Time Series Contrastive Learning with Information-Aware Augmentations

Dongsheng Luo, Wei Cheng, Yingheng Wang, Dongkuan Xu, Jingchao Ni, Wenchao Yu, Xuchao Zhang, Yanchi Liu, Yuncong Chen, Haifeng Chen, Xiang Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

Various contrastive learning approaches have been proposed in recent years and achieve significant empirical success. While effective and prevalent, contrastive learning has been less explored for time series data. A key component of contrastive learning is to select appropriate augmentations imposing some priors to construct feasible positive samples, such that an encoder can be trained to learn robust and discriminative representations. Unlike image and language domains where “desired” augmented samples can be generated with the rule of thumb guided by prefabricated human priors, the ad-hoc manual selection of time series augmentations is hindered by their diverse and human-unrecognizable temporal structures. How to find the desired augmentations of time series data that are meaningful for given contrastive learning tasks and datasets remains an open question. In this work, we address the problem by encouraging both high fidelity and variety based upon information theory. A theoretical analysis leads to the criteria for selecting feasible data augmentations. On top of that, we propose a new contrastive learning approach with information-aware augmentations, InfoTS, that adaptively selects optimal augmentations for time series representation learning. Experiments on various datasets show highly competitive performance with up to 12.0% reduction in MSE on forecasting tasks and up to 3.7% relative improvement in accuracy on classification tasks over the leading baselines.

Original languageEnglish (US)
Title of host publicationAAAI-23 Technical Tracks 4
EditorsBrian Williams, Yiling Chen, Jennifer Neville
PublisherAAAI press
Pages4534-4542
Number of pages9
ISBN (Electronic)9781577358800
StatePublished - Jun 27 2023
Event37th AAAI Conference on Artificial Intelligence, AAAI 2023 - Washington, United States
Duration: Feb 7 2023Feb 14 2023

Publication series

NameProceedings of the 37th AAAI Conference on Artificial Intelligence, AAAI 2023
Volume37

Conference

Conference37th AAAI Conference on Artificial Intelligence, AAAI 2023
Country/TerritoryUnited States
CityWashington
Period2/7/232/14/23

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence

Cite this