Measuring Pre-training Data Quality without Labels for Time Series Foundation Models

Fuente: arXiv
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Hauptverfasser: Wen, Songkang, Feofanov, Vasilii, Zhang, Jianfeng
Format: Preprint
Veröffentlicht: 2024
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author Wen, Songkang
Feofanov, Vasilii
Zhang, Jianfeng
author_facet Wen, Songkang
Feofanov, Vasilii
Zhang, Jianfeng
contents Recently, there has been a growing interest in time series foundation models that generalize across different downstream tasks. A key to strong foundation models is a diverse pre-training dataset, which is particularly challenging to collect for time series classification. In this work, we explore the performance of a contrastive-learning-based foundation model as a function of the data used for pre-training. We introduce contrastive accuracy, a new measure to evaluate the quality of the representation space learned by the foundation model. Our experiments reveal the positive correlation between the proposed measure and the accuracy of the model on a collection of downstream tasks. This suggests that the contrastive accuracy can serve as a criterion to search for time series datasets that can enhance the pre-training and improve thereby the foundation model's generalization.
format Preprint
id arxiv_https___arxiv_org_abs_2412_06368
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Measuring Pre-training Data Quality without Labels for Time Series Foundation Models
Wen, Songkang
Feofanov, Vasilii
Zhang, Jianfeng
Machine Learning
Artificial Intelligence
Recently, there has been a growing interest in time series foundation models that generalize across different downstream tasks. A key to strong foundation models is a diverse pre-training dataset, which is particularly challenging to collect for time series classification. In this work, we explore the performance of a contrastive-learning-based foundation model as a function of the data used for pre-training. We introduce contrastive accuracy, a new measure to evaluate the quality of the representation space learned by the foundation model. Our experiments reveal the positive correlation between the proposed measure and the accuracy of the model on a collection of downstream tasks. This suggests that the contrastive accuracy can serve as a criterion to search for time series datasets that can enhance the pre-training and improve thereby the foundation model's generalization.
title Measuring Pre-training Data Quality without Labels for Time Series Foundation Models
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2412.06368