Enhancing Deep Traffic Forecasting Models with Dynamic Regression

• URL: http://arxiv.org/abs/2301.06650v2
• Date: Fri, 31 May 2024 15:05:40 GMT
• Title: Enhancing Deep Traffic Forecasting Models with Dynamic Regression
• Authors: Vincent Zhihao Zheng, Seongjin Choi, Lijun Sun,
• Abstract summary: This paper introduces a dynamic regression (DR) framework to enhance existing traffic forecasting models by structured learning for the residual process. We evaluate the effectiveness of the proposed framework on deep traffic forecasting models using both speed and flow datasets.
• Score: 15.31488551912888
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Deep learning models for traffic forecasting often assume the residual is independent and isotropic across time and space. This assumption simplifies loss functions such as mean absolute error, but real-world residual processes often exhibit significant autocorrelation and structured spatiotemporal correlation. This paper introduces a dynamic regression (DR) framework to enhance existing spatiotemporal traffic forecasting models by incorporating structured learning for the residual process. We assume the residual of the base model (i.e., a well-developed traffic forecasting model) follows a matrix-variate seasonal autoregressive (AR) model, which is seamlessly integrated into the training process through the redesign of the loss function. Importantly, the parameters of the DR framework are jointly optimized alongside the base model. We evaluate the effectiveness of the proposed framework on state-of-the-art (SOTA) deep traffic forecasting models using both speed and flow datasets, demonstrating improved performance and providing interpretable AR coefficients and spatiotemporal covariance matrices.

Related papers

• A domain decomposition-based autoregressive deep learning model for unsteady and nonlinear partial differential equations [2.7755345520127936]
  We propose a domain-decomposition-based deep learning (DL) framework, named CoMLSim, for accurately modeling unsteady and nonlinear partial differential equations (PDEs) The framework consists of two key components: (a) a convolutional neural network (CNN)-based autoencoder architecture and (b) an autoregressive model composed of fully connected layers.
  arXiv  Detail & Related papers  (2024-08-26T17:50:47Z)
• Physics-guided Active Sample Reweighting for Urban Flow Prediction [75.24539704456791]
  Urban flow prediction is a nuanced-temporal modeling that estimates the throughput of transportation services like buses, taxis and ride-driven models. Some recent prediction solutions bring remedies with the notion of physics-guided machine learning (PGML) We develop a atized physics-guided network (PN), and propose a data-aware framework Physics-guided Active Sample Reweighting (P-GASR)
  arXiv  Detail & Related papers  (2024-07-18T15:44:23Z)
• How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression [2.9873759776815527]
  We propose a framework for distributional regression using inverse flow transformations (DRIFT) DRIFT covers both interpretable statistical models and flexible neural networks opening up new avenues in both statistical modeling and deep learning.
  arXiv  Detail & Related papers  (2024-05-08T21:19:18Z)
• Deep autoregressive density nets vs neural ensembles for model-based offline reinforcement learning [2.9158689853305693]
  We consider a model-based reinforcement learning algorithm that infers the system dynamics from the available data and performs policy optimization on imaginary model rollouts. This approach is vulnerable to exploiting model errors which can lead to catastrophic failures on the real system. We show that better performance can be obtained with a single well-calibrated autoregressive model on the D4RL benchmark.
  arXiv  Detail & Related papers  (2024-02-05T10:18:15Z)
• A PAC-Bayesian Perspective on the Interpolating Information Criterion [54.548058449535155]
  We show how a PAC-Bayes bound is obtained for a general class of models, characterizing factors which influence performance in the interpolating regime. We quantify how the test error for overparameterized models achieving effectively zero training error depends on the quality of the implicit regularization imposed by e.g. the combination of model, parameter-initialization scheme.
  arXiv  Detail & Related papers  (2023-11-13T01:48:08Z)
• When to Update Your Model: Constrained Model-based Reinforcement Learning [50.74369835934703]
  We propose a novel and general theoretical scheme for a non-decreasing performance guarantee of model-based RL (MBRL) Our follow-up derived bounds reveal the relationship between model shifts and performance improvement. A further example demonstrates that learning models from a dynamically-varying number of explorations benefit the eventual returns.
  arXiv  Detail & Related papers  (2022-10-15T17:57:43Z)
• Measuring and Reducing Model Update Regression in Structured Prediction for NLP [31.86240946966003]
  backward compatibility requires that the new model does not regress on cases that were correctly handled by its predecessor. This work studies model update regression in structured prediction tasks. We propose a simple and effective method, Backward-Congruent Re-ranking (BCR), by taking into account the characteristics of structured output.
  arXiv  Detail & Related papers  (2022-02-07T07:04:54Z)
• Closed-form Continuous-Depth Models [99.40335716948101]
  Continuous-depth neural models rely on advanced numerical differential equation solvers. We present a new family of models, termed Closed-form Continuous-depth (CfC) networks, that are simple to describe and at least one order of magnitude faster.
  arXiv  Detail & Related papers  (2021-06-25T22:08:51Z)
• Anomaly Detection of Time Series with Smoothness-Inducing Sequential Variational Auto-Encoder [59.69303945834122]
  We present a Smoothness-Inducing Sequential Variational Auto-Encoder (SISVAE) model for robust estimation and anomaly detection of time series. Our model parameterizes mean and variance for each time-stamp with flexible neural networks. We show the effectiveness of our model on both synthetic datasets and public real-world benchmarks.
  arXiv  Detail & Related papers  (2021-02-02T06:15:15Z)
• Improving the Reconstruction of Disentangled Representation Learners via Multi-Stage Modeling [54.94763543386523]
  Current autoencoder-based disentangled representation learning methods achieve disentanglement by penalizing the ( aggregate) posterior to encourage statistical independence of the latent factors. We present a novel multi-stage modeling approach where the disentangled factors are first learned using a penalty-based disentangled representation learning method. Then, the low-quality reconstruction is improved with another deep generative model that is trained to model the missing correlated latent variables.
  arXiv  Detail & Related papers  (2020-10-25T18:51:15Z)
• Model-based Policy Optimization with Unsupervised Model Adaptation [37.09948645461043]
  We investigate how to bridge the gap between real and simulated data due to inaccurate model estimation for better policy optimization. We propose a novel model-based reinforcement learning framework AMPO, which introduces unsupervised model adaptation. Our approach achieves state-of-the-art performance in terms of sample efficiency on a range of continuous control benchmark tasks.
  arXiv  Detail & Related papers  (2020-10-19T14:19:42Z)

This list is automatically generated from the titles and abstracts of the papers in this site.

This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.