Tensor Completion for Weakly-Dependent Data on Graph for Metro Passenger Flow Prediction

  • Ziyue Li The Hong Kong University of Science and Technology
  • Nurettin Dorukhan Sergin Arizona State University
  • Hao Yan Arizona State University
  • Chen Zhang Tsinghua University
  • Fugee Tsung The Hong Kong University of Science and Technology

Abstract

Low-rank tensor decomposition and completion have attracted significant interest from academia given the ubiquity of tensor data. However, low-rank structure is a global property, which will not be fulfilled when the data presents complex and weak dependencies given specific graph structures. One particular application that motivates this study is the spatiotemporal data analysis. As shown in the preliminary study, weakly dependencies can worsen the low-rank tensor completion performance. In this paper, we propose a novel low-rank CANDECOMP / PARAFAC (CP) tensor decomposition and completion framework by introducing the L1-norm penalty and Graph Laplacian penalty to model the weakly dependency on graph. We further propose an efficient optimization algorithm based on the Block Coordinate Descent for efficient estimation. A case study based on the metro passenger flow data in Hong Kong is conducted to demonstrate an improved performance over the regular tensor completion methods.

Published
2020-04-03
Section
AAAI Technical Track: Machine Learning