SVQ: Sparse Vector Quantization for Spatiotemporal Forecasting

6 Dec 2023  ·  Chao Chen, Tian Zhou, Yanjun Zhao, Hui Liu, Liang Sun, Rong Jin ·

Spatio-temporal forecasting, pivotal in numerous fields, hinges on the delicate equilibrium between isolating nuanced patterns and sifting out noise. To tackle this, we introduce Sparse Regression-based Vector Quantization (SVQ), a novel technique that leverages sparse regression for succinct representation, an approach theoretically and practically favored over classical clustering-based vector quantization methods. This approach preserves critical details from the original vectors using a regression model while filtering out noise via sparse design. Moreover, we approximate the sparse regression process using a blend of a two-layer MLP and an extensive codebook. This approach not only substantially cuts down on computational costs but also grants SVQ differentiability and training simplicity, resulting in a notable enhancement of performance. Our empirical studies on five spatial-temporal benchmark datasets demonstrate that SVQ achieves state-of-the-art results. Specifically, on the WeatherBench-S temperature dataset, SVQ improves the top baseline by 7.9%. In video prediction benchmarks-Human, KTH, and KittiCaltech-it reduces MAE by an average of 9.4% and improves image quality by 17.3% (LPIPS).

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Results from the Paper


Task Dataset Model Metric Name Metric Value Global Rank Result Benchmark
Traffic Prediction BJTaxi SimVP+SVQ (Learnable) MAE @ in 14.64 # 5

Methods