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SAHP

This is the repository for the Self-Attentive Hawkes Processes paper where self-attention is used to adapt the intensity function of Hawkes process.

Dataset

The realword datasets are available on this [Google drive] (https://drive.google.com/drive/folders/0BwqmV0EcoUc8UklIR1BKV25YR1U) while the synthetic dataset is at this [link] (https://drive.google.com/file/d/1lRUIJx5UIPMx4TMwKy6GiAiP-k2vwvDc/view?usp=sharing). To run the model, you should download them to the parent directory of the source code, with the folder name data.

To make the data format consistent, it is necessary to run the script convert_realdata_syntheform.py first.

Package

The Python version should be at least 3.5 and the torch version can be 0.4.1

Scripts

models defines the self-attentive Hawkes model, multi-head attention and the related.

main_func.py is the main function to run the experiments, hyper-parameters are provided here.

utils contains utility functions

To run the model: python main_func.py

Citation

@article{zhang2019self,
  title={Self-attentive Hawkes processes},
  author={Zhang, Qiang and Lipani, Aldo and Kirnap, Omer and Yilmaz, Emine},
  journal={arXiv preprint arXiv:1907.07561},
  year={2019}
}