Learning Mixture of Neural Temporal Point Processes for Multi-dimensional Event Sequence Clustering

Abstract

Multi-dimensional event sequence clustering applies to many scenarios e.g. e-Commerce and electronic health. Traditional clustering models fail to characterize complex real-world processes due to the strong parametric assumption. While Neural Temporal Point Processes (NTPPs) mainly focus on modeling similar sequences instead of clustering. To fill the gap, we propose Mixture of Neural Temporal Point Processes (NTPP-MIX), a general framework that can utilize many existing NTPPs for multi-dimensional event sequence clustering. In NTPP-MIX, the prior distribution of coefficients for cluster assignment is modeled by a Dirichlet distribution. When the assignment is given, the conditional probability of a sequence is modeled by the mixture of a series of NTPPs. We combine variational EM algorithm and Stochastic Gradient Descent (SGD) to efficiently train the framework. In E-step, we fix parameters for NTPPs and approximate the true posterior with variational distributions. In M-step, we fix variational distributions and use SGD to update parameters of NTPPs. Extensive experimental results on four synthetic datasets and three real-world datasets show the effectiveness of NTPP-MIX against state-of-the-arts.