Deep graph kernel point processes

Point process models are widely used to analyze asynchronous events occurring within a graph that reflect how different types of events influence one another. Predicting future events' times and types is a crucial task, and the size and topology of the graph add to the challenge of the problem. Recent neural point process models unveil the possibility of capturing intricate inter-event-category dependencies. However, such methods utilize an unfiltered history of events, including all event categories in the intensity computation for each target event type. In this work, we propose a graph point process method where event interactions occur based on a latent graph topology. The corresponding undirected graph has nodes representing event categories and edges indicating potential contribution relationships. We then develop a novel deep graph kernel to characterize the triggering and inhibiting effects between events. The intrinsic influence structures are incorporated via the graph neural network (GNN) model used to represent the learnable kernel. The computational efficiency of the GNN approach allows our model to scale to large graphs. Comprehensive experiments on synthetic and real-world data show the superior performance of our approach against the state-of-the-art methods in predicting future events and uncovering the relational structure among data.