Conjoint Modeling of Temporal Dependencies in Event Streams

Many real world applications depend on modeling the temporal dynamics of streams of diverse events, many of which are rare. We introduce a novel model class, Conjoint Piecewise-Constant Conditional Intensity Models, and a learning algorithm that together yield a data-driven approach to parameter sharing with the aim of better modeling such event streams. We empirically demonstrate that our approach yields more accurate models of two real world data sets: search query logs and data center system logs.