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Best Paper Award
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Poster
Gavin Kerrigan ⋅ Kai Nelson ⋅ Padhraic Smyth
Abstract
Continuous-time event sequences, in which events occur at irregular intervals, are ubiquitous across a wide range of industrial and scientific domains. The contemporary modeling paradigm is to treat such data as realizations of a temporal point process, and in machine learning it is common to model temporal point processes in an autoregressive fashion using a neural network. While autoregressive models are successful in predicting the time of a single subsequent event, their performance can degrade when forecasting longer horizons due to cascading errors and myopic predictions. We propose EventFlow, a non-autoregressive generative model for temporal point processes. The model builds on the flow matching framework in order to directly learn joint distributions over event times, side-stepping the autoregressive process. EventFlow is simple to implement and achieves a 20\%-53\% lower forecast error than the nearest baseline on standard TPP benchmarks while simultaneously using fewer model calls at sampling time.
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Best Student Paper
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Poster
Colin Doumont ⋅ Donney Fan ⋅ Natalie Maus ⋅ Jacob Gardner ⋅ Henry Moss ⋅ Geoff Pleiss
Abstract
High-dimensional spaces have historically challenged Bayesian optimization (BO). Existing methods aim to overcome this curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly, we demonstrate that these approaches are outperformed by arguably the simplest method imaginable: Bayesian linear regression. After applying a geometric transformation to avoid boundary-seeking behaviour, Gaussian processes with linear kernels yield state-of-the-art performance on tasks with 60- to 6,000-dimensional search spaces. Linear models offer numerous advantages over their non-parametric counterparts: they afford closed-form acquisition function optimization, they yield asymptotically lower regret, and their computation scales linearly with data, a fact we exploit on molecular optimization tasks with >20,000 observations. Coupled with empirical and theoretical analyses, our results suggest the need to depart from past intuitions about BO methods in high-dimensional spaces.
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