TransFeat-TPP: An Interpretable Deep Covariate Temporal Point Processes

Publisher:
IOS Press
Publication Type:
Conference Proceeding
Citation:
Frontiers in Artificial Intelligence and Applications, 2024, 392, pp. 810-817
Issue Date:
2024-10-16
Full metadata record
The classical temporal point process (TPP) constructs an intensity function by taking the occurrence times into account. Nevertheless, occurrence time may not be the only relevant factor, other contextual data, termed covariates, may also impact the event evolution. Incorporating such covariates into the model is beneficial, while distinguishing their relevance to the event dynamics is of great practical significance. In this work, we propose a Transformer-based covariate temporal point process (TransFeat-TPP) model to improve the interpretability of deep covariate-TPPs while maintaining powerful expressiveness. TransFeat-TPP can effectively model complex relationships between events and covariates, and provide enhanced interpretability by discerning the importance of various covariates. Experimental results on synthetic and real datasets demonstrate improved prediction accuracy and consistently interpretable feature importance when compared to existing deep covariate-TPPs. Our code is available at https://github.com/waystogetthere/TransFeat.git.
Please use this identifier to cite or link to this item: