Deep Dynamic Poisson Factorization Model
Conference Event Type: Poster
A new model, named as deep dynamic poisson factorization model, is proposed in this paper for analyzing sequential count vectors. The model based on the Poisson Factor Analysis method captures dependence among time steps by neural networks, representing the implicit distributions. Local complicated relationship is obtained from local implicit distribution, and deep latent structure is exploited to get the long-time dependence. Variational inference on latent variables and gradient descent based on the loss functions derived from variational distribution is performed in our inference. Synthetic datasets and real-world datasets are applied to the proposed model and our results show good predicting and fitting performance with interpretable latent structure.