A Bayesian approach to quantifying uncertainties and improving
generalizability in traffic prediction models
- URL: http://arxiv.org/abs/2307.05946v3
- Date: Wed, 26 Jul 2023 23:29:51 GMT
- Title: A Bayesian approach to quantifying uncertainties and improving
generalizability in traffic prediction models
- Authors: Agnimitra Sengupta, Sudeepta Mondal, Adway Das, S. Ilgin Guler
- Abstract summary: We propose a Bayesian recurrent neural network framework for uncertainty in traffic prediction with higher generalizability.
We show that normalization alters the training process of deep neural networks by controlling the model's complexity.
Our findings are especially relevant to traffic management applications, where predicting traffic conditions across multiple locations is the goal.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Deep-learning models for traffic data prediction can have superior
performance in modeling complex functions using a multi-layer architecture.
However, a major drawback of these approaches is that most of these approaches
do not offer forecasts with uncertainty estimates, which are essential for
traffic operations and control. Without uncertainty estimates, it is difficult
to place any level of trust to the model predictions, and operational
strategies relying on overconfident predictions can lead to worsening traffic
conditions. In this study, we propose a Bayesian recurrent neural network
framework for uncertainty quantification in traffic prediction with higher
generalizability by introducing spectral normalization to its hidden layers. In
our paper, we have shown that normalization alters the training process of deep
neural networks by controlling the model's complexity and reducing the risk of
overfitting to the training data. This, in turn, helps improve the
generalization performance of the model on out-of-distribution datasets.
Results demonstrate that spectral normalization improves uncertainty estimates
and significantly outperforms both the layer normalization and model without
normalization in single-step prediction horizons. This improved performance can
be attributed to the ability of spectral normalization to better localize the
feature space of the data under perturbations. Our findings are especially
relevant to traffic management applications, where predicting traffic
conditions across multiple locations is the goal, but the availability of
training data from multiple locations is limited. Spectral normalization,
therefore, provides a more generalizable approach that can effectively capture
the underlying patterns in traffic data without requiring location-specific
models.
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