张浩彬
(2022-10-20 16:20):
#paper 1.Unsupervised Scalable Representation Learning for Multivariate Time Series,https://doi.org/10.48550/arXiv.1901.10738
论文关键是:正负样本构造, triplet loss以及因果空洞卷积
适用:该无监督学习模型可以用于不定长的序列;短序列及长序列均可使用;
代码:https://github.com/White-Link/UnsupervisedScalableRepresentationLearningTimeSeries
正负样本构造:
有N个序列对于某序列,随机选择长度,构造一个子序列ref。在这个子序列中,随机抽样一个子序列作为正样本pos;从其他序列(如果有的话)中随机抽样K个作为负样本neg;其中K是超参数
编码器有三个要求:(1)能够提取序列特征;(2)允许变长输入;(3)可以节省时间和内存;(个人觉得,只是为了给使用卷积找的理由);因此使用exponentially dilated causal convolutions作为特征提取器代替传统的rnn、lstm
改造的triplet loss
在时间序列分类任务中结果表明由于现有的无监督方法,并且不差于有监督方法。在序列预测任务中,没做太多的比较
在单序列分类任务:使用了UCR数据集上的所有时间序列分类任务
arXiv,
2019.
DOI: 10.48550/arXiv.1901.10738
Unsupervised Scalable Representation Learning for Multivariate Time Series
翻译
Abstract:
Time series constitute a challenging data type for machine learning algorithms, due to their highly variable lengths and sparse labeling in practice. In this paper, we tackle this challenge by proposing an unsupervised method to learn universal embeddings of time series. Unlike previous works, it is scalable with respect to their length and we demonstrate the quality, transferability and practicability of the learned representations with thorough experiments and comparisons. To this end, we combine an encoder based on causal dilated convolutions with a novel triplet loss employing time-based negative sampling, obtaining general-purpose representations for variable length and multivariate time series.
翻译