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Introduction

This is the corrected version for Transformer Hawkes Process (THP).

We have discussed with the first author of the THP paper, Simiao Zuo for the confirmation and agreement of the corrections.

Package Description

  1. For training, please go into thp_training sub-package and follow the instructions there. You will obtain the model model.pt that can be used for testing purposes. Please note that the RMSE and Accuracy stuffs in the training log is not reliable. For evaluation purposes (computing loglik, RMSE, Accuracy), please use thp_testing sub-package, which will be introduced below.

  2. For testing and synthetic data drawing, as the THP authors do not provide thinning algorithm implementation, for a fair comparison, we create a separate sub-package thp_testing to do that. This sub-package is now released.