Time-Dependent Representation for Neural Event Sequence Prediction

Existing sequence prediction methods are mostly concerned with time-independent sequences, in which the actual time span between events is irrelevant and the distance between events is simply the difference between their order positions in the sequence. While this time-independent view of sequences is applicable for data such as natural languages, e.g., dealing with words in a sentence, it is inappropriate and inefficient for many real world events that are observed and collected at unequally spaced points of time as they naturally arise, e.g., when a person goes to a grocery store or makes a phone call. The time span between events can carry important information about the sequence dependence of human behaviors. In this work, we propose a set of methods for using time in sequence prediction. Because neural sequence models such as RNN are more amenable for handling token-like input, we propose two methods for time-dependent event representation, based on the intuition on how time is tokenized in everyday life and previous work on embedding contextualization. We also introduce two methods for using next event duration as regularization for training a sequence prediction model. We discuss these methods based on recurrent neural nets. We evaluate these methods as well as baseline models on five datasets that resemble a variety of sequence prediction tasks. The experiments revealed that the proposed methods offer accuracy gain over baseline models in a range of settings.Comment: 9 pages and 2 pages of reference

ODE2^2VAE: Deep generative second order ODEs with Bayesian neural networks

We present Ordinary Differential Equation Variational Auto-Encoder (ODE$^2$VAE), a latent second order ODE model for high-dimensional sequential data. Leveraging the advances in deep generative models, ODE$^2$VAE can simultaneously learn the embedding of high dimensional trajectories and infer arbitrarily complex continuous-time latent dynamics. Our model explicitly decomposes the latent space into momentum and position components and solves a second order ODE system, which is in contrast to recurrent neural network (RNN) based time series models and recently proposed black-box ODE techniques. In order to account for uncertainty, we propose probabilistic latent ODE dynamics parameterized by deep Bayesian neural networks. We demonstrate our approach on motion capture, image rotation and bouncing balls datasets. We achieve state-of-the-art performance in long term motion prediction and imputation tasks

Time Masking: Leveraging Temporal Information in Spoken Dialogue Systems

In a spoken dialogue system, dialogue state tracker (DST) components track the state of the conversation by updating a distribution of values associated with each of the slots being tracked for the current user turn, using the interactions until then. Much of the previous work has relied on modeling the natural order of the conversation, using distance based offsets as an approximation of time. In this work, we hypothesize that leveraging the wall-clock temporal difference between turns is crucial for finer-grained control of dialogue scenarios. We develop a novel approach that applies a {\it time mask}, based on the wall-clock time difference, to the associated slot embeddings and empirically demonstrate that our proposed approach outperforms existing approaches that leverage distance offsets, on both an internal benchmark dataset as well as DSTC2.Comment: SIGDIAL 201

Hybrid Model with Time Modeling for Sequential Recommender Systems

Deep learning based methods have been used successfully in recommender system problems. Approaches using recurrent neural networks, transformers, and attention mechanisms are useful to model users' long- and short-term preferences in sequential interactions. To explore different session-based recommendation solutions, Booking.com recently organized the WSDM WebTour 2021 Challenge, which aims to benchmark models to recommend the final city in a trip. This study presents our approach to this challenge. We conducted several experiments to test different state-of-the-art deep learning architectures for recommender systems. Further, we proposed some changes to Neural Attentive Recommendation Machine (NARM), adapted its architecture for the challenge objective, and implemented training approaches that can be used in any session-based model to improve accuracy. Our experimental result shows that the improved NARM outperforms all other state-of-the-art benchmark methods.Comment: 5 pages, 2 figures, WSDM Workshop on Web Tourism 202

Self-attention with Functional Time Representation Learning

Sequential modelling with self-attention has achieved cutting edge performances in natural language processing. With advantages in model flexibility, computation complexity and interpretability, self-attention is gradually becoming a key component in event sequence models. However, like most other sequence models, self-attention does not account for the time span between events and thus captures sequential signals rather than temporal patterns. Without relying on recurrent network structures, self-attention recognizes event orderings via positional encoding. To bridge the gap between modelling time-independent and time-dependent event sequence, we introduce a functional feature map that embeds time span into high-dimensional spaces. By constructing the associated translation-invariant time kernel function, we reveal the functional forms of the feature map under classic functional function analysis results, namely Bochner's Theorem and Mercer's Theorem. We propose several models to learn the functional time representation and the interactions with event representation. These methods are evaluated on real-world datasets under various continuous-time event sequence prediction tasks. The experiments reveal that the proposed methods compare favorably to baseline models while also capturing useful time-event interactions

Neural Ordinary Differential Equations

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models

Uncertainty on Asynchronous Time Event Prediction

Asynchronous event sequences are the basis of many applications throughout different industries. In this work, we tackle the task of predicting the next event (given a history), and how this prediction changes with the passage of time. Since at some time points (e.g. predictions far into the future) we might not be able to predict anything with confidence, capturing uncertainty in the predictions is crucial. We present two new architectures, WGP-LN and FD-Dir, modelling the evolution of the distribution on the probability simplex with time-dependent logistic normal and Dirichlet distributions. In both cases, the combination of RNNs with either Gaussian process or function decomposition allows to express rich temporal evolution of the distribution parameters, and naturally captures uncertainty. Experiments on class prediction, time prediction and anomaly detection demonstrate the high performances of our models on various datasets compared to other approaches.Comment: Neurips 2019 (Spotlight

Spatio-Temporal Convolutional LSTMs for Tumor Growth Prediction by Learning 4D Longitudinal Patient Data

Prognostic tumor growth modeling via volumetric medical imaging observations can potentially lead to better outcomes of tumor treatment and surgical planning. Recent advances of convolutional networks have demonstrated higher accuracy than traditional mathematical models in predicting future tumor volumes. This indicates that deep learning-based techniques may have great potentials on addressing such problem. However, current 2D patch-based modeling approaches cannot make full use of the spatio-temporal imaging context of the tumor's longitudinal 4D (3D + time) data. Moreover, they are incapable to predict clinically-relevant tumor properties, other than volumes. In this paper, we exploit to formulate the tumor growth process through convolutional Long Short-Term Memory (ConvLSTM) that extract tumor's static imaging appearances and capture its temporal dynamic changes within a single network. We extend ConvLSTM into the spatio-temporal domain (ST-ConvLSTM) by jointly learning the inter-slice 3D contexts and the longitudinal or temporal dynamics from multiple patient studies. Our approach can incorporate other non-imaging patient information in an end-to-end trainable manner. Experiments are conducted on the largest 4D longitudinal tumor dataset of 33 patients to date. Results validate that the ST-ConvLSTM produces a Dice score of 83.2%+-5.1% and a RVD of 11.2%+-10.8%, both significantly outperforming (p<0.05) other compared methods of linear model, ConvLSTM, and generative adversarial network (GAN) under the metric of predicting future tumor volumes. Additionally, our new method enables the prediction of both cell density and CT intensity numbers. Last, we demonstrate the generalizability of ST-ConvLSTM by employing it in 4D medical image segmentation task, which achieves an averaged Dice score of 86.3+-1.2% for left-ventricle segmentation in 4D ultrasound with 3 seconds per patient

Representation Learning for Dynamic Graphs: A Survey

Graphs arise naturally in many real-world applications including social networks, recommender systems, ontologies, biology, and computational finance. Traditionally, machine learning models for graphs have been mostly designed for static graphs. However, many applications involve evolving graphs. This introduces important challenges for learning and inference since nodes, attributes, and edges change over time. In this survey, we review the recent advances in representation learning for dynamic graphs, including dynamic knowledge graphs. We describe existing models from an encoder-decoder perspective, categorize these encoders and decoders based on the techniques they employ, and analyze the approaches in each category. We also review several prominent applications and widely used datasets and highlight directions for future research.Comment: Accepted at JMLR, 73 pages, 2 figure

D\'ej\`a vu: A Contextualized Temporal Attention Mechanism for Sequential Recommendation

Predicting users' preferences based on their sequential behaviors in history is challenging and crucial for modern recommender systems. Most existing sequential recommendation algorithms focus on transitional structure among the sequential actions, but largely ignore the temporal and context information, when modeling the influence of a historical event to current prediction. In this paper, we argue that the influence from the past events on a user's current action should vary over the course of time and under different context. Thus, we propose a Contextualized Temporal Attention Mechanism that learns to weigh historical actions' influence on not only what action it is, but also when and how the action took place. More specifically, to dynamically calibrate the relative input dependence from the self-attention mechanism, we deploy multiple parameterized kernel functions to learn various temporal dynamics, and then use the context information to determine which of these reweighing kernels to follow for each input. In empirical evaluations on two large public recommendation datasets, our model consistently outperformed an extensive set of state-of-the-art sequential recommendation methods.Comment: Key Words: Sequential Recommendation, Self-attention mechanism, Temporal Recommendatio