Graph Neural Processes for Spatio-Temporal Extrapolation
Junfeng Hu Yuxuan Liang Zhencheng Fan Hongyang Chen Yu Zheng Roger Zimmermann
We study the task of spatio-temporal extrapolation that generates data at
target locations from surrounding contexts in a graph. This task is crucial as
sensors that collect data are sparsely deployed, resulting in a lack of
fine-grained information due to high deployment and maintenance costs. Existing
methods either use learning-based models like Neural Networks or statistical
approaches like Gaussian Processes for this task. However, the former lacks
uncertainty estimates and the latter fails to capture complex spatial and
temporal correlations effectively. To address these issues, we propose
Spatio-Temporal Graph Neural Processes (STGNP), a neural latent variable model
which commands these capabilities simultaneously. Specifically, we first learn
deterministic spatio-temporal representations by stacking layers of causal
convolutions and cross-set graph neural networks. Then, we learn latent
variables for target locations through vertical latent state transitions along
layers and obtain extrapolations. Importantly during the transitions, we
propose Graph Bayesian Aggregation (GBA), a Bayesian graph aggregator that
aggregates contexts considering uncertainties in context data and graph
structure. Extensive experiments show that STGNP has desirable properties such
as uncertainty estimates and strong learning capabilities, and achieves
state-of-the-art results by a clear margin.