Sparse Passive-Aggressive Learning for Bounded Online Kernel Methods

Online Multi-Agent Forecasting With Interpretable Collaborative Graph Neural Networks

This article considers predicting future statuses of multiple agents in an online fashion by exploiting dynamic interactions in the system. We propose a novel collaborative prediction unit (CoPU), which aggregates the predictions from multiple collaborative predictors according to a collaborative graph. Each collaborative predictor is trained to predict the agent status by integrating the impact of another agent. The edge weights of the collaborative graph reflect the importance of each predictor. The collaborative graph is adjusted online by multiplicative update, which can be motivated by minimizing an explicit objective. With this objective, we also conduct regret analysis to indicate that, along with training, our CoPU achieves similar performance with the best individual collaborative predictor in hindsight. This theoretical interpretability distinguishes our method from many other graph networks. To progressively refine predictions, multiple CoPUs are stacked to form a collaborative graph neural network. Extensive experiments are conducted on three tasks: online simulated trajectory prediction, online human motion prediction, and online traffic speed prediction, and our methods outperform state-of-the-art works on the three tasks by 28.6%, 17.4%, and 21.0% on average, respectively; in addition, the proposed CoGNNs have lower average time costs in one online training/testing iteration than most previous methods.