Soft Contrastive Learning for Time Series

Fuente: arXiv
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Autori principali: Lee, Seunghan, Park, Taeyoung, Lee, Kibok
Natura: Preprint
Pubblicazione: 2023
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author Lee, Seunghan
Park, Taeyoung
Lee, Kibok
author_facet Lee, Seunghan
Park, Taeyoung
Lee, Kibok
contents Contrastive learning has shown to be effective to learn representations from time series in a self-supervised way. However, contrasting similar time series instances or values from adjacent timestamps within a time series leads to ignore their inherent correlations, which results in deteriorating the quality of learned representations. To address this issue, we propose SoftCLT, a simple yet effective soft contrastive learning strategy for time series. This is achieved by introducing instance-wise and temporal contrastive loss with soft assignments ranging from zero to one. Specifically, we define soft assignments for 1) instance-wise contrastive loss by the distance between time series on the data space, and 2) temporal contrastive loss by the difference of timestamps. SoftCLT is a plug-and-play method for time series contrastive learning that improves the quality of learned representations without bells and whistles. In experiments, we demonstrate that SoftCLT consistently improves the performance in various downstream tasks including classification, semi-supervised learning, transfer learning, and anomaly detection, showing state-of-the-art performance. Code is available at this repository: https://github.com/seunghan96/softclt.
format Preprint
id arxiv_https___arxiv_org_abs_2312_16424
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Soft Contrastive Learning for Time Series
Lee, Seunghan
Park, Taeyoung
Lee, Kibok
Machine Learning
Artificial Intelligence
Contrastive learning has shown to be effective to learn representations from time series in a self-supervised way. However, contrasting similar time series instances or values from adjacent timestamps within a time series leads to ignore their inherent correlations, which results in deteriorating the quality of learned representations. To address this issue, we propose SoftCLT, a simple yet effective soft contrastive learning strategy for time series. This is achieved by introducing instance-wise and temporal contrastive loss with soft assignments ranging from zero to one. Specifically, we define soft assignments for 1) instance-wise contrastive loss by the distance between time series on the data space, and 2) temporal contrastive loss by the difference of timestamps. SoftCLT is a plug-and-play method for time series contrastive learning that improves the quality of learned representations without bells and whistles. In experiments, we demonstrate that SoftCLT consistently improves the performance in various downstream tasks including classification, semi-supervised learning, transfer learning, and anomaly detection, showing state-of-the-art performance. Code is available at this repository: https://github.com/seunghan96/softclt.
title Soft Contrastive Learning for Time Series
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2312.16424