/ifl-tpp

Implementation of "Intensity-Free Learning of Temporal Point Processes"

Primary LanguagePython

Intensity-Free Learning of Temporal Point Processes

Pytorch implementation of the paper "Intensity-Free Learning of Temporal Point Processes", Oleksandr Shchur, Marin Biloš and Stephan Günnemann, ICLR 2020.

Usage

In order to run the code, you need to install the dpp library that contains all the algorithms described in the paper

cd code
python setup.py install

A Jupyter notebook code/interactive.ipynb contains the code for training models on the datasets used in the paper.

The same code can also be run as a Python script code/train.py.

Requirements

numpy=1.16.4
pytorch=1.2.0
scikit-learn=0.21.2
scipy=1.3.1

Cite

Please cite our paper if you use the code or datasets in your own work

@article{
    shchur2020intensity,
    title={Intensity-Free Learning of Temporal Point Processes},
    author={Oleksandr Shchur and Marin Bilo\v{s} and Stephan G\"{u}nnemann},
    journal={International Conference on Learning Representations (ICLR)},
    year={2020},
}