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Interpretable Spatial-Temporal Forecasting via Additive Neural Decomposition and Knowledge Distillation
Proceedings of the 42nd Conference on Uncertainty in Artificial Intelligence, PMLR 337:3376-3397, 2026.
Abstract
We challenge the prevailing assumption that interpretability requires sacrificing accuracy in spatial-temporal forecasting. We propose STGNAM (Spatial-Temporal Graph Neural Additive Model), which enforces a strict additive decomposition: $\hat{\mathbf{y}} = f_{\text{node}} + f_{\text{temporal}} + f_{\text{spatial}} + f_{\text{interact}} + \text{bias}$, where each component is independently evaluable and visualizable. Our central finding is that the additive inductive bias acts as an implicit regularizer: on PEMS-BAY, STGNAM *sets a new state of the art* (MAE $1.62$), surpassing all black-box models including TITAN ($1.69$) and its own D2STGNN teacher ($1.87$)—even without knowledge distillation (KD). When combined with KD from a black-box teacher, STGNAM achieves $91$–$104%$ of SOTA across five benchmarks while providing full additive interpretability. KD also produces a secondary benefit: component-level faithfulness increases from $0.53$ to $0.92$ on METR-LA, and skip connection dominance drops from $65%$ to $43%$, indicating that soft-target supervision forces additive components to learn structured, specialized representations. We validate this through direct comparison with post-hoc attribution methods (gradient saliency, SmoothGrad), showing that inherent additive explanations are more faithful and stable than post-hoc alternatives applied to black-box models.