Abstract
This paper introduces the factorial marked temporal point process model and presents efficient learning methods. In conventional (multi-dimensional) marked temporal point process models, event is often encoded by a single discrete variable i.e. a marker. In this paper, we describe the factorial marked point processes whereby time-stamped event is factored into multiple markers. Accordingly the size of the infectivity matrix modeling the effect between pairwise markers is in power order w.r.t. the number of the discrete marker space. We propose a decoupled learning method with two learning procedures: i) directly solving the model based on two techniques: Alternating Direction Method of Multipliers and Fast Iterative Shrinkage-Thresholding Algorithm; ii) involving a reformulation that transforms the original problem into a Logistic Regression model for more efficient learning. Moreover, a sparse group regularizer is added to identify the key profile features and event labels. Empirical results on real world datasets demonstrate the efficiency of our decoupled and reformulated method. The source code is available online.
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