Poster

Self-Modulating Nonparametric Event-Tensor Factorization

Zheng Wang · Xinqi Chu · Shandian Zhe

Keywords: [ Approximate Inference ] [ Bayesian Nonparametrics ] [ Gaussian Processes ] [ Matrix/Tensor Methods ] [ General Machine Learning Techniques ]

Abstract:

Tensor factorization is a fundamental framework to analyze high-order interactions in data. Despite the success of the existing methods, the valuable temporal information are severely underused. The timestamps of the interactions are either ignored or discretized into crude steps. The recent work although formulates event-tensors to keep the timestamps in factorization and can capture mutual excitation effects among the interaction events, it overlooks another important type of temporal influence, inhibition. In addition, it uses a local window to exclude all the long-term dependencies. To overcome these limitations, we propose a self-modulating nonparametric Bayesian factorization model. We use the latent factors to construct mutually governed, general random point processes, which can capture various short-term/long-term, excitation/inhibition effects, so as to encode the complex temporal dependencies into factor representations. In addition, our model couples with a latent Gaussian process to estimate and fuse nonlinear yet static relationships between the entities. For efficient inference, we derive a fully decomposed model evidence lower bound to dispense with the huge kernel matrix and costly summations inside the rate and log rate functions. We then develop an efficient stochastic optimization algorithm. We show the advantage of our method in four real-world applications.

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