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REBAR: Retrieval-Based Reconstruction for Time-series Contrastive Learning

ICLR 2024 · Time series › Foundation models for time series · approach: Time series representation learning · 0 citations (OpenAlex)

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Proposes REBAR, a learned retrieval-based reconstruction similarity that selects positive pairs for time-series contrastive learning, achieving state-of-the-art linear-probe results on HAR, PPG, and ECG.

Problem

Positive pair construction for time-series contrastive learning is hard because standard augmentations (shuffling, scaling) can destroy signal semantics and time-series invariances are not well understood.

Approach

Use a learned measure, REBAR error, where one subsequence's masked context is reconstructed only from retrieved regions of a candidate subsequence via dilated-convolution cross-attention; the lowest-error candidate becomes the positive, and other candidates and other series' anchors serve as negatives.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use REBAR instead of the strongest listed baselinelinear-probe classification · HARAUROC: 0.9938 -> 0.9965Helped
use REBAR instead of the strongest listed baselinelinear-probe classification · PPGAUROC: 0.6456 -> 0.6977Helped
use REBAR instead of the fully supervised modellinear-probe classification · ECGAccuracy: 0.7814 -> 0.8154Helped
use REBAR instead of the fully supervised modellinear-probe classification · ECGAUROC: 0.9329 -> 0.9146Hurt
remove dilated convolutions (ablation)REBAR · HARAccuracy: 0.9535 -> 0.8930Hurt
remove dilated convolutions (ablation)REBAR · HARNMI: 0.7721 -> 0.5094Hurt
remove RevIN (ablation)REBAR · HARAccuracy: 0.9535 -> 0.9451Hurt
add positional embedding (ablation)REBAR · HARNMI: 0.7721 -> 0.6522Hurt
train REBAR cross-attention for 1 epoch (ablation)REBAR · HARNMI: 0.7721 -> 0.5213Hurt
use intermittent masks for REBAR training instead of extended masks (ablation)REBAR validation experiment · REBAR validation experimentAccuracy: 0.4580 -> 0.2888Hurt
set α=0.5 instead of α=0 (ablation)REBAR · HARNMI: 0.7721 -> 0.6273Hurt
set α=1 instead of α=0 (ablation)REBAR · HARNMI: 0.7721 -> 0.4430Hurt

Surprising findings

Limitations

Experimental setup

Datasets: HAR (raw accelerometer and gyroscope) WESAD PPG MIT-BIH Atrial Fibrillation

Benchmarks: HAR PPG (WESAD) ECG (MIT-BIH AF)

Metrics: Accuracy AUROC AUPRC ARI NMI

Baselines: TS2Vec TNC CPC SimCLR Sliding-MSE Fully Supervised

Builds on: NT-Xent PulseImpute RevIN TS2Vec TNC

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