hawkes.py 文件源码

def calculate_objective(self,spontaneous,w1,alpha,w2,events,train_times):
        T=train_times
        N=len(events)
        s=events
        old_sum2 = 0
        obj = numpy.log(spontaneous*numpy.exp(-w1*s[0]))
        for i in range(1,N):
            mu = spontaneous*numpy.exp(-w1*s[i])
            sum1 = mu
            sum2 = (old_sum2 + alpha)*numpy.exp(-w2*(s[i]-s[i-1]))
            old_sum2 = sum2
            obj=obj+numpy.log(sum1+sum2)
        activate = numpy.exp(-w2*(T-numpy.mat(s)))
        activate_sum = numpy.sum((1-activate))*alpha/float(w2)
        obj= obj - activate_sum 
        obj = obj - (spontaneous/w1) * (1 - numpy.exp(-w1*T))
        return obj