Scalable Spatiotemporal Prediction with Bayesian Neural Fields

• URL: http://arxiv.org/abs/2403.07657v2
• Date: Thu, 18 Jul 2024 17:58:42 GMT
• Title: Scalable Spatiotemporal Prediction with Bayesian Neural Fields
• Authors: Feras Saad, Jacob Burnim, Colin Carroll, Brian Patton, Urs Köster, Rif A. Saurous, Matthew Hoffman,
• Abstract summary: BayesNF is a novel deep neural network architecture for high-capacity function estimation. We evaluate BayesNF against statistical machine-learning prediction problems from climate and public health datasets.
• Score: 3.3299088915999295
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Spatiotemporal datasets, which consist of spatially-referenced time series, are ubiquitous in many scientific and business-intelligence applications, such as air pollution monitoring, disease tracking, and cloud-demand forecasting. As modern datasets continue to increase in size and complexity, there is a growing need for new statistical methods that are flexible enough to capture complex spatiotemporal dynamics and scalable enough to handle large prediction problems. This work presents the Bayesian Neural Field (BayesNF), a domain-general statistical model for inferring rich probability distributions over a spatiotemporal domain, which can be used for data-analysis tasks including forecasting, interpolation, and variography. BayesNF integrates a novel deep neural network architecture for high-capacity function estimation with hierarchical Bayesian inference for robust uncertainty quantification. By defining the prior through a sequence of smooth differentiable transforms, posterior inference is conducted on large-scale data using variationally learned surrogates trained via stochastic gradient descent. We evaluate BayesNF against prominent statistical and machine-learning baselines, showing considerable improvements on diverse prediction problems from climate and public health datasets that contain tens to hundreds of thousands of measurements. The paper is accompanied with an open-source software package (https://github.com/google/bayesnf) that is easy-to-use and compatible with modern GPU and TPU accelerators on the JAX machine learning platform.

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