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Learning to Remember Patterns:
Pattern Matching Memory Networks for Traffic Forecasting
Hyunwook Lee, Seungmin Jin, Hyeshin Chu, Hongkyu Lim, Sungahn Ko*
http://ivaderlab.unist.ac.kr
Contact information:
gusdnr0916@unist.ac.kr
Ulsan National Institute of Science and Technology (UNIST)
ICLR 2022
Traffic Forecasting
• Traffic forecasting is well-known and well-studied subject in time-
series forecasting
• Traffic forecasting model should deal with both spatial and temporal
dependency
• Our main focus is how to model temporal correlation between similar
and different circumstances
2
Challenges in traffic forecasting
• Sensitive to noise / fluctuation
3
Challenges in traffic forecasting
• Sensitive to noise / fluctuation
4
Challenges in traffic forecasting
• Sensitive to noise / fluctuation
5
Challenges in traffic forecasting
• Sensitive to noise / fluctuation
• Rarely recognize situation (or speed pattern) for the prediction
6
Challenges in traffic forecasting
• Sensitive to noise / fluctuation
• Rarely recognize situation (or speed pattern) for the prediction
Road #767621 and road #767573 act
differently in two situation
7
Challenges in traffic forecasting
• Sensitive to noise / fluctuation
• Rarely recognize situation (or speed pattern) for the prediction
• How to acquire robust / situation(pattern)-aware forecasting?
Road #767621 and road #767573 act
differently in two situation
Model cannot recognize situation and have
very similar forecasting
8
Problem Reformulation
• Traditionally, traffic forecasting problem is formulated:
• 𝑋𝒢
𝑡−𝑇′+1
, … , 𝑋𝒢
𝑡 𝑓 ⋅
𝑋𝒢
𝑡+1
, … , 𝑋𝒢
𝑡+𝑇
• Not pattern-aware forecasting but momentary, instance-sensitive
• In this work, we reformulate the problem as:
• 𝑋𝒢
𝑡−𝑇′+1
, … , 𝑋𝒢
𝑡 𝑑 ⋅ ,𝑘−𝑁𝑁
𝑃1
𝑡
, … , 𝑃𝑁
𝑡
𝑓 ⋅
𝑋𝒢
𝑡+1
, … , 𝑋𝒢
𝑡+𝑇
• Reformulate point-wise representation learning into pattern-matching,
pattern-wise representation learning
• To solve reformulated problem, we have to build pattern set and
novel deep learning model for the memorization
9
Pattern Set Extraction
• Split daily trends into T’-length patterns  prototype patterns
𝑉1
𝑉2
𝑉𝑁
𝑉1
𝑉2
𝑉𝑁
𝑝
10
Pattern Set Extraction: Unbiasing
• Prototype pattern set have unsolved problems
• Too many duplicated patterns w/ biased distribution (i.e., class imbalance)
• Large size ( 𝑃 = 𝑁 ×
288
𝑇′ > 1000)
𝑉1
𝑉2
𝑉𝑁
𝑝
11
Pattern Set Extraction: Unbiasing
• By utilizing clustering-based undersampling, we have
representative pattern set w/ balanced similarity distribution
Undersampling
12
Pattern Matching Memory Networks
• How to fully utilize representative patterns?
• GCMem: a graph-aware memory cell for the traffic prediction
• Combine adjacent weight sharing (Sukhbaatar et al., 2015)
with attention and graph convolution
[Sukhbaatar et al., 2015] End-to-End Memory Networks, NeurIPS 2015.
13
Pattern Matching Memory Networks
• How to fully utilize representative patterns?
• GCMem: a graph-aware memory cell for the traffic prediction
• Combine adjacent weight sharing (Sukhbaatar et al., 2015)
with attention and graph convolution
• Enhance referring diversity with k-NN memory access
[Sukhbaatar et al., 2015] End-to-End Memory Networks, NeurIPS 2015.
14
Pattern Matching Memory Networks
• PM-MemNet: simple RNN-based forecasting model w/ GCMem
• To handle small noise and matching error, h0 in encoder is:
• ℎ𝑖
0
= 𝑒𝑚𝑏 𝑇 + 𝑊
𝑛𝑁𝑖, where 𝑁𝑖 = 𝑋𝑖 − 𝑝1
• By layer-level attention, model can choose which information will be used for
prediction
15
Experiments: Performance Evaluation
• PM-MemNet shown significant improvement across all tasks
• Though we utilize RNN-structure, PM-MemNet achieves sota performance
on long-term prediction
16
Experiments: Ablation Study
• SimpleMem shows importance of spatial modeling in traffic domain
• Even with very simple decoder architecture, GCMem outperforms existing works
• From the set of experiments, we have proven traffic data can be generalized with small
number of representative patterns
17
Experiments: Qualitative Evaluation
• In contrast to GWNet, PM-MemNet shows much robust prediction
• Because of fluctuation, GWNet forecasts differently even in similar
circumstances
GWNet Prediction Results PM-MemNet Prediction Results
Speed of adjacent roads
18
Experiments: Qualitative Evaluation
• GWNet cannot deal with situation in right graph
• PM-MemNet shows better adaptation in both situations
GWNet Prediction Results PM-MemNet Prediction Results
Speed of adjacent roads
19
Summary
• Traffic forecasting model can achieve benefits in both
robustness and situation-aware forecasting with pattern-
matching
• We suggests new perspective for traffic forecasting
• Reformulate forecasting problem into pattern matching problem
• Design a novel traffic forecasting model PM-MemNet
• Have proven small set of patterns can represents core features
• Suggest many possible research directions for our problem setting
• More details can be found:
• Paper: https://arxiv.org/abs/2110.10380
• Code and NAVER-Seoul dataset: https://github.com/HyunWookL/PM-MemNet
20
In Progress & ToDo
• In progress
• 출력 공간의 패턴화 진행  Memory network와 동일하게, 패턴화를 통한
robust prediction 목표
• ToDo
• 입 / 출력 구간의 동시 패턴화를 통한 traffic prediction 문제의 pattern-matching
으로의 완전한 전환
• Meta-learning 등을 통한 패턴 선정 process의 자동화
21

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Learning to Remember Patterns: Pattern Matching Memory Networks for Traffic Forecasting

  • 1. Learning to Remember Patterns: Pattern Matching Memory Networks for Traffic Forecasting Hyunwook Lee, Seungmin Jin, Hyeshin Chu, Hongkyu Lim, Sungahn Ko* http://ivaderlab.unist.ac.kr Contact information: gusdnr0916@unist.ac.kr Ulsan National Institute of Science and Technology (UNIST) ICLR 2022
  • 2. Traffic Forecasting • Traffic forecasting is well-known and well-studied subject in time- series forecasting • Traffic forecasting model should deal with both spatial and temporal dependency • Our main focus is how to model temporal correlation between similar and different circumstances 2
  • 3. Challenges in traffic forecasting • Sensitive to noise / fluctuation 3
  • 4. Challenges in traffic forecasting • Sensitive to noise / fluctuation 4
  • 5. Challenges in traffic forecasting • Sensitive to noise / fluctuation 5
  • 6. Challenges in traffic forecasting • Sensitive to noise / fluctuation • Rarely recognize situation (or speed pattern) for the prediction 6
  • 7. Challenges in traffic forecasting • Sensitive to noise / fluctuation • Rarely recognize situation (or speed pattern) for the prediction Road #767621 and road #767573 act differently in two situation 7
  • 8. Challenges in traffic forecasting • Sensitive to noise / fluctuation • Rarely recognize situation (or speed pattern) for the prediction • How to acquire robust / situation(pattern)-aware forecasting? Road #767621 and road #767573 act differently in two situation Model cannot recognize situation and have very similar forecasting 8
  • 9. Problem Reformulation • Traditionally, traffic forecasting problem is formulated: • 𝑋𝒢 𝑡−𝑇′+1 , … , 𝑋𝒢 𝑡 𝑓 ⋅ 𝑋𝒢 𝑡+1 , … , 𝑋𝒢 𝑡+𝑇 • Not pattern-aware forecasting but momentary, instance-sensitive • In this work, we reformulate the problem as: • 𝑋𝒢 𝑡−𝑇′+1 , … , 𝑋𝒢 𝑡 𝑑 ⋅ ,𝑘−𝑁𝑁 𝑃1 𝑡 , … , 𝑃𝑁 𝑡 𝑓 ⋅ 𝑋𝒢 𝑡+1 , … , 𝑋𝒢 𝑡+𝑇 • Reformulate point-wise representation learning into pattern-matching, pattern-wise representation learning • To solve reformulated problem, we have to build pattern set and novel deep learning model for the memorization 9
  • 10. Pattern Set Extraction • Split daily trends into T’-length patterns  prototype patterns 𝑉1 𝑉2 𝑉𝑁 𝑉1 𝑉2 𝑉𝑁 𝑝 10
  • 11. Pattern Set Extraction: Unbiasing • Prototype pattern set have unsolved problems • Too many duplicated patterns w/ biased distribution (i.e., class imbalance) • Large size ( 𝑃 = 𝑁 × 288 𝑇′ > 1000) 𝑉1 𝑉2 𝑉𝑁 𝑝 11
  • 12. Pattern Set Extraction: Unbiasing • By utilizing clustering-based undersampling, we have representative pattern set w/ balanced similarity distribution Undersampling 12
  • 13. Pattern Matching Memory Networks • How to fully utilize representative patterns? • GCMem: a graph-aware memory cell for the traffic prediction • Combine adjacent weight sharing (Sukhbaatar et al., 2015) with attention and graph convolution [Sukhbaatar et al., 2015] End-to-End Memory Networks, NeurIPS 2015. 13
  • 14. Pattern Matching Memory Networks • How to fully utilize representative patterns? • GCMem: a graph-aware memory cell for the traffic prediction • Combine adjacent weight sharing (Sukhbaatar et al., 2015) with attention and graph convolution • Enhance referring diversity with k-NN memory access [Sukhbaatar et al., 2015] End-to-End Memory Networks, NeurIPS 2015. 14
  • 15. Pattern Matching Memory Networks • PM-MemNet: simple RNN-based forecasting model w/ GCMem • To handle small noise and matching error, h0 in encoder is: • ℎ𝑖 0 = 𝑒𝑚𝑏 𝑇 + 𝑊 𝑛𝑁𝑖, where 𝑁𝑖 = 𝑋𝑖 − 𝑝1 • By layer-level attention, model can choose which information will be used for prediction 15
  • 16. Experiments: Performance Evaluation • PM-MemNet shown significant improvement across all tasks • Though we utilize RNN-structure, PM-MemNet achieves sota performance on long-term prediction 16
  • 17. Experiments: Ablation Study • SimpleMem shows importance of spatial modeling in traffic domain • Even with very simple decoder architecture, GCMem outperforms existing works • From the set of experiments, we have proven traffic data can be generalized with small number of representative patterns 17
  • 18. Experiments: Qualitative Evaluation • In contrast to GWNet, PM-MemNet shows much robust prediction • Because of fluctuation, GWNet forecasts differently even in similar circumstances GWNet Prediction Results PM-MemNet Prediction Results Speed of adjacent roads 18
  • 19. Experiments: Qualitative Evaluation • GWNet cannot deal with situation in right graph • PM-MemNet shows better adaptation in both situations GWNet Prediction Results PM-MemNet Prediction Results Speed of adjacent roads 19
  • 20. Summary • Traffic forecasting model can achieve benefits in both robustness and situation-aware forecasting with pattern- matching • We suggests new perspective for traffic forecasting • Reformulate forecasting problem into pattern matching problem • Design a novel traffic forecasting model PM-MemNet • Have proven small set of patterns can represents core features • Suggest many possible research directions for our problem setting • More details can be found: • Paper: https://arxiv.org/abs/2110.10380 • Code and NAVER-Seoul dataset: https://github.com/HyunWookL/PM-MemNet 20
  • 21. In Progress & ToDo • In progress • 출력 공간의 패턴화 진행  Memory network와 동일하게, 패턴화를 통한 robust prediction 목표 • ToDo • 입 / 출력 구간의 동시 패턴화를 통한 traffic prediction 문제의 pattern-matching 으로의 완전한 전환 • Meta-learning 등을 통한 패턴 선정 process의 자동화 21