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Uncertainty Intervals for Graph-based Spatio-Temporal Traffic Prediction

Tijs Maas, Peter Bloem

arXiv:2012.05207v1cs.LGstat.ML

TL;DR

Traffic prediction often lacks practical uncertainty estimates or relies on restrictive Gaussian assumptions. Quantile Graph Wavenet conditions a spatio-temporal neural network on quantiles and trains it to estimate densities. It produces skewed uncertainty intervals efficiently, with each boundary generated by a distinct quantile-conditioned output.

  • Problem

    Traffic models commonly predict mean conditions while applications need interpretable confidence bounds, and Monte Carlo Dropout assumes multivariate Gaussian uncertainty despite skewed traffic distributions.

    Source: §1 · p. 1
  • Method

    Quantile Graph Wavenet modifies Graph Wavenet to estimate the conditional CDF using quantile-conditioned inputs and asymmetric quantile loss.

    Source: §1 · p. 1, §2 · p. 2, §3.3 · p. 3
  • Results

    Quantile uncertainty intervals represent skewed and asymmetric densities, with each boundary or mean generated by a distinct quantile-conditioned output.

    Source: §6 · p. 4
  • Takeaways & Limitations

    The method provides uncertainty estimates without repeated sampling during inference, making quantile-specific predictions efficient.

    Source: §1 · p. 1, §6 · p. 4

    The approach can reduce mean prediction accuracy across datasets, and recalibrating quantiles is not perfect outside the learned density region.

    Source: §1 · p. 1, §6 · p. 5

Abstract

from arXiv · show

Many traffic prediction applications rely on uncertainty estimates instead of the mean prediction. Statistical traffic prediction literature has a complete subfield devoted to uncertainty modelling, but recent deep learning traffic prediction models either lack this feature or make specific assumptions that restrict its practicality. We propose Quantile Graph Wavenet, a Spatio-Temporal neural network that is trained to estimate a density given the measurements of previous timesteps, conditioned on a quantile. Our method of density estimation is fully parameterised by our neural network and does not use a likelihood approximation internally. The quantile loss function is asymmetric and this makes it possible to model skewed densities. This approach produces uncertainty estimates without the need to sample during inference, such as in Monte Carlo Dropout, which makes our method also efficient.

1 Introduction

Traffic prediction commonly reports mean conditions while overlooking uncertainty, although applications need confidence bounds. Quantile Graph Wavenet addresses this gap by estimating skewed, asymmetric uncertainty efficiently without repeated stochastic inference.

  • Mean-only traffic predictions are harder to interpret, whereas confidence intervals support road-maintenance scheduling and low-delay route planning.Source: §1 · p. 1
  • Monte Carlo Dropout requires B stochastic forward passes and assumes multivariate Gaussian uncertainty, despite traffic distributions often being skewed.At maximum measured speed, for example, decreases may be more likely than increases.Source: §1 · p. 1
  • Quantile Graph Wavenet estimates non-Gaussian, asymmetric uncertainty by conditioning a Graph Wavenet model on requested quantiles.It replaces mean-prediction optimization with quantile-loss training to estimate density at specific points.Source: §1 · p. 1
  • The proposed method models asymmetric and skewed densities with one forward pass for each requested quantile instead of estimating variance through repeated sampling.Source: §1 · p. 1

2 Quantile Regression

Quantile regression estimates selected distribution quantiles, which equal inverse-CDF values. Minimizing its asymmetric loss lets a neural network represent a distribution through quantile-conditioned outputs.

  • Quantile regression estimates the quantile function at chosen points, equivalent to evaluating the distribution’s inverse cumulative distribution function.Source: §2 · p. 2
  • A neural network approximation of the quantile function reparameterizes a random sample from a uniform distribution into an approximation of the target distribution.Source: §2 · p. 2
  • For scalar distribution Z, the inverse-CDF value F^-1_Z(τ) minimizes expected quantile loss for quantile τ.Source: §2 · p. 2
  • The 1-Wasserstein projection Q is illustrated as minimizing transport error onto uniformly weighted Dirac distributions.Source: Figure 1 · p. 2, §2 · p. 2

3 Graph WaveNet

Graph WaveNet combines temporal causal convolutions with graph diffusion convolutions for sensor-based traffic prediction. Its gated, dilated temporal layers expand receptive fields, while diffusion propagates information over directed sparse neighborhoods.

3 Graph WaveNet

  • Graph WaveNet applies temporal causal convolutions and graph diffusion convolutions throughout a spatio-temporal architecture for traffic sensors on a road network.Source: §3 · p. 2

3.1 Temporal Convolutions

  • The temporal module gates two parallel TCN layers, using tanh and sigmoid activations to control information flow.Source: §3.1 · p. 2
  • Dilated causal convolutions select inputs at every k-step interval, while receptive fields grow exponentially with layer count and dilation factor.Source: Figure 2 · p. 2, §3.1 · p. 2

3.2 Spatial Graph Diffusion Convolution

  • Graph diffusion convolution uses forward and reverse transition matrices and sparse graph neighborhoods rather than a full graph Laplacian.Its update has complexity O(K|E|) and accommodates non-symmetric edges.Source: §3.2 · p. 3

3.3 Loss Function

  • The training objective is mean absolute error over Q prediction timesteps, N locations, and C measurements.Source: §3.3 · p. 3

4 Quantile Graph WaveNet

Quantile Graph WaveNet modifies Graph WaveNet to predict the conditional CDF by taking a quantile as input and training with quantile loss. A Huber variant improves error scaling near small residuals.

  • Quantile Graph WaveNet conditions its input on quantile τ and trains with quantile loss to implicitly predict the CDF instead of the mean.Source: §4 · p. 3
  • The Huber quantile loss scales with error magnitude within threshold κ, addressing the original loss’s sign-and-quantile-only gradient scaling.The experiments report κ = 0.05 as effective.Source: §4 · p. 3

5 Data Preparation

The evaluation uses sensor-based METR-LA data and grid-based Traffic4cast data, adapting the latter into an equidistant traffic graph for Graph WaveNet.

  • METR-LA contains 207 loop detectors and is split into training, validation, and test sections with ratios 7:1:2.Source: §5 · p. 3
  • Traffic4cast provides Berlin, Istanbul, and Moscow grids at 495x436 pixels, with 181 training days and 18 validation days.Source: §5 · p. 3
  • Because Traffic4cast grids contain many infrequently reporting pixels, the method samples sufficiently observed pixels before constructing the traffic graph.Source: §5 · pp. 3–4
  • Equidistant sampling from the remaining pixels uses d = 1200m and yields approximately 1300 nodes in Berlin, with average speeds measured every 5 minutes.Source: §5 · p. 4, Figure 3 · p. 4

6 Results

The results evaluate uncertainty estimation and calibration against MC Dropout, showing flexible skewed intervals while identifying calibration and mean-accuracy trade-offs.

6 Results

  • The evaluation compares uncertainty estimates and calibration with MC Dropout, while also reporting mean prediction accuracy against previous methods.Source: §6 · p. 4
  • Quantile Graph WaveNet generates 0.9 confidence intervals whose boundaries or means are conditioned on distinct τ values, enabling efficient skewed and asymmetric densities.Source: §6 · p. 4, Figure 4 · p. 4
  • Both methods require calibration, but Quantile Graph WaveNet can remap every τ value; its recalibration is not perfect outside the learned density region.Source: §6 · p. 5, Figure 5 · p. 5
  • Mean-accuracy comparison is presented as supplementary evidence rather than the primary contribution of the research.Source: §6 · p. 5

D Model 15 min 30 min 60 min MAE MSE MAE MSE MAE MSE

7 Discussion

The method is presented as a step toward reliable traffic-prediction uncertainty estimates, while retaining several practical limitations and future research directions.

  • The method is a step toward reliable traffic-prediction uncertainty estimates, but its initial results are described only as promising.Source: §7 · p. 6
  • The approach has three limitations: quantile crossing, undefined density estimates for missing values, and the need for post-training calibration.Source: §7 · p. 6
  • Future work should consider non-Gaussian densities and develop more descriptive confidence metrics for traffic-prediction uncertainty applications.Source: §7 · p. 6

Broader Impact

Traffic uncertainty estimation can support planning for scheduled road maintenance and make routing decisions for critical trips more informed.

  • Traffic uncertainty estimates support better planning for scheduled road maintenance.Source: Broader Impact · p. 6
  • More informative uncertainty estimates can improve routing decisions for critical trips.Source: Broader Impact · p. 6
  • Improved traffic prediction may reduce travel delays by facilitating better use of available capacity.Source: Broader Impact · p. 6
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