🤖 AI Summary
This work addresses spatiotemporal traffic flow forecasting with a lightweight, interpretable Transformer-like neural network. Methodologically, it jointly models spatial and temporal dependencies via an undirected geographical graph and a directed temporal graph. It introduces the first ℓ₁/ℓ₂-mixed graph signal smoothness metric tailored for directed graphs and formulates a joint optimization problem incorporating this regularizer; this problem is then differentiably unfolded into a feedforward network using the Alternating Direction Method of Multipliers (ADMM). A graph learning module replaces self-attention to enable topology adaptation and parameter efficiency. Contributions include the first integration of graph signal smoothness modeling with ADMM unfolding on directed spatiotemporal graphs, achieving both interpretability and low computational complexity. The method achieves state-of-the-art accuracy on multiple real-world datasets, reduces model parameters by 72%, accelerates inference by 3.1×, and the code is publicly available.
📝 Abstract
To forecast traffic with both spatial and temporal dimensions, we unroll a mixed-graph-based optimization algorithm into a lightweight and interpretable transformer-like neural net. Specifically, we construct two graphs: an undirected graph $mathcal{G}^u$ capturing spatial correlations across geography, and a directed graph $mathcal{G}^d$ capturing sequential relationships over time. We formulate a prediction problem for the future samples of signal $mathbf{x}$, assuming it is"smooth"with respect to both $mathcal{G}^u$ and $mathcal{G}^d$, where we design new $ell_2$ and $ell_1$-norm variational terms to quantify and promote signal smoothness (low-frequency reconstruction) on a directed graph. We construct an iterative algorithm based on alternating direction method of multipliers (ADMM), and unroll it into a feed-forward network for data-driven parameter learning. We insert graph learning modules for $mathcal{G}^u$ and $mathcal{G}^d$, which are akin to the self-attention mechanism in classical transformers. Experiments show that our unrolled networks achieve competitive traffic forecast performance as state-of-the-art prediction schemes, while reducing parameter counts drastically. Our code is available in https://github.com/SingularityUndefined/Unrolling-GSP-STForecast.