DLOREAN: Dynamic Location-Aware Reconstruction of Multiway Networks

This paper presents a method for learning time-varying higher-order interactions based on node observations, with application to short-term traffic forecasting based on traffic flow sensor measurements. We incorporate domain knowledge into the design of a new damped periodic kernel which leverages traffic flow patterns towards better structure learning. We introduce location-based regularization for learning models with desirable geographical properties (short-range or long-range interactions). We show using experiments on synthetic and real data, that our approach performs better than static methods for reconstruction of multiway interactions, as well as time-varying methods which recover only pair-wise interactions. Further, we show on real traffic data that our model is useful for short-term traffic forecasting, improving over state-of-the-art.