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What happens if I set negative decays for HawkesExpKern #524

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HaochenWang1243 opened this issue Oct 3, 2024 · 1 comment
Open

What happens if I set negative decays for HawkesExpKern #524

HaochenWang1243 opened this issue Oct 3, 2024 · 1 comment

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@HaochenWang1243
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Hi. When I pass in a decay matrix that contains negative entries to HawkesExpKern, no error is reported and fit() is also successful.
I'm wondering if the results (score, adjacency, baseline, etc.) I got in this case are sensible or corrupted?

@Mbompr
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Mbompr commented Oct 3, 2024

That really looks frightening, I have no idea if this is valid or not but definitely I didn't have this in mind while implementing the lib. Use it at your own risks!

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