Guardado en:
Detalles Bibliográficos
Autores principales: Shamba, Abdul-Kazeem, Bach, Kerstin, Taylor, Gavin
Formato: Preprint
Publicado: 2024
Materias:
Acceso en línea:https://arxiv.org/abs/2410.15416
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866915390153555968
author Shamba, Abdul-Kazeem
Bach, Kerstin
Taylor, Gavin
author_facet Shamba, Abdul-Kazeem
Bach, Kerstin
Taylor, Gavin
contents 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}.
format Preprint
id arxiv_https___arxiv_org_abs_2410_15416
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Contrast All the Time: Learning Time Series Representation from Temporal Consistency
Shamba, Abdul-Kazeem
Bach, Kerstin
Taylor, Gavin
Machine Learning
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}.
title Contrast All the Time: Learning Time Series Representation from Temporal Consistency
topic Machine Learning
url https://arxiv.org/abs/2410.15416