ICLR 2026 Orals

A Representer Theorem for Hawkes Processes via Penalized Least Squares Minimization

Hideaki Kim, Tomoharu Iwata

Theory & Optimization Thu, Apr 23 · 4:15 PM–4:25 PM · 201 C Avg rating: 5.50 (2–8)

Abstract

The representer theorem is a cornerstone of kernel methods, which aim to estimate latent functions in reproducing kernel Hilbert spaces (RKHSs) in a nonparametric manner. Its significance lies in converting inherently infinite-dimensional optimization problems into finite-dimensional ones over dual coefficients, thereby enabling practical and computationally tractable algorithms. In this paper, we address the problem of estimating the latent triggering kernels--functions that encode the interaction structure between events--for linear multivariate Hawkes processes based on observed event sequences within an RKHS framework. We show that, under the principle of penalized least squares minimization, a novel form of representer theorem emerges: a family of transformed kernels can be defined via a system of simultaneous integral equations, and the optimal estimator of each triggering kernel is expressed as a linear combination of these transformed kernels evaluated at the data points. Remarkably, the dual coefficients are all analytically fixed to unity, obviating the need to solve a costly optimization problem to obtain the dual coefficients. This leads to a highly efficient estimator capable of handling large-scale data more effectively than conventional nonparametric approaches. Empirical evaluations on synthetic and real-world datasets reveal that the proposed method achieves competitive predictive accuracy while substantially improving computational efficiency compared to state-of-the-art kernel method-based estimators.

One-sentence summary·Auto-generated by claude-haiku-4-5-20251001(?)

Representer theorem for Hawkes processes shows dual coefficients are analytically fixed to unity via penalized least squares.

Contributions·Auto-generated by claude-haiku-4-5-20251001(?)
  • Novel representer theorem for multivariate Hawkes processes showing optimal estimators are linear combinations of transformed kernels
  • Analytical solution with dual coefficients fixed to unity eliminates need for costly optimization
  • Efficient estimator handling large-scale data better than conventional nonparametric RKHS-based approaches
Methods used·Auto-generated by claude-haiku-4-5-20251001(?)
  • Kernel methods
  • Reproducing kernel Hilbert spaces (RKHS)
  • Penalized least squares
  • Representer theorem
Limitations (author-stated)·Auto-generated by claude-haiku-4-5-20251001(?)
  • Linear Hawkes process assumption does not guarantee non-negativity of intensity function requiring post-hoc clipping
    from the paper
  • Computational complexity scales cubically with dimensionality U, empirically robust for moderate dimensions up to few hundred
    from the paper
Future work (author-stated)·Auto-generated by claude-haiku-4-5-20251001(?)
  • Rigorous theoretical analysis of learning guarantees
    from the paper

Author keywords

  • Hawkes processes
  • kernel methods
  • representer theorem
  • point processes
  • least squares loss

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