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.
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For training, please go into
thp_training
sub-package and follow the instructions there. You will obtain the modelmodel.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 usethp_testing
sub-package, which will be introduced below. -
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.