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Towards Enhancing Time Series Contrastive Learning: A Dynamic Bad Pair Mining Approach

ICLR 2024 · Time series › Foundation models for time series · approach: Time series representation learning · 1 citations (OpenAlex)

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Identifies noisy and faulty positive pairs in time series contrastive learning and proposes DBPM, a memory-based, loss-history-driven plug-in that down-weights them, improving SimCLR, MoCo, SimSiam, TSTCC, TF-C and BTSF on four datasets.

Problem

Positive pairs created by augmentation in time series contrastive learning can be noisy (dominated by noise) or faulty (augmentation destroys key temporal patterns), which misleads the encoder during representation learning.

Approach

A memory module tracks each positive pair's loss history across epochs; pairs whose historical mean loss falls outside mean ± sigma thresholds are flagged as noisy (low loss) or faulty (high loss) and down-weighted by a Gaussian PDF transformation of their current loss, with no learnable parameters.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add DBPM to contrastive-learning baselinesSimCLR, MoCo, SimSiam, TSTCC, TF-C, and BTSF · PTB-XL Diagnostic, Form, and Rhythm ClassificationAUROC: 69.48 ± 2.52 -> 73.32 ± 3.08; 80.46 ± 2.69 -> 82.10 ± 1.88; 80.18 ± 5.22 -> 80.89 ± 3.85Mixed
Add DBPM to contrastive-learning baselinesSimCLR, MoCo, SimSiam, TSTCC, TF-C, and BTSF · HAR, Sleep-EDF, and EpilepsyAccuracy and AUPRCMixed
Add DBPM to SimCLRSimCLR · PTB-XL Rhythm ClassificationAUROC: 80.18 ± 5.22 -> 80.89 ± 3.85Helped
Add DBPM to TF-CTF-C · PTB-XL Rhythm ClassificationAUROC: 80.46 ± 2.69 -> 82.10 ± 1.88Helped
Add DBPM to BTSFBTSF · PTB-XL Diagnostic ClassificationAUROC: 69.48 ± 2.52 -> 73.32 ± 3.08Helped
Remove memory module M (ablation)SimCLR + DBPM · PTB-XL Rhythm ClassificationAUROC: 80.89 ± 3.85 -> 79.94 ± 3.75Hurt
Remove memory module M (ablation)SimCLR + DBPM · PTB-XL Form ClassificationAUROC: 78.07 ± 1.01 -> 77.62 ± 1.83Hurt
Remove memory module M (ablation)SimCLR + DBPM · PTB-XL Diagnostic ClassificationAUROC: 81.56 ± 1.84 -> 81.54 ± 1.82No clear effect
Remove transformation module T and set identified-pair weights to zero (ablation)SimCLR + DBPM · PTB-XL Rhythm ClassificationAUROC: 80.89 ± 3.85 -> 80.54 ± 3.69Hurt
Remove transformation module T and set identified-pair weights to zero (ablation)SimCLR + DBPM · PTB-XL Form ClassificationAUROC: 78.07 ± 1.01 -> 77.72 ± 1.08Hurt
Remove transformation module T and set identified-pair weights to zero (ablation)SimCLR + DBPM · PTB-XL Diagnostic ClassificationAUROC: 81.56 ± 1.84 -> 81.21 ± 2.05Hurt
Use constant weight w=0.50 for identified bad pairs (ablation)DBPM · Sleep-EDFAccuracy: 82.82±0.74 -> 82.80±0.76Hurt

Surprising findings

Limitations

Experimental setup

Datasets: PTB-XL HAR Sleep-EDF Epilepsy simulated sine/square/sawtooth dataset

Benchmarks: PTB-XL HAR Sleep-EDF Epilepsy

Metrics: AUROC accuracy AUPRC

Baselines: SimCLR MoCo SimSiam TSTCC TF-C BTSF RINCE

Builds on: SimCLR MoCo SimSiam TS-TCC TF-C RINCE

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