Retrieval-Based Reconstruction For Time-series Contrastive Learning

The success of self-supervised contrastive learning hinges on identifying positive data pairs that, when pushed together in embedding space, encode useful information for subsequent downstream tasks. However, in time-series, this is challenging because creating positive pairs via augmentations may break the original semantic meaning. We hypothesize that if we can retrieve information from one subsequence to successfully reconstruct another subsequence, then they should form a positive pair. Harnessing this intuition, we introduce our novel approach: REtrieval-BAsed Reconstruction (REBAR) contrastive learning. First, we utilize a convolutional cross-attention architecture to calculate the REBAR error between two different time-series. Then, through validation experiments, we show that the REBAR error is a predictor of mutual class membership, justifying its usage as a positive/negative labeler. Finally, once integrated into a contrastive learning framework, our REBAR method can learn an embedding that achieves state-of-the-art performance on downstream tasks across various modalities.