Martin Bompaire
Martin Bompaire
Hi, indeed it looks pretty interesting, we simply did not have enough time for that yet. I can help you if you want to add one of these features, otherwise,...
Indeed, these weights are supposed to be read-only. If you want to set this attribute manually, you can run `clf._set("weights", clf.weights * 3.14)`. But do it at your own risks...
Hello, Indeed this could be a good idea but we currently have no bandwidth to implement it. We welcome pull requests though :).
Hi, Have you tried [objective](https://x-datainitiative.github.io/tick/modules/generated/tick.hawkes.HawkesADM4.html#tick.hawkes.HawkesADM4.objective) : that is the function to be minimized, or [score](https://x-datainitiative.github.io/tick/modules/generated/tick.hawkes.HawkesADM4.html#tick.hawkes.HawkesADM4.score) : that is the goodness of fit function, to test whether Hawkes processes fit with...
Does this work with vectorization?
Hi, Indeed, marked Hawkes process are not supported in tick yet. It is probably not too complicated to add this into the simulation tough. We welcome pull request if you...
Sadly not that I am aware of. If you find one don't hesitate to mention it here.
Hi Shengzhong, Having an unknown decay leads to a non-convex loss that is much harder to optimize. As most of the parametric models in _tick_ rely on convex solvers we...
Hello, The score is the log-likelihood that writes as following: where the intensity writes for a 1D hawkes process with exponential kernel: Hence, if the `decay`, beta, becomes very large,...
Hi, What is the total time span? What proportion of events occur at the exact same time?