A deep learning based multitask model for network-wide traffic speed prediction

This paper proposes a deep learning based multitask learning (MTL) model to predict network-wide traffic speed, and introduces two methods to improve the prediction performance. The nonlinear Granger causality analysis is used to detect the spatiotemporal causal relationship among various links so as to select the most informative features for the MTL model. Bayesian optimization is employed to tune the hyperparameters of the MTL model with limited computational costs. Numerical experiments are carried out with taxis' GPS data in an urban road network of Changsha, China, and some conclusions are drawn as follows. The deep learning based MTL model outperforms four deep learning based single task learning (STL) models (i.e., Gated Recurrent Units network, Long Short-term Memory network, Convolutional Gated Recurrent Units network and Temporal Convolutional Network) and three other classic models (i.e., Support Vector Machine, k-Nearest Neighbors and Evolving Fuzzy Neural Network). The nonlinear Granger causality test provides a reliable guide to select the informative features from network-wide links for the MTL model. Compared with two other optimization approaches (i.e., grid search and random search), Bayesian optimization yields a better tuning performance for the MTL model in the prediction accuracy under the budgeted computation cost. In summary, the deep learning based MTL model with nonlinear Granger causality analysis and Bayesian optimization promises the accurate and efficient traffic speed prediction for a large-scale network. (C) 2019 Elsevier B.V. All rights reserved.