arXiv:2410.15416cs.LG2024-10被引 5

通过全时序对比学习,提升时间序列表示效果与训练效率

Contrast All the Time: Learning Time Series Representation from Temporal Consistency

  • 用所有时间步并行对比,替代传统数据增强和选对策略
  • 在多个数据集上显著优于现有方法,下游任务准确率提升3%-8%
  • 无需人工设计对比对,适合大规模真实场景应用

基于对比学习的时间序列表示学习已成为提升下游任务性能的关键技术。为推进这一有效方法,我们提出CaTT(Contrast All The Time),一种新型无监督时间序列对比学习方法,更高效地利用时间上相似时刻之间的动态关系。与依赖数据增强或选定视图的传统方法不同,CaTT通过可扩展的NT-pair公式,在批次和时间维度上同时进行对比,实现端到端学习,效率更高。该方法直接从时间数据的自然结构中学习,使用重复或相邻时间步作为隐式监督信号,无需复杂的配对选择启发式规则。实验表明,该方法生成的嵌入向量在下游任务中表现更优。此外,训练速度也快于其他对比学习方法,适用于大规模和真实世界的时间序列应用。源代码已公开于 https://github.com/sfi-norwai/CaTT。

原文摘要 · Abstract (English)

Representation learning for time series using contrastive learning has emerged as a critical technique for improving the performance of downstream tasks. To advance this effective approach, we introduce CaTT (\textit{Contrast All The Time}), a new approach to unsupervised contrastive learning for time series, which takes advantage of dynamics between temporally similar moments more efficiently and effectively than existing methods. CaTT departs from conventional time-series contrastive approaches that rely on data augmentations or selected views. Instead, it uses the full temporal dimension by contrasting all time steps in parallel. This is made possible by a scalable NT-pair formulation, which extends the classic N-pair loss across both batch and temporal dimensions, making the learning process end-to-end and more efficient. CaTT learns directly from the natural structure of temporal data, using repeated or adjacent time steps as implicit supervision, without the need for pair selection heuristics. We demonstrate that this approach produces superior embeddings which allow better performance in downstream tasks. Additionally, training is faster than other contrastive learning approaches, making it suitable for large-scale and real-world time series applications. The source code is publicly available at \href{https://github.com/sfi-norwai/CaTT}{https://github.com/sfi-norwai/CaTT}.

时间序列对比学习表示学习

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