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arXiv 2301.13629cs.LG
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DiffSTG:基于去噪扩散模型的概率时空图预测

DiffSTG: Probabilistic Spatio-Temporal Graph Forecasting with Denoising Diffusion Models

School of Computer and Information Technology, Beijing Jiaotong University(北京交通大学计算机与信息技术学院);National University of Singapore(新加坡国立大学);DAMO Academy, Alibaba Group(阿里巴巴集团达摩院);Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州))

Haomin Wen, Youfang Lin, Yutong Xia, Huaiyu Wan, Qingsong Wen, Roger Zimmermann, Yuxuan Liang

AI总结:

针对时空图预测中现有模型无法建模数据不确定性的问题,提出结合STGNN时空学习能力与扩散模型不确定性度量能力的DiffSTG框架,在三个真实数据集上实现了概率评分与误差指标的显著提升。

摘要:

时空图神经网络(STGNN)已成为时空图(STG)预测的主流模型。尽管取得了成功,但它们无法对STG数据中的内在不确定性建模,这削弱了其在下游决策任务中的实用性。为此,本文聚焦概率STG预测,该任务因难以建模不确定性和复杂时空依赖而极具挑战性。本研究首次尝试将流行的去噪扩散概率模型推广到STG领域,提出了一种名为DiffSTG的新型非自回归框架,并在该框架中设计了首个面向STG的去噪网络UGnet。该方法结合了STGNN的时空学习能力与扩散模型的不确定性度量能力。大量实验验证表明,在三个真实世界数据集上,DiffSTG相比现有方法将连续等级概率评分(CRPS)降低了4%-14%,均方根误差(RMSE)降低了2%-7%。

英文摘要:

Spatio-temporal graph neural networks (STGNN) have emerged as the dominant model for spatio-temporal graph (STG) forecasting. Despite their success, they fail to model intrinsic uncertainties within STG data, which cripples their practicality in downstream tasks for decision-making. To this end, this paper focuses on probabilistic STG forecasting, which is challenging due to the difficulty in modeling uncertainties and complex ST dependencies. In this study, we present the first attempt to generalize the popular denoising diffusion probabilistic models to STGs, leading to a novel non-autoregressive framework called DiffSTG, along with the first denoising network UGnet for STG in the framework. Our approach combines the spatio-temporal learning capabilities of STGNNs with the uncertainty measurements of diffusion models. Extensive experiments validate that DiffSTG reduces the Continuous Ranked Probability Score (CRPS) by 4%-14%, and Root Mean Squared Error (RMSE) by 2%-7% over existing methods on three real-world datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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