Sparklen 1.1.0

Added

• Implementation of a new learning rate scheduler:
  two-way backtracking line search.
• Added in the C++ model classes: pre-calculation now leverage
  the Markov property of the exponential kernel.

Fixed

• The LearnerHawkesExp is now compatible with scikit-learn routines
  for variable selection, enabling an easy-to-use pipeline for
  selecting the decay hyperparameter when it is unknown.
• Providing end_time with data is now optional.

Sparklen 1.0.0

• Initial release of Sparklen with core features:

  • A efficient cluster-based simulation method for generating events.

  • A highly versatile and flexible framework for performing inference of
    multivariate Hawkes process.

  • Novel approaches to address the challenge of multiclass
    classification within the supervised learning framework.