论文标题
可扩展的低级张量学习,用于时空交通数据插补
Scalable Low-Rank Tensor Learning for Spatiotemporal Traffic Data Imputation
论文作者
论文摘要
长期以来,时空交通数据中缺少价值问题一直是一个具有挑战性的话题,特别是对于具有复杂的缺失机制和不同程度的缺失程度的大规模和高维数据而言。基于张量的核定标准的最新研究表明,通过有效表征时空数据中的复杂相关性/依赖关系,量量学习在插补任务中具有优势。但是,尽管结果有令人鼓舞,但这些方法并不能很好地扩展到大型数据张量。在本文中,我们专注于解决大型时空交通数据的缺少数据插补问题。为了达到高准确性和效率,我们基于现有的低级数张量完成的框架,开发了可扩展的张量学习模型 - 低模管平滑张量张量完成(LSTC-TUBAL),该框架非常适合时空交通数据,这些数据由$ \ times $ $ time $ pay $ day $ d Day time $ day times $ day time $ day times $ time $ day times $ day times $ day times $ the Times $ the Times $ the Times $ the Times $ the Times $ the Times $ the Times $。特别是,提出的LSTC-管模型通过整合线性统一转换,涉及可扩展的张量核规范最小化方案。因此,可以通过在每天转化的矩阵上进行单数值阈值来求解张量的核规范最小化,而统一变换矩阵可以有效地保留日常相关性。我们将LSTC管与最先进的基线模型进行了比较,并发现LSTC-Tubal可以通过较低的计算成本来实现竞争精度。此外,LSTC-Tubal还将有利于建模大规模时空流量数据的其他任务,例如网络级别的流量预测。
Missing value problem in spatiotemporal traffic data has long been a challenging topic, in particular for large-scale and high-dimensional data with complex missing mechanisms and diverse degrees of missingness. Recent studies based on tensor nuclear norm have demonstrated the superiority of tensor learning in imputation tasks by effectively characterizing the complex correlations/dependencies in spatiotemporal data. However, despite the promising results, these approaches do not scale well to large data tensors. In this paper, we focus on addressing the missing data imputation problem for large-scale spatiotemporal traffic data. To achieve both high accuracy and efficiency, we develop a scalable tensor learning model -- Low-Tubal-Rank Smoothing Tensor Completion (LSTC-Tubal) -- based on the existing framework of Low-Rank Tensor Completion, which is well-suited for spatiotemporal traffic data that is characterized by multidimensional structure of location$\times$ time of day $\times$ day. In particular, the proposed LSTC-Tubal model involves a scalable tensor nuclear norm minimization scheme by integrating linear unitary transformation. Therefore, tensor nuclear norm minimization can be solved by singular value thresholding on the transformed matrix of each day while the day-to-day correlation can be effectively preserved by the unitary transform matrix. We compare LSTC-Tubal with state-of-the-art baseline models, and find that LSTC-Tubal can achieve competitive accuracy with a significantly lower computational cost. In addition, the LSTC-Tubal will also benefit other tasks in modeling large-scale spatiotemporal traffic data, such as network-level traffic forecasting.