NeurIPS 2025 论文列表

Conference on Neural Information Processing Systems

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5,812篇论文

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    73912.7%
  • Poster
    4,98085.7%

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Assignments for Congestion-Averse Agents: Seeking Competitive and Envy-Free Solutions

Jiehua Chen, Jiong Guo, Yinghui Wen

展开摘要

We investigate congested assignment problems where agents have preferences over both resources and their associated congestion levels. These agents are \emph{averse} towards congestion, i.e., consistently preferring lower congestion for identical resources. Such scenarios are ubiquitous across domains including traffic management and school choice, where fair resource allocation is essential. We focus on the concept of \emph{competitiveness}, recently introduced by Bogomolnaia and Moulin [6], and contribute a polynomial-time algorithm that determines competitiveness, resolving their open question. Additionally, we explore two optimization variants of congested assignments by examining the problem of finding envy-free or maximally competitive assignments that guarantee a certain amount of social welfare for every agent, termed \emph{top-guarantees} [6]. While we prove that both problems are NP-hard, we develop parameterized algorithms with respect to the number of agents or resources.

Poster
OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain

Wenzhen Yue, Yong Liu, Hao Wang, Haoxuan Li, Xianghua Ying, Ruohao Guo, Bowei Xing, Ji Shi

展开摘要

This paper presents $\mathbf{OLinear}$, a $\mathbf{linear}$-based multivariate time series forecasting model that operates in an $\mathbf{o}$rthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we propose $\mathbf{OrthoTrans}$, a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, $\mathbf{NormLin}$, which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://github.com/jackyue1994/OLinear.

Poster
Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift

Yanru Sun, Zongxia Xie, Emadeldeen Eldele, Dongyue Chen, Qinghua Hu, Min Wu

展开摘要

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit heterogeneous pattern evolution across segments, such as seasonal variations, regime changes, or contextual shifts, making accurate forecasting challenging. Existing approaches, which typically train a single model to capture all these diverse patterns, often struggle with the pattern drifts between patches and may lead to poor generalization. To address these challenges, we propose TFPS, a novel architecture that leverages pattern-specific experts for more accurate and adaptable time series forecasting. TFPS employs a dual-domain encoder to capture both time-domain and frequency-domain features, enabling a more comprehensive understanding of temporal dynamics. It then performs subspace clustering to dynamically identify distinct patterns across data segments. Finally, these patterns are modeled by specialized experts, allowing the model to learn multiple predictive functions. Extensive experiments on real-world datasets demonstrate that TFPS outperforms state-of-the-art methods, particularly on datasets exhibiting significant distribution shifts. The data and code are available: https://github.com/syrGitHub/TFPS.

Poster
Searching Latent Program Spaces

Matthew Macfarlane, Clément Bonnet

展开摘要

General intelligence requires systems that acquire new skills efficiently and generalize beyond their training distributions. Although program synthesis approaches have strong generalization power, they face scaling issues due to large combinatorial spaces that quickly make them impractical and require human-generated DSLs or pre-trained priors to narrow this search space. On the other hand, deep learning methods have had high successes, but they lack structured test-time adaptation and rely on heavy stochastic sampling or expensive gradient updates for fine-tuning. In this work, we propose the Latent Program Network (LPN), a new architecture that builds in test-time search directly into neural models. LPN learns a latent space of implicit programs---neurally mapping inputs to outputs---through which it can search using gradients at test time. LPN combines the adaptability of symbolic approaches and the scalability of neural methods. It searches through a compact latent space at test time and bypasses the need for pre-defined domain-specific languages. On a range of programming-by-examples tasks, LPN either outperforms or matches performance compared to in-context learning and test-time training methods. Tested on the ARC-AGI benchmark, we demonstrate that LPN can both learn a compact program space and search through it at test time to adapt to novel tasks. LPN doubles its performance on out-of-distribution tasks when test-time search is switched on.

Spotlight
Over-squashing in Spatiotemporal Graph Neural Networks

Ivan Marisca, Jacob Bamberger, Cesare Alippi, Michael M. Bronstein

展开摘要

Graph Neural Networks (GNNs) have achieved remarkable success across various domains. However, recent theoretical advances have identified fundamental limitations in their information propagation capabilities, such as over-squashing, where distant nodes fail to effectively exchange information. While extensively studied in static contexts, this issue remains unexplored in Spatiotemporal GNNs (STGNNs), which process sequences associated with graph nodes. Nonetheless, the temporal dimension amplifies this challenge by increasing the information that must be propagated. In this work, we formalize the spatiotemporal over-squashing problem and demonstrate its distinct characteristics compared to the static case. Our analysis reveals that, counterintuitively, convolutional STGNNs favor information propagation from points temporally distant rather than close in time. Moreover, we prove that architectures that follow either time-and-space or time-then-space processing paradigms are equally affected by this phenomenon, providing theoretical justification for computationally efficient implementations. We validate our findings on synthetic and real-world datasets, providing deeper insights into their operational dynamics and principled guidance for more effective designs.

Poster
Redundancy-Aware Test-Time Graph Out-of-Distribution Detection

Yue Hou, He Zhu, Ruomei Liu, Yingke Su, Junran Wu, Ke Xu

展开摘要

Distributional discrepancy between training and test data can lead models to make inaccurate predictions when encountering out-of-distribution (OOD) samples in real-world applications. Although existing graph OOD detection methods leverage data-centric techniques to extract effective representations, their performance remains compromised by structural redundancy that induces semantic shifts. To address this dilemma, we propose RedOUT, an unsupervised framework that integrates structural entropy into test-time OOD detection for graph classification. Concretely, we introduce the Redundancy-aware Graph Information Bottleneck (ReGIB) and decompose the objective into essential information and irrelevant redundancy. By minimizing structural entropy, the decoupled redundancy is reduced, and theoretically grounded upper and lower bounds are proposed for optimization. Extensive experiments on real-world datasets demonstrate the superior performance of RedOUT on OOD detection. Specifically, our method achieves an average improvement of 6.7\%, significantly surpassing the best competitor by 17.3\% on the ClinTox/LIPO dataset pair.

Poster
Flow based approach for Dynamic Temporal Causal models with non-Gaussian or Heteroscedastic Noises

Abdellah Rahmani, Pascal Frossard

展开摘要

Understanding causal relationships in multivariate time series is crucial in many scenarios, such as those dealing with financial or neurological data. Many such time series exhibit multiple regimes, i.e., consecutive temporal segments with a priori unknown boundaries, with each regime having its own causal structure. Inferring causal dependencies and regime shifts is critical for analyzing the underlying processes. However, causal structure learning in this setting is challenging due to (1) non-stationarity, i.e., each regime can have its own causal graph and mixing function, and (2) complex noise distributions, which may be non-Gaussian or heteroscedastic. Existing causal discovery approaches cannot address these challenges, since generally assume stationarity or Gaussian noise with constant variance. Hence, we introduce FANTOM, a unified framework for causal discovery that handles non-stationary processes along with non-Gaussian and heteroscedastic noises. FANTOM simultaneously infers the number of regimes and their corresponding indices and learns each regime’s Directed Acyclic Graph. It uses a Bayesian Expectation Maximization algorithm that maximizes the evidence lower bound of the data log-likelihood. On the theoretical side, we prove, under mild assumptions, that temporal heteroscedastic causal models, introduced in FANTOM's formulation, are identifiable in both stationary and non-stationary settings. In addition, extensive experiments on synthetic and real data show that FANTOM outperforms existing methods.

Poster
Sampling-Efficient Test-Time Scaling: Self-Estimating the Best-of-N Sampling in Early Decoding

Yiming Wang, Pei Zhang, Siyuan Huang, Baosong Yang, Zhuosheng Zhang, Fei Huang, Rui Wang

展开摘要

Test-time scaling enhances large language model performance by allocating additional compute resources during decoding. Best-of-$N$ (BoN) sampling serves as a common sampling-based scaling technique, broadening the search space in parallel to find better solutions from the model distribution. However, its cost–performance trade-off is still underexplored. Two main challenges limit the efficiency of BoN sampling: (1) Generating $N$ full samples consumes substantial GPU memory, reducing inference capacity under limited resources. (2) Reward models add extra memory and latency overhead, and training strong reward models introduces potential training data costs. Although some studies have explored efficiency improvements, none have addressed both challenges at once. To address this gap, we propose **Self-Truncation Best-of-$N$ (ST-BoN)**, a decoding method that avoids fully generating all $N$ samples and eliminates the need for reward models. It leverages early sampling consistency in the model’s internal states to identify the most promising path and truncate suboptimal ones. In terms of cost, ST-BoN reduces dynamic GPU memory usage by over 80% and inference latency by 50%. In terms of cost–performance trade-off, ST-BoN achieves the same performance as Full-BoN while saving computational cost by 70%–80%, and under the same cost, it can improve accuracy by 3–4 points.

Spotlight
Fractional Langevin Dynamics for Combinatorial Optimization via Polynomial-Time Escape

Shiyue Wang, Ziao Guo, Changhong Lu, Junchi Yan

展开摘要

Langevin Dynamics (LD) and its discrete proposal have been widely applied in the field of Combinatorial Optimization (CO). Both sampling-based and data-driven approaches have benefited significantly from these methods. However, LD's reliance on Gaussian noise limits its ability to escape narrow local optima, requires costly parallel chains, and performs poorly in rugged landscapes or with non-strict constraints. These challenges have impeded the development of more advanced approaches. To address these issues, we introduce Fractional Langevin Dynamics (FLD) for CO, replacing Gaussian noise with $\alpha$-stable L\'evy noise. FLD can escape from local optima more readily via L\'evy flights, and in multiple-peak CO problems with high potential barriers it exhibits a polynomial escape time that outperforms the exponential escape time of LD. Moreover, FLD coincides with LD when $\alpha = 2$, and by tuning $\alpha$ it can be adapted to a wider range of complex scenarios in the CO fields. We provide theoretical proof that our method offers enhanced exploration capabilities and improved convergence. Experimental results on the Maximum Independent Set, Maximum Clique, and Maximum Cut problems demonstrate that incorporating FLD advances both sampling-based and data-driven approaches, achieving state-of-the-art (SOTA) performance in most of the experiments.

Poster
Decomposing motor units through elimination for real-time intention driven assistive neurotechnology

Nicholas Tacca, Bryan R. Schlink, Jackson T Levine, Mary K. Heimann, Collin Dunlap, Sam Colachis IV, Philip Putnam, Matthew A. Zeglen, Daniel J. Brobston, Austin M Bollinger, José L. Pons, Lauren Wengerd, Eric Christopher Meyers, David A. Friedenberg

展开摘要

Extracting neural signals at the single motor neuron level provides an optimal control signal for neuroprosthetic applications. However, current algorithms to decompose motor units from high-density electromyography (HD-EMG) are time-consuming and inconsistent, limiting their application to controlled scenarios in a research setting. We introduce MUelim, an algorithm for efficient motor unit decomposition that uses approximate joint diagonalization with a subtractive approach to rapidly identify and refine candidate sources. The algorithm incorporates an extend-lag procedure to augment data for enhanced source separability prior to diagonalization. By systematically iterating and eliminating redundant or noisy sources, MUelim achieves high decomposition accuracy while significantly reducing computational complexity, making it well-suited for real-time applications. We validate MUelim by demonstrating its ability to extract motor units in both simulated and physiological HD-EMG grid data. Across six healthy participants performing ramp and maximum voluntary contraction paradigms, MUelim achieves up to a 36$\times$ speed increase compared to existing state-of-the-art methods while decomposing a similar number of high signal-to-noise sources. Furthermore, we showcase a real-world application of MUelim in a clinical setting in which an individual with spinal cord injury controlled an EMG-driven neuroprosthetic to perform functional tasks. We demonstrate the ability to decode motor intent in real-time using a spiking neural network trained on the decomposed motor unit spike trains to trigger functional electrical stimulation patterns that evoke hand movements during task practice therapy. We show that motor unit-based decoding enables nuanced motor control, highlighting the potential of MUelim to advance assistive neurotechnology and rehabilitation through precise, intention-driven neuroprosthetic systems.

Poster
MIRA: Medical Time Series Foundation Model for Real-World Health Data

Hao Li, Bowen Deng, Chang Xu, ZhiYuan Feng, Viktor Schlegel, Yu-Hao Huang, Yizheng Sun, Jingyuan Sun, Kailai Yang, Yiyao Yu, Jiang Bian

展开摘要

A unified foundation model for medical time series—pretrained on open access and ethically reviewed medical corpora—offers the potential to reduce annotation burdens, minimize model customization, and enable robust transfer across clinical institutions, modalities, and tasks, particularly in data-scarce or privacy-constrained environments. However, existing time series foundation models struggle to handle medical time series data due to its inherent challenges, including irregular intervals, heterogeneous sampling rates, and frequent missingness. To address these challenges, we introduce MIRA, a unified foundation model specifically designed for medical time series forecasting. MIRA incorporates a Continuous-Time Rotary Positional Encoding that enables fine-grained modeling of variable time intervals, a frequency-specific mixture-of-experts layer that routes computation across latent frequency regimes to further promote temporal specialization, and a Continuous Dynamics Extrapolation Block based on Neural ODE that models the continuous trajectory of latent states, enabling accurate forecasting at arbitrary target timestamps. Pretrained on a large-scale and diverse medical corpus comprising over 454 billion time points collect from publicly available datasets, MIRA achieving reductions in forecasting errors by an average of 8% and 6% in out-of-distribution and in-distribution scenarios, respectively. We also introduce a comprehensive benchmark spanning multiple downstream clinical tasks, establishing a foundation for future research in medical time series modeling.

Poster
AliO: Output Alignment Matters in Long-Term Time Series Forecasting

Kwangryeol Park, Jaeho Kim, Seulki Lee

展开摘要

Long-term Time Series Forecasting (LTSF) tasks, which leverage the current data sequence as input to predict the future sequence, have become increasingly crucial in real-world applications such as weather forecasting and planning of electricity consumption. However, state-of-the-art LTSF models often fail to achieve prediction output alignment for the same timestamps across lagged input sequences. Instead, these models exhibit low output alignment, resulting in fluctuation in prediction outputs for the same timestamps, undermining the model's reliability. To address this, we propose AliO (Align Outputs), a novel approach designed to improve the output alignment of LTSF models by reducing the discrepancies between prediction outputs for the same timestamps in both the time and frequency domains. To measure output alignment, we introduce a new metric, TAM (Time Alignment Metric), which quantifies the alignment between prediction outputs, whereas existing metrics such as MSE only capture the distance between prediction outputs and ground truths. Experimental results show that AliO effectively improves the output alignment, i.e., up to 58.2\% in TAM, while maintaining or enhancing the forecasting performance (up to 27.5\%). This improved output alignment increases the reliability of the LTSF models, making them more applicable in real-world scenarios. The code implementation is on an anonymous GitHub repository.

Poster
Forging Time Series with Language: A Large Language Model Approach to Synthetic Data Generation

Cécile Rousseau, Tobia Boschi, Giandomenico Cornacchia, Dhaval Salwala, Alessandra Pascale, Juan Bernabe Moreno

展开摘要

SDForger is a flexible and efficient framework for generating high-quality multivariate time series using LLMs. Leveraging a compact data representation, SDForger provides synthetic time series generation from a few samples and low-computation fine-tuning of any autoregressive LLM. Specifically, the framework transforms univariate and multivariate signals into tabular embeddings, which are then encoded into text and used to fine-tune the LLM. At inference, new textual embeddings are sampled and decoded into synthetic time series that retain the original data's statistical properties and temporal dynamics. Across a diverse range of datasets, SDForger outperforms existing generative models in many scenarios, both in similarity-based evaluations and downstream forecasting tasks. By enabling textual conditioning in the generation process, SDForger paves the way for multimodal modeling and the streamlined integration of time series with textual information. The model is open-sourced at https://github.com/IBM/fms-dgt/tree/main/fms_dgt/public/databuilders/time_series.

Poster
Agnostic Continuous-Time Online Learning

Pramith Devulapalli, Changlong Wu, Ananth Grama, Wojciech Szpankowski

展开摘要

We study agnostic online learning from continuous-time data streams, a setting that naturally arises in applications such as environmental monitoring, personalized recommendation, and high-frequency trading. Unlike classical discrete-time models, learners in this setting must interact with a continually evolving data stream while making queries and updating models only at sparse, strategically selected times. We develop a general theoretical framework for learning from both *oblivious* and *adaptive* data streams, which may be noisy and non-stationary. For oblivious streams, we present a black-box reduction to classical online learning that yields a regret bound of $T \cdot R(S)/S$ for any class with discrete-time regret $R(S)$, where $T$ is the time horizon and $S$ is the *query budget*. For adaptive streams, which can evolve in response to learner actions, we design a dynamic query strategy in conjunction with a novel importance weighting scheme that enables unbiased loss estimation. In particular, for hypothesis class $\mathcal{H}$ with a finite Littlestone dimension, we establish a tight regret bound of $\tilde{\Theta}(T \cdot \sqrt{\mathsf{Ldim}(\mathcal{H})/S})$ that holds in both settings. Our results provide the first *quantitative* characterization of agnostic learning in continuous-time online environments with limited interaction.

Poster
Pool Me Wisely: On the Effect of Pooling in Transformer-Based Models

Sofiane ENNADIR, Levente Zólyomi, Oleg Smirnov, Tianze Wang, John Pertoft, Filip Cornell, Lele Cao

展开摘要

Transformer models have become the dominant backbone for sequence modeling, leveraging self-attention to produce contextualized token representations. These are typically aggregated into fixed-size vectors via pooling operations for downstream tasks. While much of the literature has focused on attention mechanisms, the role of pooling remains underexplored despite its critical impact on model behavior. In this paper, we introduce a theoretical framework that rigorously characterizes the expressivity of Transformer-based models equipped with widely used pooling methods by deriving closed-form bounds on their representational capacity and the ability to distinguish similar inputs. Our analysis extends to different variations of attention formulations, demonstrating that these bounds hold across diverse architectural variants. We empirically evaluate pooling strategies across tasks requiring both global and local contextual understanding, spanning three major modalities: computer vision, natural language processing, and time-series analysis. Results reveal consistent trends in how pooling choices affect accuracy, sensitivity, and optimization behavior. Our findings unify theoretical and empirical perspectives, providing practical guidance for selecting or designing pooling mechanisms suited to specific tasks. This work positions pooling as a key architectural component in Transformer models and lays the foundation for more principled model design beyond attention alone.

Poster
Inference-Time Hyper-Scaling with KV Cache Compression

Adrian Łańcucki, Konrad Staniszewski, Piotr Nawrot, Edoardo Ponti

展开摘要

Inference-time scaling trades efficiency for increased reasoning accuracy by generating longer or more parallel sequences. However, in Transformer LLMs, generation cost is bottlenecked by the size of the key–value (KV) cache, rather than the number of generated tokens. Hence, we explore inference-time hyper-scaling: by compressing the KV cache, we can generate more tokens within the same compute budget and further improve the accuracy of scaled inference. The success of this approach, however, hinges on the ability of compression methods to preserve accuracy even at high compression ratios. To make hyper-scaling practical, we introduce Dynamic Memory Sparsification (DMS), a novel method for sparsifying KV caches that only requires 1K training steps to achieve 8× compression, while maintaining better accuracy than training-free sparse attention. Instead of prematurely discarding cached tokens, DMS delays token eviction, implicitly merging representations and preserving critical information. We demonstrate the effectiveness of inference-time hyper-scaling with DMS on multiple families of LLMs, showing that it boosts accuracy for comparable inference latency and memory load. For instance, we enhance Qwen-R1 32B by 9.1 points on AIME 24, 7.6 on GPQA, and 9.6 on LiveCodeBench on average for an equivalent number of memory reads.

Poster
Titans: Learning to Memorize at Test Time

Ali Behrouz, Peilin Zhong, Vahab Mirrokni

展开摘要

Over more than a decade there has been an extensive research effort on how to effectively utilize recurrent models and attention. While recurrent models aim to compress the data into a fixed-size memory (called hidden state), attention allows attending to the entire context window, capturing the direct dependencies of all tokens. This more accurate modeling of dependencies, however, comes with a quadratic cost, limiting the model to a fixed-length context. We present a neural long-term memory module that learns to memorize historical context and helps attention to attend to the current context while utilizing long-past information. We show that this neural memory has the advantage of fast parallelizable training. From a memory perspective, we argue that attention due to its limited context but accurate dependency modeling performs as a short-term memory, while neural memory due to its ability to memorize the data, acts as a long-term, more persistent, memory. Based on these two modules, we introduce a new family of architectures, called Titans, and present three variants to address how one can effectively incorporate memory into this architecture. Our experimental results on language modeling, common-sense reasoning, and time series tasks show that Titans are effective compared to baselines, while they can effectively scale to larger context window in needle-in-haystack tasks.

Poster
Test Time Scaling for Neural Processes

Hyungi Lee, Moonseok Choi, Hyunsu Kim, Kyunghyun Cho, Rajesh Ranganath, Juho Lee

展开摘要

Uncertainty-aware meta-learning aims not only for rapid adaptation to new tasks but also for reliable uncertainty estimation under limited supervision. Neural Processes (NPs) offer a flexible solution by learning implicit stochastic processes directly from data, often using a global latent variable to capture functional uncertainty. However, we empirically find that variational posteriors for this global latent variable are frequently miscalibrated, limiting both predictive accuracy and the reliability of uncertainty estimates. To address this issue, we propose Test Time Scaling for Neural Processes (TTSNPs), a sequential inference framework based on Sequential Monte Carlo Sampler (SMCS) that refines latent samples at test time without modifying the pre-trained NP model. TTSNPs iteratively transform variational samples into better approximations of the true posterior using neural transition kernels, significantly improving both prediction quality and uncertainty calibration. This makes NPs more robust and trustworthy, extending applicability to various scenarios requiring well-calibrated uncertainty estimates.

Poster
Aha! - Predicting What Matters Next: Online Highlight Detection Without Looking Ahead

Aiden Chang, Celso M de Melo, Stephanie M. Lukin

展开摘要

Real-time understanding of continuous video streams is essential for intelligent agents operating in high-stakes environments, including autonomous vehicles, surveillance drones, and disaster response robots. Yet, most existing video understanding and highlight detection methods assume access to the entire video during inference, making them unsuitable for online or streaming scenarios. In particular, current models optimize for offline summarization, failing to support step-by-step reasoning needed for real-time decision-making. We introduce Aha, an autoregressive highlight detection framework that predicts the relevance of each video frame against a task described in natural language. Without accessing future video frames, Aha utilizes a multimodal vision-language model and lightweight, decoupled heads trained on a large, curated dataset of human-centric video labels. To enable scalability, we introduce the Dynamic SinkCache mechanism that achieves constant memory usage across infinite-length streams without degrading performance on standard benchmarks. This encourages the hidden representation to capture high-level task objectives, enabling effective frame-level rankings for informativeness, relevance, and uncertainty with respect to the natural language task. Aha achieves state-of-the-art (SOTA) performance on highlight detection benchmarks, surpassing even prior offline, full-context approaches and video-language models by +5.9\% on TVSum and +8.3\% on Mr.Hisum in mAP (mean Average Precision). We explore Aha’s potential for real-world robotics applications given a task-oriented natural language input and a continuous, robot-centric video. Both experiments demonstrate Aha's potential effectiveness as a real-time reasoning module for downstream planning and long-horizon understanding.

Poster
Deep Continuous-Time State-Space Models for Marked Event Sequences

Yuxin Chang, Alex James Boyd, Cao Xiao, Taha Kass-Hout, Parminder Bhatia, Padhraic Smyth, Andrew Warrington

展开摘要

Marked temporal point processes (MTPPs) model sequences of events occurring at irregular time intervals, with wide-ranging applications in fields such as healthcare, finance and social networks. We propose the _state-space point process_ (S2P2) model, a novel and performant model that leverages techniques derived for modern deep state-space models (SSMs) to overcome limitations of existing MTPP models, while simultaneously imbuing strong inductive biases for continuous-time event sequences that other discrete sequence models (i.e., RNNs, transformers) do not capture. Inspired by the classical linear Hawkes processes, we propose an architecture that interleaves stochastic jump differential equations with nonlinearities to create a highly expressive intensity-based MTPP model, without the need for restrictive parametric assumptions for the intensity. Our approach enables efficient training and inference with a parallel scan, bringing linear complexity and sublinear scaling while retaining expressivity to MTPPs. Empirically, S2P2 achieves state-of-the-art predictive likelihoods across eight real-world datasets, delivering an average improvement of 33% over the best existing approaches.

Spotlight