

Methods History Encoder Intensity Function Relational Discovery Learning Approaches Released codes
RMTPP RNN Gompertz / MLE with SGD https://github.com/musically-ut/tf_rmtpp
ERTPP LSTM Gaussian / MLE with SGD https://github.com/xiaoshuai09/Recurrent-Point-Process
CTLSTM CTLSTM Exp-decay + softplus / MLE with SGD https://github.com/HMEIatJHU/neurawkes
FNNPP LSTM FNNIntegral / MLE with SGD https://github.com/omitakahiro/NeuralNetworkPointProcess
LogNormMix LSTM Log-norm Mixture / MLE with SGD https://github.com/shchur/ifl-tpp
SAHP Transformer Exp-decay + softplus Attention Matrix MLE with SGD https://github.com/QiangAIResearcher/sahp_repo
THP Transformer Linear + softplus Structure learning MLE with SGD https://github.com/SimiaoZuo/Transformer-Hawkes-Process
DGNPP Transformer Exp-decay + softplus Bilevel Structure learning MLE with SGD No available codes until now.

Methods focusing on learning approaches:

Expansions:

Granger causality framework

The workflows of the proposed granger causality framework:

Experiments shows improvements in fitting and predictive ability in type-wise intensity modeling settings. And the Granger causality graph can be obtained:

Learned Granger causality graph on Stack Overflow

Fair empirical study

The results is showed in the Section 6.3. Here we give an instruction on implementation.

Installation

Requiring packages:

pytorch=1.8.0=py3.8_cuda11.1_cudnn8.0.5_0
torchvision=0.9.0=py38_cu111
torch-scatter==2.0.8

Dataset

We provide the MOOC and Stack Overflow datasets in ./data/

And Retweet dataset can be downloaded from Google Drive. Download it and copy it into ./data/retweet/

To preprocess the data, run the following commands

python /scripts/generate_mooc_data.py
python /scripts/generate_stackoverflow_data.py
python /scripts/generate_retweet_data.py

Training

You can train the model with the following commands:

python main.py --config_path ./experiments/mooc/config.yaml
python main.py --config_path ./experiments/stackoverflow/config.yaml
python main.py --config_path ./experiments/retweet/config.yaml

The .yaml files consist following kwargs:

log_level: INFO

data:
  batch_size: The batch size for training
  dataset_dir: The processed dataset directory
  val_batch_size: The batch size for validation and test
  event_type_num: Number of the event types in the dataset. {'MOOC': 97, "Stack OverFlow": 22, "Retweet": 3}

model:
  encoder_type: Used history encoder, chosen in [FNet, RNN, LSTM, GRU, Attention]
  intensity_type: Used intensity function, chosen in [LogNormMix, GomptMix, LogCauMix, ExpDecayMix, WeibMix, GaussianMix] and 
        [LogNormMixSingle, GomptMixSingle, LogCauMixSingle, ExpDecayMixSingle, WeibMixSingle, GaussianMixSingle, FNNIntegralSingle],
        where *Single means modeling the overall intensities
  time_embed_type: Time embedding, chosen in [Linear, Trigono]
  embed_dim: Embeded dimension
  lag_step: Predefined lag step, which is only used when intra_encoding is true
  atten_heads: Attention heads, only used in Attention encoder, must be a divisor of embed_dim.
  layer_num: The layers number in the encoder and history encoder
  dropout: Dropout ratio, must be in 0.0-1.0
  gumbel_tau: Initial temperature in Gumbel-max
  l1_lambda: Weight to control the sparsity of Granger causality graph
  use_prior_graph: Only be true when the ganger graph is given, chosen in [true, false]
  intra_encoding: Whether to use intra-type encoding,  chosen in [true, false]

train:
  epochs: Training epoches
  lr: Initial learning rate
  log_dir: Diretory for logger
  lr_decay_ratio: The decay ratio of learning rate
  max_grad_norm: Max gradient norm
  min_learning_rate: Min learning rate
  optimizer: The optimizer to use, chosen in [adam]
  patience: Epoch for early stopping 
  steps: Epoch numbers for learning rate decay. 
  test_every_n_epochs: 10
  experiment_name: 'stackoverflow'
  delayed_grad_epoch: 10
  relation_inference: Whether to use graph discovery, chosen in [true, false],
        if false, but intra_encoding is true, the graph will be complete.
  
gpu: The GPU number to use for training

seed: Random Seed
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Comments
  • Readme not working

    Readme not working

    Hi Haitao,

    I don't understand your position here: If you follow the readme instructions the model doesn't train and it is not even parsing the command line. The changes I propose fix that. Clone the repo in a new directory and try for yourself.

    Best, Georges

    opened by gdupret 4
  • loading SOF data

    loading SOF data

    Hi, I cannot load stackoverflow data with pickle module:

    UnpicklingError: A load persistent id instruction was encountered, but no persistent_load function was specified.

    in the notebook you referred to "train_manifold_format.pkl" but it does not exist in the data folder

    Thank you

    opened by hojjatkarami 1
Owner
Haitao Lin
Haitao Lin
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