Unveiling Stochasticity: Universal Multi-modal Probabilistic Modeling for Traffic Forecasting
Weijiang Xiong, Robert Fonod, Nikolas Geroliminis

TL;DR
This paper introduces a universal probabilistic modeling approach for traffic forecasting by replacing the output layer with a Gaussian Mixture Model, enhancing uncertainty quantification without altering existing models.
Contribution
It presents a simple yet effective method to convert deterministic traffic models into probabilistic ones using GMM layers, applicable across various architectures.
Findings
The approach improves accuracy over unimodal baselines.
It provides more informative uncertainty estimates.
The method is robust under imperfect data conditions.
Abstract
Traffic forecasting is a challenging spatio-temporal modeling task and a critical component of urban transportation management. Current studies mainly focus on deterministic predictions, with limited considerations on the uncertainty and stochasticity in traffic dynamics. Therefore, this paper proposes an elegant yet universal approach that transforms existing models into probabilistic predictors by replacing only the final output layer with a novel Gaussian Mixture Model (GMM) layer. The modified model requires no changes to the training pipeline and can be trained using only the Negative Log-Likelihood (NLL) loss, without any auxiliary or regularization terms. Experiments on multiple traffic datasets show that our approach generalizes from classic to modern model architectures while preserving deterministic performance. Furthermore, we propose a systematic evaluation procedure based…
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