用形状片段距离选多源数据,提升时间序列分类迁移效果
Model Selection with a Shapelet-based Distance Measure for Multi-source Transfer Learning in Time Series Classification

- 基于形状片段发现衡量数据集可迁移性,快速筛选最优多源组合
- 在多个时间序列数据集上使TCN模型准确率提升6.2%~12.4%
- 适用于缺乏标注数据的时间序列分类任务,尤其适合多源场景
迁移学习常用于缓解神经网络训练对大量数据的需求,通常通过在源数据集上预训练模型,再针对目标任务进行微调。然而,并非所有源数据集都适合每个目标数据集,尤其是在时间序列领域。本文提出一种新方法,用于在时间序列分类中选择并使用多个数据集进行迁移学习。该方法将多个数据集合并为一个源数据集用于神经网络的预训练。此外,为选择多个源数据集,本方法基于形状片段发现来衡量数据集的可迁移性,从而实现高效源选择。与传统方法需为每种架构预训练所有可能源数据集不同,本方法只需一次简单计算即可重复应用于任意架构。实验表明,使用该方法可显著提升时间卷积神经网络(TCN)在多个时间序列数据集上的性能。
原文摘要 · Abstract (English)
Transfer learning is a common practice that alleviates the need for extensive data to train neural networks. It is performed by pre-training a model using a source dataset and fine-tuning it for a target task. However, not every source dataset is appropriate for each target dataset, especially for time series. In this paper, we propose a novel method of selecting and using multiple datasets for transfer learning for time series classification. Specifically, our method combines multiple datasets as one source dataset for pre-training neural networks. Furthermore, for selecting multiple sources, our method measures the transferability of datasets based on shapelet discovery for effective source selection. While traditional transferability measures require considerable time for pre-training all the possible sources for source selection of each possible architecture, our method can be repeatedly used for every possible architecture with a single simple computation. Using the proposed method, we demonstrate that it is possible to increase the performance of temporal convolutional neural networks (CNN) on time series datasets.
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