Unified framework for dynamic clustering and discrete time event prediction

Abstract

A single unified machine learning model (e.g., a neural network) is trained to perform both supervised event predictions and unsupervised time-varying clustering for a sequence of events (e.g., a sequence representing a user behavior) using sequences of events for multiple users using a combined loss function. The unified model can then be used for, given a sequence of events as input, predict a next event to occur after the last event in the sequence and generate a clustering result by performing a clustering operation on the sequence of events. As part of predicting the next event, the unified model is trained to predict an event type for the next event and a time of occurrence for the next event. In certain embodiments, the unified model is a neural network comprising a recurrent neural network (RNN) such as an Long Short Term Memory (LSTM) network.