Scalable high-resolution forecasting of sparse spatiotemporal events with kernel methods: a winning solution to the NIJ "Real-Time Crime Forecasting Challenge"
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This article describes Team Kernel Glitches' solution to the National Institute of Justice's (NIJ) Real-Time Crime Forecasting Challenge. The goal of the NIJ Real-Time Crime Forecasting Competition was to maximize two different crime hotspot scoring metrics for calls-for-service to the Portland Police Bureau (PPB) in Portland, Oregon during the period from March 1, 2017 to May 31, 2017. Our solution to the challenge is a spatiotemporal forecasting model combining scalable randomized Reproducing Kernel Hilbert Space (RKHS) methods for approximating Gaussian processes with autoregressive smoothing kernels in a regularized supervised learning framework. Our model can be understood as an approximation to the popular log-Gaussian Cox Process model: we discretize the spatiotemporal point pattern and learn a log intensity function using the Poisson likelihood and highly efficient gradient-based optimization methods. Model hyperparameters including quality of RKHS approximation, spatial and temporal kernel lengthscales, number of autoregressive lags, bandwidths for smoothing kernels, as well as cell shape, size, and rotation, were learned using crossvalidation. Resulting predictions exceeded baseline KDE estimates by 0.157. Performance improvement over baseline predictions were particularly large for sparse crimes over short forecasting horizons.
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