Transfer Hawkes Processes with Content Information

Abstract

Hawkes processes are widely used for modeling event cascades. However, content and cross-domain information which is also instrumental in modeling is usually neglected. In this paper, we propose a novel model called transfer Hybrid Least Square for Hawkes (trHLSH) that incorporates Hawkes processes with content and cross-domain information. We also present the effective learning algorithm for the model. Evaluation on both synthetic and real-world datasets demonstrates that the proposed model can jointly learn knowledge from temporal, content and cross-domain information, and has better performance in terms of network recovery and prediction.