NIPS Proceedingsβ

Thinning for Accelerating the Learning of Point Processes

Part of: Advances in Neural Information Processing Systems 32 (NIPS 2019) pre-proceedings

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Authors

Conference Event Type: Poster

Abstract

This paper discusses one of the most fundamental issues about point processes that what is the best sampling method for point processes. We propose \textit{thinning} as a downsampling method for accelerating the learning of point processes. We find that the thinning operation preserves the structure of intensity, and is able to estimate parameters with less time and without much loss of accuracy. Theoretical results including intensity, parameter and gradient estimation on a thinned history are presented for point processes with decouplable intensities. A stochastic optimization algorithm based on the thinned gradient is proposed. Experimental results on synthetic and real-world datasets validate the effectiveness of thinning in the tasks of parameter and gradient estimation, as well as stochastic optimization.