Region-level demand forecasting is an essential task in ridehailing services. Accurate ride-hailing demand forecasting can guide vehicle dispatching, improve vehicle utilization, reduce the wait-time, and mitigate traffic congestion. This task is challenging due to the complicated spatiotemporal dependencies among regions. Existing approaches mainly focus on modeling the Euclidean correlations among spatially adjacent regions while we observe that non-Euclidean pair-wise correlations among possibly distant regions are also critical for accurate forecasting. In this paper, we propose the spatiotemporal multi-graph convolution network (ST-MGCN), a novel deep learning model for ride-hailing demand forecasting. We first encode the non-Euclidean pair-wise correlations among regions into multiple graphs and then explicitly model these correlations using multi-graph convolution. To utilize the global contextual information in modeling the temporal correlation, we further propose contextual gated recurrent neural network which augments recurrent neural network with a contextual-aware gating mechanism to re-weights different historical observations. We evaluate the proposed model on two real-world large scale ride-hailing demand datasets and observe consistent improvement of more than 10% over stateof-the-art baselines.

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Spatiotemporal Multi-Graph Convolution Network for Ride-Hailing Demand Forecasting

We present a novel order dispatch algorithm in large-scale on-demand ride-hailing platforms. While traditional order dispatch approaches usually focus on immediate customer satisfaction, the proposed algorithm is designed to provide a more efficient way to optimize resource utilization and user experience in a global and more farsighted view. In particular, we model order dispatch as a large-scale sequential decision-making problem, where the decision of assigning an order to a driver is determined by a centralized algorithm in a coordinated way. The problem is solved in a learning and planning manner: 1) based on historical data, we first summarize demand and supply patterns into a spatiotemporal quantization, each of which indicates the expected value of a driver being in a particular state; 2) a planning step is conducted in real-time, where each driver-order-pair is valued in consideration of both immediate rewards and future gains, and then dispatch is solved using a combinatorial optimizing algorithm. Through extensive offline experiments and online AB tests, the proposed approach delivers remarkable improvement on the platform's efficiency and has been successfully deployed in the production system of Didi Chuxing.

Large-Scale Order Dispatch in On-Demand Ride-Hailing Platforms: A Learning and Planning Approach

Taxi demand prediction is an important building block to enabling intelligent transportation systems in a smart city. An accurate prediction model can help the city pre-allocate resources to meet travel demand and to reduce empty taxis on streets which waste energy and worsen the traffic congestion. With the increasing popularity of taxi requesting services such as Uber and Didi Chuxing (in China), we are able to collect large-scale taxi demand data continuously. How to utilize such big data to improve the demand prediction is an interesting and critical real-world problem. Traditional demand prediction methods mostly rely on time series forecasting techniques, which fail to model the complex non-linear spatial and temporal relations. Recent advances in deep learning have shown superior performance on traditionally challenging tasks such as image classification by learning the complex features and correlations from large-scale data. This breakthrough has inspired researchers to explore deep learning techniques on traffic prediction problems. However, existing methods on traffic prediction have only considered spatial relation (e.g., using CNN) or temporal relation (e.g., using LSTM) independently. We propose a Deep Multi-View Spatial-Temporal Network (DMVST-Net) framework to model both spatial and temporal relations. Specifically, our proposed model consists of three views: temporal view (modeling correlations between future demand values with near time points via LSTM), spatial view (modeling local spatial correlation via local CNN), and semantic view (modeling correlations among regions sharing similar temporal patterns). Experiments on large-scale real taxi demand data demonstrate effectiveness of our approach over state-of-the-art methods.

Deep Multi-View Spatial-Temporal Network for Taxi Demand Prediction

Traffic prediction has drawn increasing attention in AI research field due to the increasing availability of large-scale traffic data and its importance in the real world. For example, an accurate taxi demand prediction can assist taxi companies in pre-allocating taxis. The key challenge of traffic prediction lies in how to model the complex spatial dependencies and temporal dynamics. Although both factors have been considered in modeling, existing works make strong assumptions about spatial dependence and temporal dynamics, i.e., spatial dependence is stationary in time, and temporal dynamics is strictly periodical. However, in practice, the spatial dependence could be dynamic (i.e., changing from time to time), and the temporal dynamics could have some perturbation from one period to another period. In this paper, we make two important observations: (1) the spatial dependencies between locations are dynamic; and (2) the temporal dependency follows daily and weekly pattern but it is not strictly periodic for its dynamic temporal shifting. To address these two issues, we propose a novel Spatial-Temporal Dynamic Network (STDN), in which a flow gating mechanism is introduced to learn the dynamic similarity between locations, and a periodically shifted attention mechanism is designed to handle long-term periodic temporal shifting. To the best of our knowledge, this is the first work that tackles both issues in a unified framework. Our experimental results on real-world traffic datasets verify the effectiveness of the proposed method.

Revisiting Spatial-Temporal Similarity: A Deep Learning Framework for Traffic Prediction

Bitcoin price prediction using machine learning: An approach to sample dimension engineering

Taxi-calling apps are gaining increasing popularity for their efficiency in dispatching idle taxis to passengers in need. To precisely balance the supply and the demand of taxis, online taxicab platforms need to predict the Unit Original Taxi Demand (UOTD), which refers to the number of taxi-calling requirements submitted per unit time (e.g., every hour) and per unit region (e.g., each POI). Predicting UOTD is non-trivial for large-scale industrial online taxicab platforms because both accuracy and flexibility are essential. Complex non-linear models such as GBRT and deep learning are generally accurate, yet require labor-intensive model redesign after scenario changes (e.g., extra constraints due to new regulations). To accurately predict UOTD while remaining flexible to scenario changes, we propose LinUOTD, a unified linear regression model with more than 200 million dimensions of features. The simple model structure eliminates the need of repeated model redesign, while the high-dimensional features contribute to accurate UOTD prediction. We further design a series of optimization techniques for efficient model training and updating. Evaluations on two large-scale datasets from an industrial online taxicab platform verify that LinUOTD outperforms popular non-linear models in accuracy. We envision our experiences to adopt simple linear models with high-dimensional features in UOTD prediction as a pilot study and can shed insights upon other industrial large-scale spatio-temporal prediction problems.

https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=5743&context=sis_research

The Simpler The Better: A Unified Approach to Predicting Original Taxi Demands based on Large-Scale Online Platforms

Feature crossing captures interactions among categorical features and is useful to enhance learning from tabular data in real-world businesses. In this paper, we present AutoCross, an automatic feature crossing tool provided by 4Paradigm to its customers, ranging from banks, hospitals, to Internet corporations. By performing beam search in a tree-structured space, AutoCross enables efficient generation of high-order cross features, which is not yet visited by existing works. Additionally, we propose successive mini-batch gradient descent and multi-granularity discretization to further improve efficiency and effectiveness, while ensuring simplicity so that no machine learning expertise or tedious hyper-parameter tuning is required. Furthermore, the algorithms are designed to reduce the computational, transmitting, and storage costs involved in distributed computing. Experimental results on both benchmark and real-world business datasets demonstrate the effectiveness and efficiency of AutoCross. It is shown that AutoCross can significantly enhance the performance of both linear and deep models.

AutoCross: Automatic Feature Crossing for Tabular Data in Real-World Applications

Tabular data is the most common data format adopted by our customers ranging from retail, finance to E-commerce, and tabular data classification plays an essential role to their businesses. In this paper, we present Network On Network (NON), a practical tabular data classification model based on deep neural network to provide accurate predictions. Various deep methods have been proposed and promising progress has been made. However, most of them use operations like neural network and factorization machines to fuse the embeddings of different features directly, and linearly combine the outputs of those operations to get the final prediction. As a result, the intra-field information and the non-linear interactions between those operations (e.g. neural network and factorization machines) are ignored. Intra-field information is the information that features inside each field belong to the same field. NON is proposed to take full advantage of intra-field information and non-linear interactions. It consists of three components: field-wise network at the bottom to capture the intra-field information, across field network in the middle to choose suitable operations data-drivenly, and operation fusion network on the top to fuse outputs of the chosen operations deeply. Extensive experiments on six real-world datasets demonstrate NON can outperform the state-of-the-art models significantly. Furthermore, both qualitative and quantitative study of the features in the embedding space show NON can capture intra-field information effectively.

Network On Network for Tabular Data Classification in Real-world Applications

We organized a competition on Autonomous Lifelong Machine Learning with Drift that was part of the competition program of NeurIPS 2018. This data driven competition asked participants to develop computer programs capable of solving supervised learning problems where the i.i.d. assumption did not hold. Large data sets were arranged in a lifelong learning and evaluation scenario and CodaLab was used as the challenge platform. The challenge attracted more than 300 participants in its two month duration. This chapter describes the design of the challenge and summarizes its main results.

AutoML @ NeurIPS 2018 Challenge: Design and Results

On-line decision augmentation (OLDA) has been considered as a promising paradigm for real-time decision making powered by Artificial Intelligence (AI). OLDA has been widely used in many application...

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Yuqiang Chen

Papers

The Simpler The Better: A Unified Approach to Predicting Original Taxi Demands based on Large-Scale Online Platforms

AutoCross: Automatic Feature Crossing for Tabular Data in Real-World Applications

Network On Network for Tabular Data Classification in Real-world Applications

AutoML @ NeurIPS 2018 Challenge: Design and Results

Optimizing in-memory database engine for AI-powered on-line decision augmentation using persistent memory