针对稀疏时空数据,提出可校准零值与非零值不确定性的新方法。
SAUC: Sparsity-Aware Uncertainty Calibration for Spatiotemporal Prediction with Graph Neural Networks
- 将确定性图神经网络转为概率模型,分步校准零值与非零值不确定性
- 在交通事故与城市犯罪数据上,零值预测校准误差降低20%
- 适用于高粒度稀疏数据,适合需要可靠预测的智慧城市场景
量化不确定性对鲁棒可靠的预测至关重要。然而,现有时空深度学习大多关注确定性预测,忽略了预测中的固有不确定性。特别是高粒度时空数据常呈稀疏性,给预测和不确定性量化带来额外挑战。为此,本文提出一种新颖的后处理稀疏感知不确定性校准(SAUC)框架,能够同时校准零值与非零值的不确定性。为构建SAUC,我们首先在预校准阶段将最先进的确定性时空图神经网络(ST-GNNs)转化为概率模型,随后采用分位数方法对零值与非零值进行校准。通过大量实验,我们证明了SAUC能有效拟合稀疏数据的方差,并在两个真实世界的时空数据集上于不同粒度下均表现良好。具体而言,实证结果表明,在稀疏的交通事故与城市犯罪预测任务中,零值的校准误差降低了20%。总体而言,该工作展示了SAUC框架的理论与实证价值,填补了不确定性量化与时空预测之间的关键空白。
原文摘要 · Abstract (English)
Quantifying uncertainty is crucial for robust and reliable predictions. However, existing spatiotemporal deep learning mostly focuses on deterministic prediction, overlooking the inherent uncertainty in such prediction. Particularly, highly-granular spatiotemporal datasets are often sparse, posing extra challenges in prediction and uncertainty quantification. To address these issues, this paper introduces a novel post-hoc Sparsity-awar Uncertainty Calibration (SAUC) framework, which calibrates uncertainty in both zero and non-zero values. To develop SAUC, we firstly modify the state-of-the-art deterministic spatiotemporal Graph Neural Networks (ST-GNNs) to probabilistic ones in the pre-calibration phase. Then we calibrate the probabilistic ST-GNNs for zero and non-zero values using quantile approaches.Through extensive experiments, we demonstrate that SAUC can effectively fit the variance of sparse data and generalize across two real-world spatiotemporal datasets at various granularities. Specifically, our empirical experiments show a 20\% reduction in calibration errors in zero entries on the sparse traffic accident and urban crime prediction. Overall, this work demonstrates the theoretical and empirical values of the SAUC framework, thus bridging a significant gap between uncertainty quantification and spatiotemporal prediction.
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