6,299 research outputs found
The Block Point Process Model for Continuous-Time Event-Based Dynamic Networks
We consider the problem of analyzing timestamped relational events between a
set of entities, such as messages between users of an on-line social network.
Such data are often analyzed using static or discrete-time network models,
which discard a significant amount of information by aggregating events over
time to form network snapshots. In this paper, we introduce a block point
process model (BPPM) for continuous-time event-based dynamic networks. The BPPM
is inspired by the well-known stochastic block model (SBM) for static networks.
We show that networks generated by the BPPM follow an SBM in the limit of a
growing number of nodes. We use this property to develop principled and
efficient local search and variational inference procedures initialized by
regularized spectral clustering. We fit BPPMs with exponential Hawkes processes
to analyze several real network data sets, including a Facebook wall post
network with over 3,500 nodes and 130,000 events.Comment: To appear at The Web Conference 201
A Novel Predictive-Coding-Inspired Variational RNN Model for Online Prediction and Recognition
This study introduces PV-RNN, a novel variational RNN inspired by the
predictive-coding ideas. The model learns to extract the probabilistic
structures hidden in fluctuating temporal patterns by dynamically changing the
stochasticity of its latent states. Its architecture attempts to address two
major concerns of variational Bayes RNNs: how can latent variables learn
meaningful representations and how can the inference model transfer future
observations to the latent variables. PV-RNN does both by introducing adaptive
vectors mirroring the training data, whose values can then be adapted
differently during evaluation. Moreover, prediction errors during
backpropagation, rather than external inputs during the forward computation,
are used to convey information to the network about the external data. For
testing, we introduce error regression for predicting unseen sequences as
inspired by predictive coding that leverages those mechanisms. The model
introduces a weighting parameter, the meta-prior, to balance the optimization
pressure placed on two terms of a lower bound on the marginal likelihood of the
sequential data. We test the model on two datasets with probabilistic
structures and show that with high values of the meta-prior the network
develops deterministic chaos through which the data's randomness is imitated.
For low values, the model behaves as a random process. The network performs
best on intermediate values, and is able to capture the latent probabilistic
structure with good generalization. Analyzing the meta-prior's impact on the
network allows to precisely study the theoretical value and practical benefits
of incorporating stochastic dynamics in our model. We demonstrate better
prediction performance on a robot imitation task with our model using error
regression compared to a standard variational Bayes model lacking such a
procedure.Comment: The paper is accepted in Neural Computatio
Anomaly Detection on Graph Time Series
In this paper, we use variational recurrent neural network to investigate the
anomaly detection problem on graph time series. The temporal correlation is
modeled by the combination of recurrent neural network (RNN) and variational
inference (VI), while the spatial information is captured by the graph
convolutional network. In order to incorporate external factors, we use feature
extractor to augment the transition of latent variables, which can learn the
influence of external factors. With the target function as accumulative ELBO,
it is easy to extend this model to on-line method. The experimental study on
traffic flow data shows the detection capability of the proposed method
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