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《Keras 3 :AI 使用图神经网络和 LSTM 进行交通流量预测》

作者: Arash Khodadadi
创建日期: 2021/12/28
最后修改时间: 2023/11/22
描述: 此示例演示如何对图形进行时间序列预测。

(i) 此示例使用 Keras 3

 在 Colab 中查看 

 GitHub 源


介绍

此示例说明如何使用图形神经网络和 LSTM 预测交通状况。 具体来说,我们感兴趣的是预测给定的交通速度的未来值 一组路段的交通速度历史记录。

一种流行的方法 解决这个问题就是把每个路段的交通速度看作一个单独的 timeseries 并预测每个 timeseries 的未来值 使用相同 timeseries 的过去值。

但是,这种方法忽略了一段路段的通行速度对 相邻的 Segment。为了能够考虑到 相邻道路集合上的交通速度,我们可以定义交通网络 作为图表,并将 Traffic Speed 视为此图表上的信号。在此示例中, 我们实现了一个神经网络架构,它可以在图形上处理时间序列数据。 我们首先展示如何处理数据并为 通过图表进行预测。然后,我们实现一个使用图卷积和 LSTM 层对图形执行预测。

数据处理和模型架构的灵感来自于这篇论文:

Yu, Bing, Haoteng Yin, 和 Zhanxing Zhu.“时空图卷积网络: 用于流量预测的深度学习框架。第 27 届国际会议记录 人工智能联合会议, 2018. (GitHub的)


设置

import osos.environ["KERAS_BACKEND"] = "tensorflow"import pandas as pd
import numpy as np
import typing
import matplotlib.pyplot as pltimport tensorflow as tf
import keras
from keras import layers
from keras import ops

数据准备

数据描述

我们使用一个名为 的真实交通速度数据集。我们使用版本 由 Yu 等人收集和准备,2018 年,可在此处获得。PeMSD7

数据由两个文件组成:

  • PeMSD7_W_228.csv包含 228 之间的距离 车站。
  • PeMSD7_V_228.csv包含流量 在 2012 年 5 月和 6 月的工作日为这些站点收集的速度。

数据集的完整描述可以在 Yu et al., 2018 中找到。

加载数据

url = "https://github.com/VeritasYin/STGCN_IJCAI-18/raw/master/dataset/PeMSD7_Full.zip"
data_dir = keras.utils.get_file(origin=url, extract=True, archive_format="zip")
data_dir = data_dir.rstrip("PeMSD7_Full.zip")route_distances = pd.read_csv(os.path.join(data_dir, "PeMSD7_W_228.csv"), header=None
).to_numpy()
speeds_array = pd.read_csv(os.path.join(data_dir, "PeMSD7_V_228.csv"), header=None
).to_numpy()print(f"route_distances shape={route_distances.shape}")
print(f"speeds_array shape={speeds_array.shape}")
route_distances shape=(228, 228) speeds_array shape=(12672, 228) 

子采样道路

为了减小问题的大小并使训练更快,我们只 使用数据集中 228 条道路中的 26 条道路的样本。 我们从 0 号公路开始,选择最近的 5 条公路来选择道路 roads 到它,并继续这个过程,直到我们得到 25 条道路。您可以选择 道路的任何其他子集。我们以这种方式选择道路以增加可能性 拥有具有相关速度时间序列的道路。 包含所选道路的 ID。sample_routes

sample_routes = [0,1,4,7,8,11,15,108,109,114,115,118,120,123,124,126,127,129,130,132,133,136,139,144,147,216,
]
route_distances = route_distances[np.ix_(sample_routes, sample_routes)]
speeds_array = speeds_array[:, sample_routes]print(f"route_distances shape={route_distances.shape}")
print(f"speeds_array shape={speeds_array.shape}")
route_distances shape=(26, 26) speeds_array shape=(12672, 26) 

数据可视化

以下是其中两条路线的交通速度时间序列:

plt.figure(figsize=(18, 6))
plt.plot(speeds_array[:, [0, -1]])
plt.legend(["route_0", "route_25"])
<matplotlib.legend.Legend at 0x7f5a870b2050> 

PNG 格式

我们还可以可视化不同路线中时间序列之间的相关性。

plt.figure(figsize=(8, 8))
plt.matshow(np.corrcoef(speeds_array.T), 0)
plt.xlabel("road number")
plt.ylabel("road number")
Text(0, 0.5, 'road number') 

PNG 格式

使用这个相关性热图,我们可以看到,例如,在 路由 4、5、6 高度相关。

拆分和规范化数据

接下来,我们将 speed values 数组拆分为 train/validation/test 集, 并规范化结果数组:

train_size, val_size = 0.5, 0.2def preprocess(data_array: np.ndarray, train_size: float, val_size: float):"""Splits data into train/val/test sets and normalizes the data.    Args:
        data_array: ndarray of shape `(num_time_steps, num_routes)`
        train_size: A float value between 0.0 and 1.0 that represent the proportion of the dataset
            to include in the train split.
        val_size: A float value between 0.0 and 1.0 that represent the proportion of the dataset
            to include in the validation split.    Returns:
        `train_array`, `val_array`, `test_array`
    """num_time_steps = data_array.shape[0]num_train, num_val = (int(num_time_steps * train_size),int(num_time_steps * val_size),)train_array = data_array[:num_train]mean, std = train_array.mean(axis=0), train_array.std(axis=0)train_array = (train_array - mean) / stdval_array = (data_array[num_train : (num_train + num_val)] - mean) / stdtest_array = (data_array[(num_train + num_val) :] - mean) / stdreturn train_array, val_array, test_arraytrain_array, val_array, test_array = preprocess(speeds_array, train_size, val_size)print(f"train set size: {train_array.shape}")
print(f"validation set size: {val_array.shape}")
print(f"test set size: {test_array.shape}")
train set size: (6336, 26) validation set size: (2534, 26) test set size: (3802, 26) 

创建 TensorFlow 数据集

接下来,我们为预测问题创建数据集。预测问题 可以表示如下:给定 road speed values 时,我们想要预测 道路为时代而驰。因此,每次我们的 model 是 size 的向量,而 targets 是 size 的向量,每个 size 都是 , 其中 是道路的数量。t+1, t+2, ..., t+Tt+T+1, ..., t+T+htTNhNN

我们使用 Keras 内置函数keras.utils.timeseries_dataset_from_array。 下面的函数将 a 作为输入 a 并返回 tf.data.Dataset。在此函数 和 中。create_tf_dataset()numpy.ndarrayinput_sequence_length=Tforecast_horizon=h

这个论点需要更多的解释。假设。 If then 模型将对 time steps 进行预测。因此,目标将具有 shape 。但是,如果 ,则模型将仅对时间步长进行预测,并且 因此,目标将具有 shape 。multi_horizonforecast_horizon=3multi_horizon=Truet+T+1, t+T+2, t+T+3(T,3)multi_horizon=Falset+T+3(T, 1)

您可能会注意到,每个批次中的输入张量具有 shape .最后一个维度被添加到 使模型更通用:在每个时间步长,每个 Raod 的输入特征可能 包含多个时间序列。例如,您可能希望使用温度时间序列 除了作为输入特征的速度的历史值之外。在此示例中, 但是,输入的最后一个维度始终为 1。(batch_size, input_sequence_length, num_routes, 1)

我们使用每条道路的最后 12 个速度值来预测 3 次的速度 提前几步:

batch_size = 64
input_sequence_length = 12
forecast_horizon = 3
multi_horizon = Falsedef create_tf_dataset(data_array: np.ndarray,input_sequence_length: int,forecast_horizon: int,batch_size: int = 128,shuffle=True,multi_horizon=True,
):"""Creates tensorflow dataset from numpy array.    This function creates a dataset where each element is a tuple `(inputs, targets)`.
    `inputs` is a Tensor
    of shape `(batch_size, input_sequence_length, num_routes, 1)` containing
    the `input_sequence_length` past values of the timeseries for each node.
    `targets` is a Tensor of shape `(batch_size, forecast_horizon, num_routes)`
    containing the `forecast_horizon`
    future values of the timeseries for each node.    Args:
        data_array: np.ndarray with shape `(num_time_steps, num_routes)`
        input_sequence_length: Length of the input sequence (in number of timesteps).
        forecast_horizon: If `multi_horizon=True`, the target will be the values of the timeseries for 1 to
            `forecast_horizon` timesteps ahead. If `multi_horizon=False`, the target will be the value of the
            timeseries `forecast_horizon` steps ahead (only one value).
        batch_size: Number of timeseries samples in each batch.
        shuffle: Whether to shuffle output samples, or instead draw them in chronological order.
        multi_horizon: See `forecast_horizon`.    Returns:
        A tf.data.Dataset instance.
    """inputs = keras.utils.timeseries_dataset_from_array(np.expand_dims(data_array[:-forecast_horizon], axis=-1),None,sequence_length=input_sequence_length,shuffle=False,batch_size=batch_size,)target_offset = (input_sequence_lengthif multi_horizonelse input_sequence_length + forecast_horizon - 1)target_seq_length = forecast_horizon if multi_horizon else 1targets = keras.utils.timeseries_dataset_from_array(data_array[target_offset:],None,sequence_length=target_seq_length,shuffle=False,batch_size=batch_size,)dataset = tf.data.Dataset.zip((inputs, targets))if shuffle:dataset = dataset.shuffle(100)return dataset.prefetch(16).cache()train_dataset, val_dataset = (create_tf_dataset(data_array, input_sequence_length, forecast_horizon, batch_size)for data_array in [train_array, val_array]
)test_dataset = create_tf_dataset(test_array,input_sequence_length,forecast_horizon,batch_size=test_array.shape[0],shuffle=False,multi_horizon=multi_horizon,
)

Roads 图表

如前所述,我们假设路段形成一个图形。 数据集具有 road segments distance。下一步 是从这些距离创建图形邻接矩阵。根据 Yu et al., 2018 (等式 10),我们假设那里 是图形中两个节点之间的边,如果相应道路之间的距离 小于阈值。PeMSD7

def compute_adjacency_matrix(route_distances: np.ndarray, sigma2: float, epsilon: float
):"""Computes the adjacency matrix from distances matrix.    It uses the formula in https://github.com/VeritasYin/STGCN_IJCAI-18#data-preprocessing to
    compute an adjacency matrix from the distance matrix.
    The implementation follows that paper.    Args:
        route_distances: np.ndarray of shape `(num_routes, num_routes)`. Entry `i,j` of this array is the
            distance between roads `i,j`.
        sigma2: Determines the width of the Gaussian kernel applied to the square distances matrix.
        epsilon: A threshold specifying if there is an edge between two nodes. Specifically, `A[i,j]=1`
            if `np.exp(-w2[i,j] / sigma2) >= epsilon` and `A[i,j]=0` otherwise, where `A` is the adjacency
            matrix and `w2=route_distances * route_distances`    Returns:
        A boolean graph adjacency matrix.
    """num_routes = route_distances.shape[0]route_distances = route_distances / 10000.0w2, w_mask = (route_distances * route_distances,np.ones([num_routes, num_routes]) - np.identity(num_routes),)return (np.exp(-w2 / sigma2) >= epsilon) * w_mask

该函数返回一个布尔邻接矩阵 其中 1 表示两个节点之间有一条边。我们使用以下类 以存储有关图表的信息。compute_adjacency_matrix()

class GraphInfo:def __init__(self, edges: typing.Tuple[list, list], num_nodes: int):self.edges = edgesself.num_nodes = num_nodessigma2 = 0.1
epsilon = 0.5
adjacency_matrix = compute_adjacency_matrix(route_distances, sigma2, epsilon)
node_indices, neighbor_indices = np.where(adjacency_matrix == 1)
graph = GraphInfo(edges=(node_indices.tolist(), neighbor_indices.tolist()),num_nodes=adjacency_matrix.shape[0],
)
print(f"number of nodes: {graph.num_nodes}, number of edges: {len(graph.edges[0])}")
number of nodes: 26, number of edges: 150 

网络架构

我们用于对图进行预测的模型由一个图卷积 层和 LSTM 层。

图卷积层

我们对图卷积层的实现类似于 在这个 Keras 示例中。请注意, 在该示例中,层的输入是形状的 2D 张量,但在我们的示例中,层的输入是形状为 的 4D 张量。图卷积层 执行以下步骤:(num_nodes,in_feat)(num_nodes, batch_size, input_seq_length, in_feat)

  • 节点的表示是通过将输入特征乘以self.compute_nodes_representation()self.weight
  • 聚合邻居的消息是通过首先聚合邻居的表示形式,然后将结果乘以self.compute_aggregated_messages()self.weight
  • 层的最终输出是通过组合节点来计算的 表示和邻居的聚合消息self.update()
class GraphConv(layers.Layer):def __init__(self,in_feat,out_feat,graph_info: GraphInfo,aggregation_type="mean",combination_type="concat",activation: typing.Optional[str] = None,**kwargs,):super().__init__(**kwargs)self.in_feat = in_featself.out_feat = out_featself.graph_info = graph_infoself.aggregation_type = aggregation_typeself.combination_type = combination_typeself.weight = self.add_weight(initializer=keras.initializers.GlorotUniform(),shape=(in_feat, out_feat),dtype="float32",trainable=True,)self.activation = layers.Activation(activation)def aggregate(self, neighbour_representations):aggregation_func = {"sum": tf.math.unsorted_segment_sum,"mean": tf.math.unsorted_segment_mean,"max": tf.math.unsorted_segment_max,}.get(self.aggregation_type)if aggregation_func:return aggregation_func(neighbour_representations,self.graph_info.edges[0],num_segments=self.graph_info.num_nodes,)raise ValueError(f"Invalid aggregation type: {self.aggregation_type}")def compute_nodes_representation(self, features):"""Computes each node's representation.        The nodes' representations are obtained by multiplying the features tensor with
        `self.weight`. Note that
        `self.weight` has shape `(in_feat, out_feat)`.        Args:
            features: Tensor of shape `(num_nodes, batch_size, input_seq_len, in_feat)`        Returns:
            A tensor of shape `(num_nodes, batch_size, input_seq_len, out_feat)`
        """return ops.matmul(features, self.weight)def compute_aggregated_messages(self, features):neighbour_representations = tf.gather(features, self.graph_info.edges[1])aggregated_messages = self.aggregate(neighbour_representations)return ops.matmul(aggregated_messages, self.weight)def update(self, nodes_representation, aggregated_messages):if self.combination_type == "concat":h = ops.concatenate([nodes_representation, aggregated_messages], axis=-1)elif self.combination_type == "add":h = nodes_representation + aggregated_messageselse:raise ValueError(f"Invalid combination type: {self.combination_type}.")return self.activation(h)def call(self, features):"""Forward pass.        Args:
            features: tensor of shape `(num_nodes, batch_size, input_seq_len, in_feat)`        Returns:
            A tensor of shape `(num_nodes, batch_size, input_seq_len, out_feat)`
        """nodes_representation = self.compute_nodes_representation(features)aggregated_messages = self.compute_aggregated_messages(features)return self.update(nodes_representation, aggregated_messages)

LSTM 加图卷积

通过将图卷积层应用于输入张量,我们得到了另一个张量 包含节点随时间变化的表示(另一个 4D 张量)。每次 步骤中,节点的表示由来自其邻居的信息通知。

然而,要做出良好的预测,我们不仅需要来自邻居的信息 但我们也需要随着时间的推移处理信息。为此,我们可以将每个 Node 的张量。下面的图层首先应用 一个图形卷积层到输入,然后将结果传递给一个层。LSTMGCLSTM

class LSTMGC(layers.Layer):"""Layer comprising a convolution layer followed by LSTM and dense layers."""def __init__(self,in_feat,out_feat,lstm_units: int,input_seq_len: int,output_seq_len: int,graph_info: GraphInfo,graph_conv_params: typing.Optional[dict] = None,**kwargs,):super().__init__(**kwargs)# graph conv layerif graph_conv_params is None:graph_conv_params = {"aggregation_type": "mean","combination_type": "concat","activation": None,}self.graph_conv = GraphConv(in_feat, out_feat, graph_info, **graph_conv_params)self.lstm = layers.LSTM(lstm_units, activation="relu")self.dense = layers.Dense(output_seq_len)self.input_seq_len, self.output_seq_len = input_seq_len, output_seq_lendef call(self, inputs):"""Forward pass.        Args:
            inputs: tensor of shape `(batch_size, input_seq_len, num_nodes, in_feat)`        Returns:
            A tensor of shape `(batch_size, output_seq_len, num_nodes)`.
        """# convert shape to  (num_nodes, batch_size, input_seq_len, in_feat)inputs = ops.transpose(inputs, [2, 0, 1, 3])gcn_out = self.graph_conv(inputs)  # gcn_out has shape: (num_nodes, batch_size, input_seq_len, out_feat)shape = ops.shape(gcn_out)num_nodes, batch_size, input_seq_len, out_feat = (shape[0],shape[1],shape[2],shape[3],)# LSTM takes only 3D tensors as inputgcn_out = ops.reshape(gcn_out, (batch_size * num_nodes, input_seq_len, out_feat))lstm_out = self.lstm(gcn_out)  # lstm_out has shape: (batch_size * num_nodes, lstm_units)dense_output = self.dense(lstm_out)  # dense_output has shape: (batch_size * num_nodes, output_seq_len)output = ops.reshape(dense_output, (num_nodes, batch_size, self.output_seq_len))return ops.transpose(output, [1, 2, 0])  # returns Tensor of shape (batch_size, output_seq_len, num_nodes)

模型训练

in_feat = 1
batch_size = 64
epochs = 20
input_sequence_length = 12
forecast_horizon = 3
multi_horizon = False
out_feat = 10
lstm_units = 64
graph_conv_params = {"aggregation_type": "mean","combination_type": "concat","activation": None,
}st_gcn = LSTMGC(in_feat,out_feat,lstm_units,input_sequence_length,forecast_horizon,graph,graph_conv_params,
)
inputs = layers.Input((input_sequence_length, graph.num_nodes, in_feat))
outputs = st_gcn(inputs)model = keras.models.Model(inputs, outputs)
model.compile(optimizer=keras.optimizers.RMSprop(learning_rate=0.0002),loss=keras.losses.MeanSquaredError(),
)
model.fit(train_dataset,validation_data=val_dataset,epochs=epochs,callbacks=[keras.callbacks.EarlyStopping(patience=10)],
)
Epoch 1/20 1/99 [37m━━━━━━━━━━━━━━━━━━━━ 5:16 3s/step - loss: 1.0735 WARNING: All log messages before absl::InitializeLog() is called are written to STDERR I0000 00:00:1700705896.341813 3354152 device_compiler.h:186] Compiled cluster using XLA! This line is logged at most once for the lifetime of the process. W0000 00:00:1700705896.362213 3354152 graph_launch.cc:671] Fallback to op-by-op mode because memset node breaks graph update W0000 00:00:1700705896.363019 3354152 graph_launch.cc:671] Fallback to op-by-op mode because memset node breaks graph update 44/99 ━━━━━━━━[37m━━━━━━━━━━━━ 1s 32ms/step - loss: 0.7919 W0000 00:00:1700705897.577991 3354154 graph_launch.cc:671] Fallback to op-by-op mode because memset node breaks graph update W0000 00:00:1700705897.578802 3354154 graph_launch.cc:671] Fallback to op-by-op mode because memset node breaks graph update 99/99 ━━━━━━━━━━━━━━━━━━━━ 7s 36ms/step - loss: 0.7470 - val_loss: 0.3568 Epoch 2/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.2785 - val_loss: 0.1845 Epoch 3/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.1734 - val_loss: 0.1250 Epoch 4/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.1313 - val_loss: 0.1084 Epoch 5/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.1095 - val_loss: 0.0994 Epoch 6/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0960 - val_loss: 0.0930 Epoch 7/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0896 - val_loss: 0.0954 Epoch 8/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0862 - val_loss: 0.0920 Epoch 9/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 1s 5ms/step - loss: 0.0841 - val_loss: 0.0898 Epoch 10/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 1s 5ms/step - loss: 0.0827 - val_loss: 0.0884 Epoch 11/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 1s 5ms/step - loss: 0.0817 - val_loss: 0.0865 Epoch 12/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0809 - val_loss: 0.0843 Epoch 13/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0803 - val_loss: 0.0828 Epoch 14/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0798 - val_loss: 0.0814 Epoch 15/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0794 - val_loss: 0.0802 Epoch 16/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0790 - val_loss: 0.0794 Epoch 17/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0787 - val_loss: 0.0786 Epoch 18/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0785 - val_loss: 0.0780 Epoch 19/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0782 - val_loss: 0.0776 Epoch 20/20 99/99 ━━━━━━━━━━━━━━━━━━━━ 0s 5ms/step - loss: 0.0780 - val_loss: 0.0776 <keras.src.callbacks.history.History at 0x7f59b8152560> 

在测试集上进行预测

现在,我们可以使用经过训练的模型对测试集进行预测。下面,我们 计算模型的 MAE 并将其与朴素预测的 MAE 进行比较。 简单预测是每个节点速度的最后一个值。

x_test, y = next(test_dataset.as_numpy_iterator())
y_pred = model.predict(x_test)
plt.figure(figsize=(18, 6))
plt.plot(y[:, 0, 0])
plt.plot(y_pred[:, 0, 0])
plt.legend(["actual", "forecast"])naive_mse, model_mse = (np.square(x_test[:, -1, :, 0] - y[:, 0, :]).mean(),np.square(y_pred[:, 0, :] - y[:, 0, :]).mean(),
)
print(f"naive MAE: {naive_mse}, model MAE: {model_mse}")
 119/119 ━━━━━━━━━━━━━━━━━━━━ 1s 6ms/step naive MAE: 0.13472308593195767, model MAE: 0.13524348477186485 

PNG 格式

当然,这里的目标是演示方法 而不是实现最佳性能。要改进 模型的准确率,所有模型超参数都应仔细调整。另外 可以堆叠多个块以增加表示能力 的模型。LSTMGC

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