Parallel Connected LSTM for Matrix Sequence Prediction with Elusive Correlations

Abstract

This article is about a challenging problem called matrix sequence prediction, which is motivated from the application of taxi order prediction. Remarkably, the problem differs greatly from previous sequence prediction tasks in the sense that the time-wise correlations are quite elusive; namely, distant entries could be strongly correlated and nearby entries are unnecessarily related. Such distinct specifics make prevalent convolution-recurrence-based methods inadequate to apply. To remedy this trouble, we propose a novel architecture called Parallel Connected LSTM (PcLSTM), which integrates two new mechanisms, Multi-channel Linearized Connection (McLC) and Adaptive Parallel Unit (APU), into the framework of LSTM. Benefiting from the strengths of McLC and APU, our PcLSTM is able to handle well both the elusive correlations within each timestamp and the temporal dependencies across different timestamps, achieving state-of-the-art performance in a set of experiments demonstrated on synthetic and real-world datasets.