Bridging the Gap Between Training and Inference for Spatio-Temporal Forecasting

Spatio-temporal sequence forecasting is one of the fundamental tasks in spatio-temporal data mining. It facilitates many real world applications such as precipitation nowcasting, citywide crowd flow prediction and air pollution forecasting. Recently, a few Seq2Seq based approaches have been proposed, but one of the drawbacks of Seq2Seq models is that, small errors can accumulate quickly along the generated sequence at the inference stage due to the different distributions of training and inference phase. That is because Seq2Seq models minimise single step errors only during training, however the entire sequence has to be generated during the inference phase which generates a discrepancy between training and inference. In this work, we propose a novel curriculum learning based strategy named Temporal Progressive Growing Sampling to effectively bridge the gap between training and inference for spatio-temporal sequence forecasting, by transforming the training process from a fully-supervised manner which utilises all available previous ground-truth values to a less-supervised manner which replaces some of the ground-truth context with generated predictions. To do that we sample the target sequence from midway outputs from intermediate models trained with bigger timescales through a carefully designed decaying strategy. Experimental results demonstrate that our proposed method better models long term dependencies and outperforms baseline approaches on two competitive datasets.Comment: ECAI 2020 Accepted, preprin

Spatiotemporal Observer Design for Predictive Learning of High-Dimensional Data

Although deep learning-based methods have shown great success in spatiotemporal predictive learning, the framework of those models is designed mainly by intuition. How to make spatiotemporal forecasting with theoretical guarantees is still a challenging issue. In this work, we tackle this problem by applying domain knowledge from the dynamical system to the framework design of deep learning models. An observer theory-guided deep learning architecture, called Spatiotemporal Observer, is designed for predictive learning of high dimensional data. The characteristics of the proposed framework are twofold: firstly, it provides the generalization error bound and convergence guarantee for spatiotemporal prediction; secondly, dynamical regularization is introduced to enable the model to learn system dynamics better during training. Further experimental results show that this framework could capture the spatiotemporal dynamics and make accurate predictions in both one-step-ahead and multi-step-ahead forecasting scenarios.Comment: Under review by IEEE Transactions on Pattern Analysis and Machine Intelligenc

SimVP: Towards Simple yet Powerful Spatiotemporal Predictive Learning

Recent years have witnessed remarkable advances in spatiotemporal predictive learning, incorporating auxiliary inputs, elaborate neural architectures, and sophisticated training strategies. Although impressive, the system complexity of mainstream methods is increasing as well, which may hinder the convenient applications. This paper proposes SimVP, a simple spatiotemporal predictive baseline model that is completely built upon convolutional networks without recurrent architectures and trained by common mean squared error loss in an end-to-end fashion. Without introducing any extra tricks and strategies, SimVP can achieve superior performance on various benchmark datasets. To further improve the performance, we derive variants with the gated spatiotemporal attention translator from SimVP that can achieve better performance. We demonstrate that SimVP has strong generalization and extensibility on real-world datasets through extensive experiments. The significant reduction in training cost makes it easier to scale to complex scenarios. We believe SimVP can serve as a solid baseline to benefit the spatiotemporal predictive learning community