Sequential event prediction
Author(s)Letham, Benjamin; Rudin, Cynthia; Madigan, David
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In sequential event prediction, we are given a “sequence database” of past event sequences to learn from, and we aim to predict the next event within a current event sequence. We focus on applications where the set of the past events has predictive power and not the specific order of those past events. Such applications arise in recommender systems, equipment maintenance, medical informatics, and in other domains. Our formalization of sequential event prediction draws on ideas from supervised ranking. We show how specific choices within this approach lead to different sequential event prediction problems and algorithms. In recommender system applications, the observed sequence of events depends on user choices, which may be influenced by the recommendations, which are themselves tailored to the user’s choices. This leads to sequential event prediction algorithms involving a non-convex optimization problem. We apply our approach to an online grocery store recommender system, email recipient recommendation, and a novel application in the health event prediction domain.
DepartmentMassachusetts Institute of Technology. Operations Research Center; Sloan School of Management
Springer Science+Business Media
Letham, Benjamin, Cynthia Rudin, and David Madigan. “Sequential Event Prediction.” Mach Learn 93, no. 2–3 (November 2013): 357–380.
Author's final manuscript