EasyTPP: Towards Open Benchmarking Temporal Point Processes

Siqiao Xue, Xiaoming Shi, Zhixuan Chu, Yan Wang, Hongyan Hao, Fan Zhou, Caigao JIANG, Chen Pan, James Y. Zhang, Qingsong Wen, JUN ZHOU, Hongyuan Mei

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Keywords: Event sequence, Temporal point process, Open benchmarking

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TL;DR: We present a code base along with datasets for benchmarking temporal point process.

Abstract:

Continuous-time event sequences play a vital role in real-world domains such as healthcare, finance, online shopping, social networks, and so on. To model such data, temporal point processes (TPPs) have emerged as the most natural and competitive models, making a significant impact in both academic and application communities. Despite the emergence of many powerful models in recent years, there hasn't been a central benchmark for these models and future research endeavors. This lack of standardization impedes researchers and practitioners from comparing methods and reproducing results, potentially slowing down progress in this field.
In this paper, we present EasyTPP, the first central repository of research assets (e.g., data, models, evaluation programs, documentations) in the area of event sequence modeling. Our EasyTPP makes several unique contributions to this area: a unified interface of using existing datasets and adding new datasets; a wide range of evaluation programs that are easy to use and extend as well as facilitate reproducible research; implementations of popular neural TPPs, together with a rich library of modules by composing which one could quickly build complex models. We will actively maintain this benchmark and welcome contributions from other researchers and practitioners.
Our benchmark will help promote reproducible research in this field, thus accelerating research progress as well as making more significant real-world impacts. The code and data are available at \url{https://github.com/ant-research/EasyTemporalPointProcess}.

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Primary Area: datasets and benchmarks

Submission Number: 4863