sparklen - Sparklen 1.1.0

Added

• Implementation of a new learning rate scheduler: two-way backtracking line search.
• Added in the C++ model classes: pre-calculation now leverage the Markov property of the exponential kernel. ### Fixed
• The LearnerHawkesExp is now compatible with scikit-learn routines for variable selection, enabling an easy-to-use pipeline for selecting the decay hyperparameter when it is unknown.
• Providing end_time with data is now optional.

- Python
Published by romain-e-lacoste 10 months ago

sparklen - Sparklen 1.0.0

• Initial release of Sparklen with core features:

  • A efficient cluster-based simulation method for generating events.
  • A highly versatile and flexible framework for performing inference of multivariate Hawkes process.
  • Novel approaches to address the challenge of multiclass classification within the supervised learning framework.

- Python
Published by romain-e-lacoste 11 months ago