Adversarial Data Generation of Multi-category Marked Temporal Point Processes with Sparse, Incomplete, and Small Training Samples
Authors: Shashika Ranga Muramudalige, Anura Jayasumana, Haonan Wang
Keywords: Marked temporal point process, Stochastic process, Adversarial autoencoder, Incomplete data generation
Abstract: Asynchronous stochastic discrete event based processes are commonplace in application domains such as social science, homeland security, and health informatics.  Modeling complex interactions of such event data via marked temporal point processes (MTPPs) provides the ability of detection and prediction of specific interests or profiles. We present a novel multi-category MTPP generation technique for applications where training datasets are inherently sparse, incomplete, and small. The proposed adversarial architecture augments adversarial autoencoder (AAE) with feature mapping techniques, which includes a transformation between the categories and timestamps of marked points and the percentile distribution of the particular category.  The transformation of training data to the distribution facilitates the accurate capture of underlying process characteristics despite the sparseness and incompleteness of data. The proposed method is validated using several benchmark datasets. The similarity between actual and generated MTPPs is evaluated and compared with a Markov process based baseline. Results demonstrate the effectiveness and robustness of the proposed technique.